# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-25-007954
**Filing Date:** 2025-12
**Character Count:** 2863880
**Document Hash:** e9fb05592fef3a5bad32e2bd90ad19ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007954.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0002071691-25-007954

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010940 | Institutional Class | IJGXX           |
| C000010941 | Capital             | OGVXX           |
| C000010942 | Morgan              | MJGXX           |
| C000010943 | Premier             | OGSXX           |
| C000010944 | Reserve             | RJGXX           |
| C000010945 | Agency              | OGAXX           |
| C000010946 | Service             | SJGXX           |
| C000078417 | Investor            | JGMXX           |
| C000115393 | IM                  | MGMXX           |
| C000212348 | Academy             | JGAXX           |
| C000225258 | Empower             | EJGXX           |
| C000265237 | Digital Shares      |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-28

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

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

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

**Total number of share classes in the series:** 12

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $328350526922.17

- **Amortized Cost of Portfolio Securities:** $328274463218.25

- **Cash:** $14239408134.66

- **Total Other Assets:** $608520325.74

- **Total Liabilities:** $18452756962.42

- **Net Assets of Series:** $324669634716.23

- **Number of Shares Outstanding (Series):** 324731694988.3900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $214662726710.59          | $266605546736.69           | 64.1800%                  | 79.7100%                   |
| 2025-11-04 | $216246998303.26          | $265289992884.86           | 65.6800%                  | 80.5700%                   |
| 2025-11-05 | $210945985965.80          | $255589143464.10           | 66.0200%                  | 79.9900%                   |
| 2025-11-06 | $218520553124.80          | $263463873539.90           | 66.2000%                  | 79.8200%                   |
| 2025-11-07 | $207328351686.72          | $257971835018.42           | 64.0700%                  | 79.7200%                   |
| 2025-11-10 | $213965775307.94          | $261706392250.34           | 65.4700%                  | 80.0800%                   |
| 2025-11-11 | $213979608578.23          | $261720446284.43           | 65.4700%                  | 80.0700%                   |
| 2025-11-12 | $214475129262.25          | $259816187732.45           | 66.0100%                  | 79.9700%                   |
| 2025-11-13 | $216830744581.50          | $264172023815.60           | 66.0300%                  | 80.4500%                   |
| 2025-11-14 | $213031571240.02          | $265073071238.02           | 64.6400%                  | 80.4400%                   |
| 2025-11-17 | $211670595852.00          | $265512758142.00           | 64.2600%                  | 80.6100%                   |
| 2025-11-18 | $212599432375.07          | $260591815428.87           | 65.6100%                  | 80.4200%                   |
| 2025-11-19 | $216473325533.87          | $262565929351.57           | 66.4000%                  | 80.5400%                   |
| 2025-11-20 | $218246658931.30          | $265914483513.10           | 66.2800%                  | 80.7500%                   |
| 2025-11-21 | $212283922312.17          | $265801967657.77           | 64.4200%                  | 80.6600%                   |
| 2025-11-24 | $214109166512.80          | $268927874150.30           | 64.6500%                  | 81.2100%                   |
| 2025-11-25 | $223985164371.62          | $263804092772.92           | 68.3800%                  | 80.5400%                   |
| 2025-11-26 | $231878335880.70          | $279922485046.10           | 67.4700%                  | 81.4500%                   |
| 2025-11-28 | $227339171650.78          | $279333762343.88           | 66.2600%                  | 81.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1500%             |
| 2025-11-04 | 4.1300%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0800%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-11 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0200%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0200%             |
| 2025-11-24 | 4.0100%             |
| 2025-11-25 | 4.0000%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0000                      |
|  |  |
| 2025-11-04 | 1.0000                      |
|  |  |
| 2025-11-05 | 1.0000                      |
|  |  |
| 2025-11-06 | 1.0000                      |
|  |  |
| 2025-11-07 | 1.0001                      |
|  |  |
| 2025-11-10 | 1.0000                      |
|  |  |
| 2025-11-11 | 1.0000                      |
|  |  |
| 2025-11-12 | 1.0000                      |
|  |  |
| 2025-11-13 | 0.9999                      |
|  |  |
| 2025-11-14 | 1.0000                      |
|  |  |
| 2025-11-17 | 0.9999                      |
|  |  |
| 2025-11-18 | 1.0000                      |
|  |  |
| 2025-11-19 | 0.9999                      |
|  |  |
| 2025-11-20 | 1.0000                      |
|  |  |
| 2025-11-21 | 1.0000                      |
|  |  |
| 2025-11-24 | 1.0000                      |
|  |  |
| 2025-11-25 | 1.0000                      |
|  |  |
| 2025-11-26 | 1.0000                      |
|  |  |
| 2025-11-28 | 1.0000                      |
|  |  |

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

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $100522113.17

- **Number of Shares Outstanding:** 100541327.8700

- **Expense Reimbursement/Waiver:** 168.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $307868.78                | $8321.83                |
| 2025-11-04 | $65753.65                 | $8667.02                |
| 2025-11-05 | $29657.82                 | $12487.48               |
| 2025-11-06 | $16963.11                 | $399281.74              |
| 2025-11-07 | $142751.92                | $30810.53               |
| 2025-11-10 | $81867.88                 | $41738.10               |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $147648.78                | $65876.15               |
| 2025-11-13 | $819053.06                | $318100.66              |
| 2025-11-14 | $22032.04                 | $47525.24               |
| 2025-11-17 | $164472.60                | $34709.67               |
| 2025-11-18 | $16731.51                 | $147120.79              |
| 2025-11-19 | $102784.94                | $135402.28              |
| 2025-11-20 | $34187.25                 | $108415.55              |
| 2025-11-21 | $474981.08                | $126201.71              |
| 2025-11-24 | $685223.76                | $27438.37               |
| 2025-11-25 | $14206.92                 | $89981.00               |
| 2025-11-26 | $29596.95                 | $38423.85               |
| 2025-11-28 | $23949.91                 | $32231.39               |

**Total Gross Subscriptions (Month):** $3179731.96

**Total Gross Redemptions (Month):** $1672733.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.1300%           |
| 2025-11-04 | 3.1200%           |
| 2025-11-05 | 3.0900%           |
| 2025-11-06 | 3.0800%           |
| 2025-11-07 | 3.0600%           |
| 2025-11-10 | 3.0200%           |
| 2025-11-11 | 3.0100%           |
| 2025-11-12 | 3.0100%           |
| 2025-11-13 | 3.0100%           |
| 2025-11-14 | 3.0100%           |
| 2025-11-17 | 3.0100%           |
| 2025-11-18 | 3.0100%           |
| 2025-11-19 | 3.0100%           |
| 2025-11-20 | 3.0100%           |
| 2025-11-21 | 3.0000%           |
| 2025-11-24 | 2.9900%           |
| 2025-11-25 | 2.9900%           |
| 2025-11-26 | 3.0000%           |
| 2025-11-28 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 78.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6000%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.1300%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $21403039332.45

- **Number of Shares Outstanding:** 21407130502.2000

- **Expense Reimbursement/Waiver:** 33479.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $840218931.48             | $503865387.98           |
| 2025-11-04 | $677345729.42             | $563383816.59           |
| 2025-11-05 | $1079393546.11            | $576870724.01           |
| 2025-11-06 | $439844559.25             | $430781651.41           |
| 2025-11-07 | $733847220.54             | $1243137222.95          |
| 2025-11-10 | $638035588.61             | $869296384.98           |
| 2025-11-11 | $0.24                     | $0.00                   |
| 2025-11-12 | $467867381.93             | $578813145.61           |
| 2025-11-13 | $616937162.15             | $732083479.50           |
| 2025-11-14 | $837126677.19             | $699215569.79           |
| 2025-11-17 | $452775669.17             | $890931093.85           |
| 2025-11-18 | $614173015.28             | $571224431.14           |
| 2025-11-19 | $641619803.46             | $425651982.84           |
| 2025-11-20 | $605334206.33             | $639674019.52           |
| 2025-11-21 | $612098813.47             | $457542374.01           |
| 2025-11-24 | $598801401.19             | $486361643.38           |
| 2025-11-25 | $2807626328.52            | $705944598.81           |
| 2025-11-26 | $640881589.86             | $648453533.58           |
| 2025-11-28 | $610185644.68             | $831041282.86           |

**Total Gross Subscriptions (Month):** $13914113268.88

**Total Gross Redemptions (Month):** $11854272342.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7400%           |
| 2025-11-04 | 3.7200%           |
| 2025-11-05 | 3.6900%           |
| 2025-11-06 | 3.6800%           |
| 2025-11-07 | 3.6600%           |
| 2025-11-10 | 3.6200%           |
| 2025-11-11 | 3.6100%           |
| 2025-11-12 | 3.6100%           |
| 2025-11-13 | 3.6100%           |
| 2025-11-14 | 3.6100%           |
| 2025-11-17 | 3.6200%           |
| 2025-11-18 | 3.6200%           |
| 2025-11-19 | 3.6100%           |
| 2025-11-20 | 3.6100%           |
| 2025-11-21 | 3.6000%           |
| 2025-11-24 | 3.5900%           |
| 2025-11-25 | 3.5900%           |
| 2025-11-26 | 3.6000%           |
| 2025-11-28 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.4600%          | 0.0000%              |
| Broker-dealer                                       |  | 43.8700%         | 0.0000%              |
| Broker-dealer                                       |  | 8.3600%          | 0.0000%              |
| Broker-dealer                                       |  | 29.2000%         | 0.0000%              |
| Broker-dealer                                       |  | 5.9200%          | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2023459281.83

- **Number of Shares Outstanding:** 2023846064.0300

- **Expense Reimbursement/Waiver:** 5802.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $15330083.62              | $5.18                   |
| 2025-11-04 | $46151660.06              | $11974.69               |
| 2025-11-05 | $404.47                   | $36774897.71            |
| 2025-11-06 | $42136347.64              | $4518.01                |
| 2025-11-07 | $146.77                   | $31113976.99            |
| 2025-11-10 | $0.00                     | $11851238.02            |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $43914786.07              | $4969.73                |
| 2025-11-13 | $21739.95                 | $57297872.65            |
| 2025-11-14 | $613935.57                | $0.00                   |
| 2025-11-17 | $46903174.38              | $16436.74               |
| 2025-11-18 | $36315452.53              | $5065.43                |
| 2025-11-19 | $8635.23                  | $73867811.62            |
| 2025-11-20 | $49559693.85              | $0.00                   |
| 2025-11-21 | $8504.64                  | $58600584.80            |
| 2025-11-24 | $13317.15                 | $64473018.08            |
| 2025-11-25 | $36670294.88              | $1592746197.54          |
| 2025-11-26 | $3053.11                  | $24633175.35            |
| 2025-11-28 | $361467.13                | $0.00                   |

**Total Gross Subscriptions (Month):** $318012697.05

**Total Gross Redemptions (Month):** $1951401742.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6900%           |
| 2025-11-04 | 3.6700%           |
| 2025-11-05 | 3.6400%           |
| 2025-11-06 | 3.6300%           |
| 2025-11-07 | 3.6100%           |
| 2025-11-10 | 3.5700%           |
| 2025-11-11 | 3.5600%           |
| 2025-11-12 | 3.5600%           |
| 2025-11-13 | 3.5600%           |
| 2025-11-14 | 3.5600%           |
| 2025-11-17 | 3.5700%           |
| 2025-11-18 | 3.5700%           |
| 2025-11-19 | 3.5600%           |
| 2025-11-20 | 3.5600%           |
| 2025-11-21 | 3.5500%           |
| 2025-11-24 | 3.5400%           |
| 2025-11-25 | 3.5400%           |
| 2025-11-26 | 3.5500%           |
| 2025-11-28 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9700%         | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $15404746687.70

- **Number of Shares Outstanding:** 15407691289.4100

- **Expense Reimbursement/Waiver:** 24657.96

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1068936991.51            | $755762924.25           |
| 2025-11-04 | $1357684173.79            | $93587892.67            |
| 2025-11-05 | $397645574.80             | $723112894.14           |
| 2025-11-06 | $1107999539.26            | $598810642.42           |
| 2025-11-07 | $193648065.91             | $278166203.99           |
| 2025-11-10 | $330480784.05             | $871754547.08           |
| 2025-11-11 | $0.00                     | $0.04                   |
| 2025-11-12 | $629201042.40             | $489499005.87           |
| 2025-11-13 | $414214135.83             | $148451685.14           |
| 2025-11-14 | $232709147.81             | $291111290.19           |
| 2025-11-17 | $152711659.33             | $710116311.74           |
| 2025-11-18 | $950086760.24             | $578926878.24           |
| 2025-11-19 | $469432561.65             | $262117804.58           |
| 2025-11-20 | $626512540.66             | $819260942.42           |
| 2025-11-21 | $538429332.69             | $179084359.51           |
| 2025-11-24 | $795563457.45             | $656807786.80           |
| 2025-11-25 | $1160270593.01            | $298948263.71           |
| 2025-11-26 | $365405541.89             | $775128129.79           |
| 2025-11-28 | $228865479.60             | $230697335.46           |

**Total Gross Subscriptions (Month):** $11019797381.88

**Total Gross Redemptions (Month):** $8761344898.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0400%           |
| 2025-11-04 | 4.0200%           |
| 2025-11-05 | 3.9900%           |
| 2025-11-06 | 3.9800%           |
| 2025-11-07 | 3.9600%           |
| 2025-11-10 | 3.9200%           |
| 2025-11-11 | 3.9100%           |
| 2025-11-12 | 3.9100%           |
| 2025-11-13 | 3.9100%           |
| 2025-11-14 | 3.9100%           |
| 2025-11-17 | 3.9200%           |
| 2025-11-18 | 3.9200%           |
| 2025-11-19 | 3.9100%           |
| 2025-11-20 | 3.9100%           |
| 2025-11-21 | 3.9000%           |
| 2025-11-24 | 3.8900%           |
| 2025-11-25 | 3.8900%           |
| 2025-11-26 | 3.9000%           |
| 2025-11-28 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.4800%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.3600%         | 0.0000%              |
| Non-financial corporation                           |  | 13.4500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.2100%          | 0.0000%              |
| Non-financial corporation                           |  | 22.4300%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $16686484364.05

- **Number of Shares Outstanding:** 16689673968.8100

- **Expense Reimbursement/Waiver:** 93803.55

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $7920912215.90            | $8144169443.61          |
| 2025-11-04 | $8198666943.06            | $8060202981.64          |
| 2025-11-05 | $8330937138.71            | $8183641463.21          |
| 2025-11-06 | $8599109709.54            | $8301755761.33          |
| 2025-11-07 | $8214097865.71            | $8362343870.10          |
| 2025-11-10 | $7932791783.85            | $8139348781.09          |
| 2025-11-11 | $0.10                     | $0.00                   |
| 2025-11-12 | $7895901708.46            | $8201140044.82          |
| 2025-11-13 | $7845965409.37            | $7875139865.38          |
| 2025-11-14 | $8163694245.81            | $8218351762.99          |
| 2025-11-17 | $8092159016.64            | $7909820130.95          |
| 2025-11-18 | $8029451228.55            | $8075585370.14          |
| 2025-11-19 | $8251628746.95            | $8226687178.69          |
| 2025-11-20 | $8034006395.94            | $8381792345.44          |
| 2025-11-21 | $8037515542.59            | $8017460868.74          |
| 2025-11-24 | $7986192208.72            | $7969079582.80          |
| 2025-11-25 | $8249403592.10            | $8086975264.46          |
| 2025-11-26 | $8482186306.64            | $8171153847.89          |
| 2025-11-28 | $8093299298.47            | $8287746750.06          |

**Total Gross Subscriptions (Month):** $146357919357.11

**Total Gross Redemptions (Month):** $146612395313.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8900%           |
| 2025-11-04 | 3.8700%           |
| 2025-11-05 | 3.8500%           |
| 2025-11-06 | 3.8300%           |
| 2025-11-07 | 3.8200%           |
| 2025-11-10 | 3.7700%           |
| 2025-11-11 | 3.7600%           |
| 2025-11-12 | 3.7600%           |
| 2025-11-13 | 3.7700%           |
| 2025-11-14 | 3.7700%           |
| 2025-11-17 | 3.7700%           |
| 2025-11-18 | 3.7700%           |
| 2025-11-19 | 3.7700%           |
| 2025-11-20 | 3.7600%           |
| 2025-11-21 | 3.7600%           |
| 2025-11-24 | 3.7500%           |
| 2025-11-25 | 3.7500%           |
| 2025-11-26 | 3.7500%           |
| 2025-11-28 | 3.7700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.4500%          | 0.0000%              |
| Depository institution or other banking institution |  | 28.7500%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.5500%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6000%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.0400%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $194559753830.30

- **Number of Shares Outstanding:** 194596943729.7000

- **Expense Reimbursement/Waiver:** 324101.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $20832601074.65           | $10054640964.25         |
| 2025-11-04 | $9361069154.61            | $12814934027.80         |
| 2025-11-05 | $7844538425.29            | $13651148765.27         |
| 2025-11-06 | $9528670432.69            | $8334917804.01          |
| 2025-11-07 | $7755997940.43            | $12096484581.79         |
| 2025-11-10 | $7514718997.53            | $6873079161.47          |
| 2025-11-11 | $0.00                     | $0.30                   |
| 2025-11-12 | $10593708332.96           | $8387747372.90          |
| 2025-11-13 | $14475130785.18           | $9882922110.01          |
| 2025-11-14 | $13527489145.51           | $13134287824.58         |
| 2025-11-17 | $10614863918.39           | $12683066489.04         |
| 2025-11-18 | $9730995659.52            | $8450789608.67          |
| 2025-11-19 | $6235489304.01            | $9132288461.29          |
| 2025-11-20 | $15043899291.23           | $8397755482.71          |
| 2025-11-21 | $11190295452.95           | $14737631411.64         |
| 2025-11-24 | $8961637261.91            | $8887655566.19          |
| 2025-11-25 | $10574329697.80           | $10151829880.81         |
| 2025-11-26 | $9393984854.93            | $10554713663.14         |
| 2025-11-28 | $9452230036.92            | $7959949032.98          |

**Total Gross Subscriptions (Month):** $192631649766.51

**Total Gross Redemptions (Month):** $186185842208.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9900%           |
| 2025-11-04 | 3.9700%           |
| 2025-11-05 | 3.9400%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8700%           |
| 2025-11-18 | 3.8700%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.3200%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.0900%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $15430240161.45

- **Number of Shares Outstanding:** 15433189636.4400

- **Expense Reimbursement/Waiver:** 26247.50

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $12046281845.14           | $12036980441.34         |
| 2025-11-04 | $12024500460.02           | $12022843628.41         |
| 2025-11-05 | $12089341844.42           | $12014302473.29         |
| 2025-11-06 | $12147244173.35           | $12074180611.47         |
| 2025-11-07 | $12093894422.88           | $12143005908.12         |
| 2025-11-10 | $12062118220.83           | $12080571739.92         |
| 2025-11-11 | $0.00                     | $0.10                   |
| 2025-11-12 | $11841343875.10           | $12050102445.68         |
| 2025-11-13 | $11753040175.39           | $11840813589.29         |
| 2025-11-14 | $12078035581.72           | $11754533183.19         |
| 2025-11-17 | $11724993974.39           | $11760478567.76         |
| 2025-11-18 | $11731163907.24           | $11808193325.49         |
| 2025-11-19 | $11876326293.32           | $11984771520.20         |
| 2025-11-20 | $11815102672.52           | $11724984424.61         |
| 2025-11-21 | $11758682009.99           | $11901425143.95         |
| 2025-11-24 | $11876597685.61           | $11780556685.84         |
| 2025-11-25 | $11873532444.31           | $11879760798.44         |
| 2025-11-26 | $11835025884.35           | $11865724862.65         |
| 2025-11-28 | $11797289869.00           | $11831951026.70         |

**Total Gross Subscriptions (Month):** $214424515339.58

**Total Gross Redemptions (Month):** $214555180376.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.5800%           |
| 2025-11-04 | 3.5700%           |
| 2025-11-05 | 3.5400%           |
| 2025-11-06 | 3.5300%           |
| 2025-11-07 | 3.5100%           |
| 2025-11-10 | 3.4700%           |
| 2025-11-11 | 3.4600%           |
| 2025-11-12 | 3.4600%           |
| 2025-11-13 | 3.4600%           |
| 2025-11-14 | 3.4600%           |
| 2025-11-17 | 3.4700%           |
| 2025-11-18 | 3.4700%           |
| 2025-11-19 | 3.4600%           |
| 2025-11-20 | 3.4600%           |
| 2025-11-21 | 3.4500%           |
| 2025-11-24 | 3.4400%           |
| 2025-11-25 | 3.4400%           |
| 2025-11-26 | 3.4500%           |
| 2025-11-28 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 22.2700%         | 0.0000%              |
| Broker-dealer                                       |  | 16.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.8600%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.1500%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8500%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9500%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $33239015.40

- **Number of Shares Outstanding:** 33245369.0100

- **Expense Reimbursement/Waiver:** 56.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $106793.31                | $3127.12                |
| 2025-11-04 | $11899.01                 | $19775.93               |
| 2025-11-05 | $4866.18                  | $25127.08               |
| 2025-11-06 | $8677.89                  | $64621.21               |
| 2025-11-07 | $17852.88                 | $242.04                 |
| 2025-11-10 | $7843.41                  | $188.85                 |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $62827.64                 | $14061.56               |
| 2025-11-13 | $6837.91                  | $12883.39               |
| 2025-11-14 | $4562.73                  | $119.13                 |
| 2025-11-17 | $18676.39                 | $10850.91               |
| 2025-11-18 | $5396.02                  | $20097.79               |
| 2025-11-19 | $18035.72                 | $1018.92                |
| 2025-11-20 | $25153.10                 | $241643.07              |
| 2025-11-21 | $38032.61                 | $197661.14              |
| 2025-11-24 | $131793.53                | $13024.84               |
| 2025-11-25 | $1016.94                  | $1900.54                |
| 2025-11-26 | $5610.02                  | $87148.91               |
| 2025-11-28 | $5615.41                  | $74478.87               |

**Total Gross Subscriptions (Month):** $481490.70

**Total Gross Redemptions (Month):** $787971.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4900%           |
| 2025-11-04 | 3.4700%           |
| 2025-11-05 | 3.4400%           |
| 2025-11-06 | 3.4300%           |
| 2025-11-07 | 3.4100%           |
| 2025-11-10 | 3.3700%           |
| 2025-11-11 | 3.3600%           |
| 2025-11-12 | 3.3600%           |
| 2025-11-13 | 3.3600%           |
| 2025-11-14 | 3.3600%           |
| 2025-11-17 | 3.3700%           |
| 2025-11-18 | 3.3700%           |
| 2025-11-19 | 3.3600%           |
| 2025-11-20 | 3.3600%           |
| 2025-11-21 | 3.3500%           |
| 2025-11-24 | 3.3400%           |
| 2025-11-25 | 3.3400%           |
| 2025-11-26 | 3.3500%           |
| 2025-11-28 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor                                     |  | 18.2200%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2800%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.0100%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5100%          | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $44478428861.83

- **Number of Shares Outstanding:** 44486930868.5300

- **Expense Reimbursement/Waiver:** 230047.02

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2168544582.35            | $2301378900.44          |
| 2025-11-04 | $2335999588.03            | $2328375814.85          |
| 2025-11-05 | $1539108265.98            | $1936473163.20          |
| 2025-11-06 | $1406404708.92            | $1727644953.79          |
| 2025-11-07 | $1549254606.96            | $1838914263.41          |
| 2025-11-10 | $1583686183.75            | $1645827124.98          |
| 2025-11-11 | $0.00                     | $0.03                   |
| 2025-11-12 | $1372508727.35            | $1344635552.13          |
| 2025-11-13 | $1406611920.16            | $1265269111.62          |
| 2025-11-14 | $1977382204.41            | $1286416660.50          |
| 2025-11-17 | $1790159527.04            | $1697200945.19          |
| 2025-11-18 | $1446957110.51            | $1801075535.02          |
| 2025-11-19 | $1323421639.04            | $1613860703.22          |
| 2025-11-20 | $1340272738.64            | $1103751634.76          |
| 2025-11-21 | $2790129547.93            | $1269483675.01          |
| 2025-11-24 | $1590046843.24            | $1648931437.54          |
| 2025-11-25 | $1256015188.83            | $1793992519.31          |
| 2025-11-26 | $2035252913.52            | $1410348587.00          |
| 2025-11-28 | $2268175322.60            | $2377613042.08          |

**Total Gross Subscriptions (Month):** $31179931619.26

**Total Gross Redemptions (Month):** $30391193624.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9400%           |
| 2025-11-04 | 3.9200%           |
| 2025-11-05 | 3.9000%           |
| 2025-11-06 | 3.8800%           |
| 2025-11-07 | 3.8700%           |
| 2025-11-10 | 3.8200%           |
| 2025-11-11 | 3.8100%           |
| 2025-11-12 | 3.8100%           |
| 2025-11-13 | 3.8100%           |
| 2025-11-14 | 3.8200%           |
| 2025-11-17 | 3.8200%           |
| 2025-11-18 | 3.8200%           |
| 2025-11-19 | 3.8200%           |
| 2025-11-20 | 3.8100%           |
| 2025-11-21 | 3.8100%           |
| 2025-11-24 | 3.8000%           |
| 2025-11-25 | 3.8000%           |
| 2025-11-26 | 3.8000%           |
| 2025-11-28 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3400%          | 0.0000%              |
| Depository institution or other banking institution |  | 20.1600%         | 0.0000%              |
| Broker-dealer                                       |  | 15.6700%         | 0.0000%              |

### Class: Digital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100000889.24

- **Number of Shares Outstanding:** 100020004.3100

- **Expense Reimbursement/Waiver:** 37.43

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $4.44                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.02                   |
| 2025-11-05 | $0.00                     | $0.06                   |
| 2025-11-06 | $0.01                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.05                   |
| 2025-11-10 | $0.00                     | $0.02                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.02                     | $0.00                   |
| 2025-11-13 | $0.06                     | $0.00                   |
| 2025-11-14 | $0.01                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.03                   |
| 2025-11-18 | $0.01                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.04                   |
| 2025-11-20 | $0.08                     | $0.00                   |
| 2025-11-21 | $50000000.00              | $9632.81                |
| 2025-11-24 | $12.56                    | $0.01                   |
| 2025-11-25 | $50000000.00              | $9518.21                |
| 2025-11-26 | $0.00                     | $81.89                  |
| 2025-11-28 | $77.76                    | $0.00                   |

**Total Gross Subscriptions (Month):** $100000094.95

**Total Gross Redemptions (Month):** $19233.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 2.8100%           |
| 2025-11-04 | 3.3700%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9100%           |
| 2025-11-07 | 3.9000%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8400%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9700%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4493531540.56

- **Number of Shares Outstanding:** 4494390474.5200

- **Expense Reimbursement/Waiver:** 8255.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $55661485.12              | $628881170.04           |
| 2025-11-04 | $842529963.99             | $166556358.92           |
| 2025-11-05 | $103269696.00             | $180872187.26           |
| 2025-11-06 | $197103722.48             | $443606750.00           |
| 2025-11-07 | $63724181.89              | $39733318.75            |
| 2025-11-10 | $126371012.16             | $739744346.03           |
| 2025-11-11 | $0.11                     | $0.00                   |
| 2025-11-12 | $11365956.40              | $159835292.00           |
| 2025-11-13 | $176771578.00             | $61976644.68            |
| 2025-11-14 | $150267408.94             | $192040827.61           |
| 2025-11-17 | $256158952.50             | $665770000.00           |
| 2025-11-18 | $38633202.41              | $357056199.99           |
| 2025-11-19 | $222337401.01             | $25371846.25            |
| 2025-11-20 | $181123717.85             | $34188323.58            |
| 2025-11-21 | $29786824.67              | $42001064.99            |
| 2025-11-24 | $273619604.07             | $52496047.98            |
| 2025-11-25 | $303028080.07             | $174674584.66           |
| 2025-11-26 | $9075076.47               | $480035258.00           |
| 2025-11-28 | $407957364.31             | $225838574.79           |

**Total Gross Subscriptions (Month):** $3448785228.45

**Total Gross Redemptions (Month):** $4670678795.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9900%           |
| 2025-11-04 | 3.9700%           |
| 2025-11-05 | 3.9400%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8700%           |
| 2025-11-18 | 3.8700%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 6.7800%          | 0.0000%              |
| Non-financial corporation                                                   |  | 11.1600%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 24.8600%         | 0.0000%              |
| Non-financial corporation                                                   |  | 7.6400%          | 0.0000%              |
| Non-financial corporation                                                   |  | 6.2800%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 6.8200%          | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $9956188638.25

- **Number of Shares Outstanding:** 9958091753.5600

- **Expense Reimbursement/Waiver:** 16685.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 2025-11-04 | 1.0000          |
|  |  |
| 2025-11-05 | 1.0000          |
|  |  |
| 2025-11-06 | 1.0000          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0000          |
|  |  |
| 2025-11-12 | 1.0000          |
|  |  |
| 2025-11-13 | 0.9999          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 0.9999          |
|  |  |
| 2025-11-18 | 1.0000          |
|  |  |
| 2025-11-19 | 0.9999          |
|  |  |
| 2025-11-20 | 1.0000          |
|  |  |
| 2025-11-21 | 1.0000          |
|  |  |
| 2025-11-24 | 1.0000          |
|  |  |
| 2025-11-25 | 1.0000          |
|  |  |
| 2025-11-26 | 1.0000          |
|  |  |
| 2025-11-28 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $465935136.04             | $469667273.56           |
| 2025-11-04 | $352949778.51             | $518652139.62           |
| 2025-11-05 | $789878207.60             | $267274506.18           |
| 2025-11-06 | $430279701.98             | $325192861.54           |
| 2025-11-07 | $1198232382.65            | $285990022.45           |
| 2025-11-10 | $249522455.60             | $456794018.35           |
| 2025-11-11 | $0.02                     | $0.00                   |
| 2025-11-12 | $469780894.09             | $503548120.21           |
| 2025-11-13 | $450411858.93             | $664657301.66           |
| 2025-11-14 | $261406505.15             | $432058981.90           |
| 2025-11-17 | $297213333.76             | $368427043.47           |
| 2025-11-18 | $316239567.50             | $362239322.53           |
| 2025-11-19 | $302642665.24             | $283853415.69           |
| 2025-11-20 | $393832441.39             | $330329586.64           |
| 2025-11-21 | $703450908.44             | $304562846.79           |
| 2025-11-24 | $453288033.49             | $568261919.10           |
| 2025-11-25 | $471841441.77             | $628223326.16           |
| 2025-11-26 | $467107250.71             | $684231602.69           |
| 2025-11-28 | $452736229.14             | $250583280.50           |

**Total Gross Subscriptions (Month):** $8526748792.01

**Total Gross Redemptions (Month):** $7704547569.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9900%           |
| 2025-11-04 | 3.9700%           |
| 2025-11-05 | 3.9400%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8700%           |
| 2025-11-18 | 3.8700%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8500%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 6.1000%          | 0.0000%              |
| Non-financial corporation                           |  | 6.1300%          | 0.0000%              |
| Non-financial corporation                           |  | 8.7300%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.0200%          | 0.0000%              |
| Non-financial corporation                           |  | 8.0300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HW5, C.4 - ISIN: US3130B8HW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119999574.00
- **C.18.a - Value (excl. sponsor support):** $119999574.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YK6, C.4 - ISIN: US3130B6YK64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995397.50
- **C.18.a - Value (excl. sponsor support):** $249995397.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011I58
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: A1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1430211.00        | $1489619.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $748218.00         | $741960.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.3750%  | N/A     | $2500000.00        | $83743.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $87000.00          | $79836.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.4860%  | N/A     | $1328505.00        | $16951.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $38871.00          | $37887.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.8810%  | N/A     | $1044880.00        | $1032487.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.3380%  | N/A     | $1360153.00        | $125028.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $900.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $899000.00         | $691445.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $50000.00          | $36519.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 1.2200%  | N/A     | $19718080.00       | $15994813.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1998878.00        | $2097263.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $119874.00         | $65895.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $33328.00          | $24459.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $185.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $285171.00         | $158225.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $905.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $732.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $733.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0989%  | N/A     | $32919104.00       | $19724963.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $221659.00         | $227525.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $5161848.00        | $1140196.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1018.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $380599.00         | $248270.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1347300.00        | $1353780.85        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $500.00            | $335.17            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.5000%  | N/A     | $1000.00           | $208.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $2420.00           | $16.37             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $997.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $60000.00          | $7659.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $44000.00          | $31900.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5800%  | N/A     | $4275000.00        | $4387047.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $757.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $51455874.00       | $2492771.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $145000.00         | $88339.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $212637.00         | $151366.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 5.0000%  | N/A     | $103000.00         | $14352.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $6152520.00        | $3914189.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $40000.00          | $25790.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $946883.00         | $819738.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.4600%  | N/A     | $86940.00          | $84259.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $6000.00           | $6162.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-01      | 6.5000%  | N/A     | $1496.00           | $0.03              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $14371.00          | $14304.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $900285.00         | $925045.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $12000.00          | $8262.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1552374.00        | $1567398.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $5825179.00        | $5879324.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.1840%  | N/A     | $8149792.00        | $7596871.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $203883.00         | $27946.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2386072.00        | $1861788.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1028.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 6.1880%  | N/A     | $809930.00         | $59853.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $779.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $319000.00         | $214569.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $806.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $80785.00          | $72692.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $226297.00         | $221174.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $8065.00           | $7973.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1005334.00        | $85441.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.5000%  | N/A     | $1001.00           | $170.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $771.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $22835200.00       | $4722480.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $19978500.00       | $19918730.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $622.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $3186968.00        | $1988365.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $8867000.00        | $121106.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.5000%  | N/A     | $1000.00           | $34.67             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $716.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $6510.00           | $5908.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2061800.00        | $2151785.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $22044640.00       | $22722697.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $28363.00          | $18847.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.6750%  | N/A     | $900000.00         | $5470.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.5000%  | N/A     | $1000.00           | $418.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $975.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $6436487.00        | $56070.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $768240.00         | $764112.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $496735.00         | $59410.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $234953.00         | $52575.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $540.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.0000%  | N/A     | $1060000.00        | $874082.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.9400%  | N/A     | $8581968.00        | $8944641.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $115000.00         | $108213.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $3149568.00        | $3148749.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $9048.00           | $9165.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 5.5000%  | N/A     | $1000.00           | $541.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.5000%  | N/A     | $161795.00         | $6262.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.1289%  | N/A     | $1646.00           | $1028.61           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $634001.00         | $591146.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $175000.00         | $18174.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $777.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $1345000.00        | $1022204.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1389412.00        | $715224.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $36830032.00       | $37487227.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $189610.00         | $17135.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.5000%  | N/A     | $1000.00           | $383.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $350906.00         | $61545.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $61099000.00       | $49105208.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $525708.00         | $491927.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1079190.00        | $1007886.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $969.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1058446.00        | $1055265.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $12060.00          | $9221.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $255895.00         | $132747.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.5000%  | N/A     | $100000.00         | $10201.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.4200%  | N/A     | $453765.00         | $355344.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $63605496.00       | $46088328.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1000.00           | $957.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $43893647.00       | $451283.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 2.5000%  | N/A     | $12000.00          | $8006.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.9500%  | N/A     | $150000.00         | $123084.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $957000.00         | $621593.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-25      | 3.0800%  | N/A     | $178000.00         | $171530.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $5530000.00        | $3829865.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $475621.00         | $15930.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $341548.00         | $348449.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $7066632.00        | $5678239.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $6000.00           | $6089.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $10000.00          | $8412.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9690%  | N/A     | $27743120.00       | $21778672.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $5363127.00        | $4898253.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.7850%  | N/A     | $10493968.00       | $5692990.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $5373878.00        | $3952123.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-20      | 6.0000%  | N/A     | $80047.00          | $9568.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $303590.00         | $307874.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1019018.00        | $1003831.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $221599.00         | $63687.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3032053.00        | $3080431.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $603.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1004.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1456522.00        | $805173.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $20000.00          | $16283.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $3164771.00        | $2925893.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $119732.00         | $111727.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $1011.00           | $5.99              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $8868494.00        | $7996613.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $1000.00           | $7.35              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $35.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.3350%  | N/A     | $1686193.00        | $11224.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2489%  | N/A     | $7555936.00        | $7428546.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $5982288.00        | $3981455.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0989%  | N/A     | $14093200.00       | $5856838.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1188126.00        | $827909.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $142167.00         | $147182.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $960.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $1545224.00        | $73102.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $7292.00           | $7015.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $270000.00         | $9329.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $1000.00           | $663.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $397540.00         | $381088.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $2943072.00        | $3006394.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $187317.00         | $162583.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $191000.00         | $128329.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $5034736.00        | $3365978.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $15915712.00       | $12892242.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $2066390.00        | $976855.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $410876.00         | $366961.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-25      | 5.5000%  | N/A     | $8130580.00        | $8263288.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $10957055.00       | $1547849.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $212482.00         | $136371.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $199000.00         | $53156.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0989%  | N/A     | $19112130.00       | $16667107.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1852962.00        | $1962883.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $497994.00         | $15922.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.5000%  | N/A     | $962103.00         | $500084.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $65000.00          | $51806.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1010.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $206967.00         | $60610.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $577605.00         | $596572.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $634.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-25      | 3.4300%  | N/A     | $87131.00          | $86856.23          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $97000.00          | $22103.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $34000.00          | $12640.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $6691980.00        | $6055254.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $5357843.00        | $5310128.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $10419000.00       | $1968866.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $7957590.00        | $5122588.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $3000000.00        | $2827635.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $504.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $3955316.00        | $1612449.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 8.0000%  | N/A     | $1022699.00        | $1086862.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $1691000.00        | $1555537.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 1.8520%  | N/A     | $2576000.00        | $1538561.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $147.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $625.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1024.00           | $886.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $1000.00           | $112.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.2500%  | N/A     | $1133704.00        | $1126183.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $481000.00         | $409089.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $3527919.00        | $3630062.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $190295.00         | $55853.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $154421.00         | $25173.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $647.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $454344.00         | $365987.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 5.0000%  | N/A     | $1293000.00        | $19913.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $244000.00         | $28189.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $739.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $1006.00           | $44.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $9114352.00        | $8482660.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $60000.00          | $11593.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $20000.00          | $5071.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.0000%  | N/A     | $1997000.00        | $46576.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $857.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.2070%  | N/A     | $2500850.00        | $13816.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $164299.00         | $99864.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $986902.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1407561.00        | $1304334.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $719.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $1264884.00        | $7682.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.0000%  | N/A     | $1057802.00        | $677013.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $763.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.0000%  | N/A     | $600000.00         | $450713.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $526.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $208001.00         | $141774.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-15      | 4.0000%  | N/A     | $29600.00          | $25284.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $134782.00         | $80057.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $1023869.00        | $104351.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $7286473.00        | $6785137.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $149000.00         | $90771.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $132000.00         | $95699.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $45151.00          | $10584.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1108303.00        | $1145147.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $22273334.00       | $17729299.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $13000.00          | $10175.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1332990.00        | $1358132.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 4.0000%  | N/A     | $784000.00         | $152581.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $32022.00          | $19313.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $523977.00         | $268298.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.5000%  | N/A     | $3902000.00        | $700364.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $4407672.00        | $3891688.53        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $30.02             | $11.80             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-04-01      | 5.3100%  | N/A     | $78000.00          | $80317.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $240000.00         | $132446.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-03-25      | 2.6730%  | N/A     | $74000.00          | $68929.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $780249.00         | $774500.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $1531082.00        | $205686.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $245032704.00      | $22290854.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5000%  | N/A     | $1745861.00        | $26259.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $71000.00          | $41298.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $25950720.00       | $23783762.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $60000.00          | $38694.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $80916.00          | $57080.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 2.5000%  | N/A     | $39000.00          | $11976.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $3584.00           | $2928.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0050%  | N/A     | $3936380.00        | $3403241.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $845.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.5000%  | N/A     | $350000.00         | $25335.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1264347.00        | $192039.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $1000.00           | $414.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $2066869.00        | $1624246.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $1000.00           | $804.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.0000%  | N/A     | $320999.00         | $21089.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $10917368.00       | $8178138.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 7.0000%  | N/A     | $1000.00           | $1028.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2286132.00        | $2310665.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $148684.00         | $28389.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $976.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1046.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $891339.00         | $853500.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $775.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $179.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $358777.00         | $250834.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $25054458.00       | $25393794.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $3177663.00        | $627813.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $222.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.0000%  | N/A     | $68000.00          | $9039.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.4000%  | N/A     | $9326112.00        | $9484609.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.4520%  | N/A     | $178728.00         | $131668.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $800000.00         | $540072.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $103995.00         | $10964.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $922.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $891917.00         | $549824.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $22000.00          | $19801.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $675975.00         | $665971.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $182258.00         | $50380.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.3400%  | N/A     | $2700520.00        | $2743361.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.4000%  | N/A     | $5933264.00        | $5930659.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $731.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4296096.00        | $3740479.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $139573.00         | $109970.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $49985100.00       | $4537885.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $629618.00         | $594439.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 4.2690%  | N/A     | $997803.00         | $236564.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $242870.00         | $154427.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $240000.00         | $100627.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1196520.00        | $973179.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $11460896.00       | $11536011.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $295000.00         | $79537.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.7300%  | N/A     | $9154180.00        | $9074512.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.1989%  | N/A     | $12344928.00       | $12362475.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1543592.00        | $1562268.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.8489%  | N/A     | $16398655.00       | $16218011.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2740%  | N/A     | $19472448.00       | $17487242.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $1024.00           | $866.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $114700.00         | $107063.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $137000.00         | $73405.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.9020%  | N/A     | $11542723.00       | $38828.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 3.5000%  | N/A     | $1000.00           | $867.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $1000.00           | $86.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $30000.00          | $22180.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6474193.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $443985.00         | $445692.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $100000.00         | $61269.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2068996.00        | $1936633.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $100000.00         | $62092.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $338586.00         | $298219.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $26880.00          | $25162.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $1000.00           | $1006.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 1.5000%  | N/A     | $490767.00         | $298615.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.4200%  | N/A     | $7350963.00        | $5627221.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 3.5000%  | N/A     | $1000.00           | $102.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $8000.00           | $7459.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $722.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3052000.00        | $504425.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $5931992.00        | $5628276.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $9193536.00        | $5968289.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.3130%  | N/A     | $245000.00         | $5023.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1008.00           | $895.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $142000.00         | $146136.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $100000.00         | $73557.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.0000%  | N/A     | $581430.00         | $96897.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $186205.00         | $189654.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $5040.00           | $5020.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 2.6800%  | N/A     | $23587000.00       | $21654281.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1765422.00        | $1312593.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $1000.00           | $104.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.4989%  | N/A     | $20536191.00       | $6849868.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $14631825.00       | $10746834.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $52154.00          | $35849.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1875665.00        | $1942987.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.4120%  | N/A     | $24704197.00       | $48840.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 6.5000%  | N/A     | $5000000.00        | $29615.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 5.0000%  | N/A     | $20551090.00       | $584095.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $598886.00         | $41856.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 6.2750%  | N/A     | $21494.00          | $19828.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $2696208.00        | $798792.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $636.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.3980%  | N/A     | $2650000.00        | $87843.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $168683.00         | $111064.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-25      | 3.9000%  | N/A     | $5418.00           | $5442.79           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $417848.00         | $119130.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $85948.00          | $42475.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.9489%  | N/A     | $26991303.00       | $17915257.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $37392600.00       | $21765354.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $26996.00          | $8792.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $31232.00          | $26020.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $219219.00         | $8034.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $1000.00           | $959.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.9890%  | N/A     | $2998304.00        | $19213.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $413.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 6.0000%  | N/A     | $182000.00         | $21812.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3417000.00        | $2016135.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $629506.00         | $383693.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.3989%  | N/A     | $39986700.00       | $14141702.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $1203158.00        | $745970.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1008.00           | $656.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $5804261.00        | $5865844.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $10824992.00       | $9651532.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-25      | 4.6200%  | N/A     | $10080383.00       | $10352966.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $743188.00         | $767718.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $59000.00          | $13929.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 2.8000%  | N/A     | $1694300.00        | $1394268.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 5.8500%  | N/A     | $499000.00         | $527045.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $135.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $6703370.00        | $1482174.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 2.5000%  | N/A     | $276000.00         | $187784.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1033241.00        | $261481.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $5192784.00        | $4882142.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $816978.00         | $513216.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $366.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $999000.00         | $71467.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $35000.00          | $33865.27          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 6.5090%  | N/A     | $7502059.00        | $30760.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $1150070.00        | $483114.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $46639000.00       | $27467515.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $772.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $1000.00           | $910.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $355304.00         | $361316.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $799000.00         | $206091.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $680500.00         | $488109.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $690.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.1730%  | N/A     | $1015608.00        | $1035267.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1500000.00        | $996932.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $51022.00          | $52308.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.0000%  | N/A     | $600008.00         | $401987.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-20      | 6.5000%  | N/A     | $1000.00           | $1032.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $9172634.00        | $1810077.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $15000.00          | $10453.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $3365312.00        | $3044982.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 2.5370%  | N/A     | $40000.00          | $38226.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $691005.00         | $651062.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $161.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.6250%  | N/A     | $12334067.00       | $131570.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.0000%  | N/A     | $454000.00         | $44466.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.7100%  | N/A     | $298000.00         | $285543.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.5000%  | N/A     | $1000.00           | $208.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $5307152.00        | $4130307.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $110000.00         | $13337.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $669.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $45000.00          | $41684.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $84001.00          | $63941.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $7589280.00        | $6071101.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 6.2620%  | N/A     | $15621440.00       | $192310.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1037.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.1300%  | N/A     | $133347.00         | $135782.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 2.5000%  | N/A     | $1261000.00        | $215295.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $42000.00          | $31613.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.3750%  | N/A     | $3319142.00        | $14595.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.2400%  | N/A     | $1949248.00        | $1760399.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $3493000.00        | $357420.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $3912296.00        | $3790836.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1002.00           | $786.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 5.0000%  | N/A     | $1001.00           | $93.65             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 6.3930%  | N/A     | $830888.00         | $715877.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1001.00           | $965.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $791.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1294000.00        | $877772.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $58000.00          | $40039.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1861466.00        | $1009676.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $920.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $343100.00         | $278701.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $35000.00          | $24122.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $14000.00          | $9376.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.1589%  | N/A     | $49084192.00       | $37681767.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1024.00           | $757.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $56000.00          | $51877.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $11012.00          | $8324.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $25792.00          | $25169.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $178000.00         | $33524.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $37854700.00       | $30282824.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 6.6350%  | N/A     | $417324.00         | $409926.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $101997.00         | $101299.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1878136.00        | $1437306.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $184737.00         | $148223.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $117807.00         | $79935.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $873000.00         | $800144.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $270000.00         | $12613.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $41942528.00       | $40519013.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-25      | 3.9500%  | N/A     | $1147046.00        | $265231.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $1000.00           | $420.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1043000.00        | $224181.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $9979000.00        | $7164270.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $749561.00         | $785021.56         | Agency Mortgage-Backed Securities         |

### Security 4: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1123912563.46
- **C.18.a - Value (excl. sponsor support):** $1123912563.46
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: NR; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249988307.50
- **C.18.a - Value (excl. sponsor support):** $249988307.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2931871322.49
- **C.18.a - Value (excl. sponsor support):** $2931871322.49
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MP4, C.4 - ISIN: US3130B8MP46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIN9988X0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $14896952.00       | $16085274.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $9148340.00        | $9121065.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $10651254.00       | $9587828.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $13344625.00       | $13896838.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $12826224.00       | $13239604.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $2632594.00        | $2683449.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $10011432.00       | $10127103.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $6633807.00        | $7273630.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $9415787.00        | $9866710.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $14198943.00       | $9899442.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $16774524.00       | $17799810.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $15766278.00       | $16417258.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $11379770.00       | $11909930.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $7385717.00        | $7561004.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $8553749.00        | $9083191.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $8745326.00        | $8931513.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $30224590.00       | $12435334.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $14750927.00       | $15600226.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $15459383.00       | $16134946.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $7534368.00        | $8006509.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $7366192.00        | $7699719.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $8000000.00        | $8340960.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $6233026.00        | $5631807.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $10394030.00       | $10869754.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $14784778.00       | $15964261.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $13104447.00       | $13667099.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $15142471.00       | $15646352.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $11008364.00       | $11418322.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $12219748.00       | $12453319.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.5000%  | N/A     | $11203774.00       | $12060475.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $8799252.00        | $9213548.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $17110025.00       | $18101581.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $7832413.00        | $8084933.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $10372979.00       | $10670286.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $6682332.00        | $6981945.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $9415180.00        | $9937063.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $17094030.00       | $18156914.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 3.5000%  | N/A     | $18746776.00       | $13555005.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.0000%  | N/A     | $11654062.00       | $10824493.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $7259133.00        | $7303377.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $7675416.00        | $7887472.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $7312053.00        | $7586855.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $10885356.00       | $11742790.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.5000%  | N/A     | $14534814.00       | $15121635.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $12836095.00       | $13274986.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $9918422.00        | $10257542.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $13320294.00       | $14177241.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $12748807.00       | $13512552.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7999216.00        | $8364413.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $15171797.00       | $14866188.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $7334784.00        | $7928124.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $6985245.00        | $7251179.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $15439274.00       | $16472671.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $16787232.00       | $8111880.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $9384749.00        | $9272283.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8511972.00        | $8833259.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.5000%  | N/A     | $12664363.00       | $13679560.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $9336519.00        | $9739605.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $16077850.00       | $16386075.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $9495906.00        | $9938301.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $10205085.00       | $11014518.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $11523965.00       | $11927453.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $8253646.00        | $8817447.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $7969671.00        | $8428637.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $9665416.00        | $9751099.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $9736145.00        | $10170764.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $9532244.00        | $9582269.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $11411803.00       | $12182402.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $6618989.00        | $6875361.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $14072116.00       | $13427190.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $11365310.00       | $11901576.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $8811028.00        | $9309150.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $10611055.00       | $11091520.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $11551911.00       | $11616982.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $8395606.00        | $8931462.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $10871935.00       | $11378425.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $9880602.00        | $8000675.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $10200000.00       | $10400005.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $7476285.00        | $7894920.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $19896387.00       | $16031809.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $11158836.00       | $11750688.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $11248601.00       | $11918886.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $10272865.00       | $10953787.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $9254447.00        | $9570884.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $6853472.00        | $6875527.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $11802490.00       | $12468828.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $10362111.00       | $11212282.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $27246005.00       | $7650981.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $15552871.00       | $15674463.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $7029637.00        | $7369210.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $8663316.00        | $9055611.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.5000%  | N/A     | $8300998.00        | $8864239.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $10748881.00       | $11254422.71       | Agency Mortgage-Backed Securities |

### Security 9: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $391478668.00
- **C.18.a - Value (excl. sponsor support):** $391478668.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UH7, C.4 - ISIN: US313385UH74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $494480000.00
- **C.18.a - Value (excl. sponsor support):** $494480000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $711282692.55
- **C.18.a - Value (excl. sponsor support):** $711282692.55
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011IJ8
- **C.18 - Value (incl. sponsor support):** $620000000.00
- **C.18.a - Value (excl. sponsor support):** $620000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $158298200.00      | $155817667.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $10.18             | $7.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $25.27             | $12.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $178876700.00      | $186432378.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $122561400.00      | $143780981.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $4.08              | $3.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $4516300.00        | $4623088.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $1790600.00        | $1787797.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $41.71             | $28.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $300.19            | $149.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $5.30              | $5.26              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $102.80            | $86.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $13.55             | $6.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $3747.03           | $3525.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $5000000.00        | $5104636.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $1200.00           | $1235.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $1.90              | $0.58              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $53.27             | $45.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $1.26              | $1.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $48.51             | $42.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $14316000.00       | $13589555.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $2170.88           | $831.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $149146790.83      | $65338822.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $794.14            | $226.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $1014900.00        | $1069254.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $3942500.00        | $3999310.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $63.30             | $20.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $52519000.00       | $49754208.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $92.70             | $41.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $6.07              | $4.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $38.70             | $17.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $23.57             | $11.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $1.24              | $1.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $1290600.00        | $1309709.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $189.66            | $73.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $1126.40           | $1023.57           | U.S. Treasuries (including strips) |

### Security 13: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BX9, C.4 - ISIN: US3130B8BX98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999820.00
- **C.18.a - Value (excl. sponsor support):** $499999820.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16E09
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-12-25      | 6.0000%  | N/A     | $15695100.00       | $15716304.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.3290%  | N/A     | $30114586.00       | $30687568.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 4.0000%  | N/A     | $600000.00         | $474110.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 6.0000%  | N/A     | $2383381.00        | $207105.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $3285000.00        | $414614.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $26992522.00       | $13864548.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $5133077.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $72135.36          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.0000%  | N/A     | $4050259.00        | $4012324.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-02-25      | 4.6573%  | N/A     | $368080669.00      | $245060.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | 4.0000%  | N/A     | $3596428.00        | $2096105.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9000%  | N/A     | $19728000.00       | $20560876.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-25      | 4.3363%  | N/A     | $481143029.00      | $240469.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $307200.00         | $266695.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5800%  | N/A     | $7368000.00        | $7567967.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-15      | 4.0000%  | N/A     | $600000.00         | $467530.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $3600873.00        | $3524282.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $400000.00         | $263069.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $300000.00         | $278724.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 4.0000%  | N/A     | $6137784.00        | $1351391.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.5000%  | N/A     | $6683523.00        | $8181882.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | 11.4681% | N/A     | $7803333.00        | $257401.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5750%  | N/A     | $31044000.00       | $31652780.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.5000%  | N/A     | $5000000.00        | $178871.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.0000%  | N/A     | $5250000.00        | $448734.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 6.5000%  | N/A     | $13400000.00       | $835553.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-04-01      | 6.4550%  | N/A     | $12754175.00       | $128312.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $74758.23          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 4.0000%  | N/A     | $4995000.00        | $4127862.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | 4.5405%  | N/A     | $9372897.00        | $3050406.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $336254.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.0000%  | N/A     | $1772500.00        | $116779.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $5979760.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | 5.0000%  | N/A     | $330000.00         | $205665.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | 5.0000%  | N/A     | $13982404.00       | $13974896.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | 5.5000%  | N/A     | $7000000.00        | $160720.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $142891.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | 4.0000%  | N/A     | $400000.00         | $177577.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9000%  | N/A     | $14206000.00       | $14805748.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 5.5000%  | N/A     | $7282458.00        | $6009198.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $8625000.00        | $158143.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $4865205.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.4018%  | N/A     | $45659863.00       | $16488137.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $671000.00         | $129010.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $174282.00         | $88692.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 4.3563%  | N/A     | $456167392.00      | $60425.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $10693072.00       | $8879281.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-07-15      | 4.0000%  | N/A     | $1467300.00        | $671668.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5200%  | N/A     | $10965672.00       | $10148842.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-15      | 4.0000%  | N/A     | $100000.00         | $90230.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.4200%  | N/A     | $18996000.00       | $19149430.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-15      | 4.6357%  | N/A     | $103671189.00      | $103797228.28      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-07-25      | 2.5000%  | N/A     | $17255000.00       | $12235762.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4743254.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 4.4210%  | N/A     | $25000000.00       | $25545468.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-06-25      | 4.9063%  | N/A     | $2100000.00        | $66561.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 4.0000%  | N/A     | $200000.00         | $128304.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.5000%  | N/A     | $25000000.00       | $24491863.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.4400%  | N/A     | $12320000.00       | $12505859.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-25      | 9.7684%  | N/A     | $42435077.00       | $29290749.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 3.7500%  | N/A     | $17488018.00       | $23215721.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.2700%  | N/A     | $57525000.00       | $57179188.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6500%  | N/A     | $16318000.00       | $16684086.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1686630.00        | $96779.52          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5750%  | N/A     | $31798000.00       | $32421566.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-15      | 4.0000%  | N/A     | $200000.00         | $232674.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-06-15      | 6.0000%  | N/A     | $13600000.00       | $2450761.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9000%  | N/A     | $3772000.00        | $3702519.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $843772.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $1737648.00        | $75106.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.1210%  | N/A     | $8400000.00        | $75621.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $1031157.00        | $595828.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7000%  | N/A     | $3429.00           | $3495.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0300%  | N/A     | $1040000.00        | $151736.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $1100000.00        | $276531.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | 13.8366% | N/A     | $23529588.00       | $140527.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $110000.00         | $111953.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-25      | 2.5000%  | N/A     | $12522771.00       | $8287895.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $5933878.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.0000%  | N/A     | $20000000.00       | $1486633.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $245740.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $275000.00         | $143596.29         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYAN9703  | 2033-07-01      | 3.7300%  | N/A     | $2387000.00        | $2322005.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-15      | 4.0000%  | N/A     | $1681475.00        | $828882.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.0000%  | N/A     | $1700000.00        | $209686.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | 5.5000%  | N/A     | $5000000.00        | $164018.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.3600%  | N/A     | $5321000.00        | $5359736.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $333720.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 7.3506%  | N/A     | $50000000.00       | $150256.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $3300000.00        | $353765.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.4900%  | N/A     | $4005000.00        | $4078145.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.4800%  | N/A     | $33848515.00       | $28073653.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $185377.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.4080%  | N/A     | $5646782.00        | $58687.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6400%  | N/A     | $14509000.00       | $14817098.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-25      | 3.1199%  | N/A     | $4941961.00        | $2147527.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.4370%  | N/A     | $10213693.00       | $147184.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $3499000.00        | $479028.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-25      | 3.8017%  | N/A     | $1069000.00        | $969595.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.5000%  | N/A     | $1512860.00        | $1560912.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7000%  | N/A     | $191814.00         | $178280.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $1262780.00        | $1214884.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-15      | 4.0000%  | N/A     | $576675.00         | $454595.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.5000%  | N/A     | $18735000.00       | $432968.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 2.2500%  | N/A     | $15900000.00       | $1019659.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.4350%  | N/A     | $5400000.00        | $4972176.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 3.0000%  | N/A     | $8600000.00        | $107632.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $728000.00         | $685470.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 5.0000%  | N/A     | $29974000.00       | $1549536.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $2500000.00        | $77054.92          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | 7.0000%  | N/A     | $9100000.00        | $357237.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | 5.0000%  | N/A     | $2941990.00        | $2945756.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $4500000.00        | $4725058.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-08-15      | 3.5000%  | N/A     | $10000000.00       | $11054320.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0700%  | N/A     | $5420000.00        | $4460218.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $1010000.00        | $703190.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-01      | 3.0000%  | N/A     | $575000.00         | $152745.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $500000.00         | $457407.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.5000%  | N/A     | $5000000.00        | $575573.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.2510%  | N/A     | $15210000.00       | $94043.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $10400495.00       | $7709273.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.0000%  | N/A     | $150000.00         | $59823.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-15      | 3.5000%  | N/A     | $2179551.00        | $1982397.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $192369.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $7138000.00        | $96362.00          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $4249754.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $3562190.00        | $3507937.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $1039662.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | 2.7500%  | N/A     | $5000000.00        | $109066.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-01-25      | 4.9363%  | N/A     | $7100000.00        | $169057.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.5300%  | N/A     | $20458000.00       | $20772388.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $837601.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $200000.00         | $91861.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $916000.00         | $400577.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.0000%  | N/A     | $1694003.00        | $217157.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3500%  | N/A     | $5382907.00        | $5065210.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $5496828.00        | $6616982.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $4500000.00        | $3435163.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 4.0000%  | N/A     | $3300000.00        | $4545705.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.4200%  | N/A     | $19985000.00       | $20218504.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $43277000.00       | $44161473.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 4.0000%  | N/A     | $2650000.00        | $358467.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 2.8914%  | N/A     | $4200000.00        | $3973960.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.7400%  | N/A     | $7717000.00        | $7965525.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.3850%  | N/A     | $1000.00           | $1012.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-25      | 4.4887%  | N/A     | $4712842.00        | $2628138.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.1900%  | N/A     | $23798900.00       | $23664019.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-25      | 0.5000%  | N/A     | $1670000.00        | $868651.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.4800%  | N/A     | $24059000.00       | $24505510.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-15      | 1.0000%  | N/A     | $4275000.00        | $109696.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.0000%  | N/A     | $24999000.00       | $21100841.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.1430%  | N/A     | $9740000.00        | $101981.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-15      | 4.0000%  | N/A     | $1383000.00        | $423555.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 3.0000%  | N/A     | $15950000.00       | $1831457.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $473750.00         | $492244.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 4.0000%  | N/A     | $17699000.00       | $16515336.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.0000%  | N/A     | $800000.00         | $215737.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $44915000.00       | $45832950.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.4690%  | N/A     | $23476368.00       | $196635.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-15      | 4.0000%  | N/A     | $7000000.00        | $10254083.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | 1.5000%  | N/A     | $7670000.00        | $427292.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8500%  | N/A     | $3647673.00        | $3541771.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.4380%  | N/A     | $6800000.00        | $114243.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 2.0000%  | N/A     | $1000000.00        | $782889.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $4796000.00        | $2662160.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $194641.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 6.5000%  | N/A     | $7839341.00        | $6954046.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-25      | 9.3753%  | N/A     | $37429279.00       | $25608468.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $194979.00         | $185196.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $458240.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.8400%  | N/A     | $1813483.00        | $1776321.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-15      | 4.0000%  | N/A     | $2000000.00        | $123755.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-25      | 4.3600%  | N/A     | $8749131.00        | $8893334.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 4.7490%  | N/A     | $2543000.00        | $164241.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.1200%  | N/A     | $40066000.00       | $39597548.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-25      | 5.0000%  | N/A     | $14567275.00       | $677959.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $12000000.00       | $10200504.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $4762443.00        | $626504.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.5000%  | N/A     | $1000000.00        | $876347.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0600%  | N/A     | $1272878.00        | $1262357.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-25      | 3.0000%  | N/A     | $16950298.00       | $21814484.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $1000000.00        | $544501.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.3300%  | N/A     | $7188600.00        | $7697887.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-25      | 2.0000%  | N/A     | $400000.00         | $218407.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0000%  | N/A     | $600000.00         | $443615.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 4.5000%  | N/A     | $591200.00         | $573906.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-25      | 6.5000%  | N/A     | $20000000.00       | $1033469.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 5.5000%  | N/A     | $6000000.00        | $866233.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | 4.0000%  | N/A     | $25000000.00       | $638451.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $2138000.00        | $73653.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $414956.00         | $416329.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.0000%  | N/A     | $2000000.00        | $128215.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.7800%  | N/A     | $49114000.00       | $50704606.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-25      | 5.0000%  | N/A     | $5795858.00        | $5629055.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | 4.5000%  | N/A     | $2000000.00        | $62706.04          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-06-25      | 4.3163%  | N/A     | $241940999.00      | $185480.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 3.5000%  | N/A     | $2525000.00        | $331169.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 8.3760%  | N/A     | $26660365.00       | $14042438.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.3800%  | N/A     | $29120000.00       | $29422411.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 4.7500%  | N/A     | $5000000.00        | $140751.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $200000.00         | $93672.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.6200%  | N/A     | $5165000.00        | $56921.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.1500%  | N/A     | $3250000.00        | $3429346.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.8000%  | N/A     | $29266000.00       | $30276701.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.0000%  | N/A     | $800000.00         | $494580.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | 5.0000%  | N/A     | $21400011.00       | $19971974.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-03-25      | 2.9100%  | N/A     | $9870000.00        | $8562108.75        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $364366.83         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.5000%  | N/A     | $3436964.00        | $3548036.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $300000.00         | $80022.51          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-15      | 4.0000%  | N/A     | $400000.00         | $275397.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 5.5000%  | N/A     | $9550000.00        | $847259.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-08-15      | 4.0000%  | N/A     | $500000.00         | $395155.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $110498.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-15      | 5.5000%  | N/A     | $7757242.00        | $462008.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-05-01      | 4.8000%  | N/A     | $11740000.00       | $12145440.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.0000%  | N/A     | $1050801.00        | $216971.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 4.7790%  | N/A     | $1000000.00        | $120126.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | 5.0000%  | N/A     | $159808252.00      | $150307746.10      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 6.2630%  | N/A     | $3975000.00        | $180340.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $20000000.00       | $1795771.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.3380%  | N/A     | $1900000.00        | $174651.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-15      | 3.5000%  | N/A     | $27602936.00       | $23070858.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $4203551.00        | $3968583.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-25      | 4.4863%  | N/A     | $8396666.00        | $1592713.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.0000%  | N/A     | $120728.00         | $94089.29          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $540773.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $10636340.00       | $2663981.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $867286.00         | $447770.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 2.0000%  | N/A     | $4200000.00        | $285664.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-01-15      | 3.0000%  | N/A     | $5480000.00        | $51296.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.7218%  | N/A     | $52998599.00       | $51693439.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.5000%  | N/A     | $25831876.00       | $1316479.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.4100%  | N/A     | $9628000.00        | $10165116.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4754410.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 5.5000%  | N/A     | $4200000.00        | $3512691.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $5242254.00        | $318520.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-15      | 3.0000%  | N/A     | $6200000.00        | $6060196.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | 4.0000%  | N/A     | $697952.00         | $609539.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.6200%  | N/A     | $3123654.00        | $3024025.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7200%  | N/A     | $17707155.00       | $17192567.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $4333000.00        | $4193383.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 7.5000%  | N/A     | $56145425.00       | $1159590.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $8590985.00        | $5553684.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $574324.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-25      | 3.5000%  | N/A     | $706000.00         | $1123643.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | 3.5000%  | N/A     | $5000000.00        | $130181.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-25      | 4.0000%  | N/A     | $1907000.00        | $1767243.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $4755149.00        | $5828445.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 4.7500%  | N/A     | $35000000.00       | $4058732.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.0000%  | N/A     | $4400000.00        | $4106373.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 14.1301% | N/A     | $19276270.00       | $2674659.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 4.6363%  | N/A     | $9250000.00        | $3047748.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.0000%  | N/A     | $10500000.00       | $608936.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $425000.00         | $319367.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-02-25      | 2.5000%  | N/A     | $3586000.00        | $3229898.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.5360%  | N/A     | $41001146.00       | $39313538.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.9600%  | N/A     | $6192000.00        | $6500832.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.4200%  | N/A     | $17043019.00       | $17242149.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.7500%  | N/A     | $11946319.00       | $2395536.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | 5.5000%  | N/A     | $15000000.00       | $178824.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.0000%  | N/A     | $16751000.00       | $321853.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-25      | 7.5000%  | N/A     | $28179274.00       | $23373530.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-11-01      | 4.7000%  | N/A     | $6330000.00        | $6535440.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 3.0000%  | N/A     | $5085051.00        | $3571417.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | 3.5000%  | N/A     | $315841.00         | $279488.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-01-15      | 5.0000%  | N/A     | $8001000.00        | $1350060.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $429954.00         | $398234.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2632400.00        | $1368313.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $990505.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $58051000.00       | $59237417.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.3700%  | N/A     | $75359.00          | $63021.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-15      | 3.5000%  | N/A     | $20100000.00       | $19107263.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5860%  | N/A     | $7000000.00        | $124724.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $1000000.00        | $1415211.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $11701073.00       | $5956697.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.1400%  | N/A     | $1902000.00        | $2006516.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 4.0000%  | N/A     | $745000.00         | $722569.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $441711.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.6300%  | N/A     | $3600000.00        | $3084445.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-25      | 5.5000%  | N/A     | $7471000.00        | $540002.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 12.1301% | N/A     | $2512810.00        | $566111.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1773127.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 5.0000%  | N/A     | $238432.00         | $231001.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6200%  | N/A     | $8151000.00        | $8346126.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-25      | 3.5000%  | N/A     | $3110000.00        | $130869.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $103096.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.5565%  | N/A     | $5000000.00        | $1188381.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $300000.00         | $287948.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.1100%  | N/A     | $13675000.00       | $13639027.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $200000.00         | $63171.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.2680%  | N/A     | $2014245.00        | $55098.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.8065%  | N/A     | $85816885.00       | $10369111.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.5000%  | N/A     | $9700000.00        | $11995183.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-09-15      | 4.0000%  | N/A     | $5917872.00        | $6939414.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $705675.00         | $233518.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5900%  | N/A     | $24223000.00       | $24821126.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.4850%  | N/A     | $48426000.00       | $49270537.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $512715.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 5.0000%  | N/A     | $31884620.00       | $31853369.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 4.0000%  | N/A     | $800000.00         | $371705.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-01      | 3.0000%  | N/A     | $2700001.00        | $299783.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-11-15      | 5.0000%  | N/A     | $200000.00         | $288484.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 10.7451% | N/A     | $2410376.00        | $1787565.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.0000%  | N/A     | $1800000.00        | $1186727.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.5000%  | N/A     | $100000.00         | $119278.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.0000%  | N/A     | $3781410.00        | $288523.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.4500%  | N/A     | $9730000.00        | $9885169.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0200%  | N/A     | $11000000.00       | $10889153.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $44950000.00       | $11631629.93       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.9720%  | N/A     | $15040577.00       | $150697.70         | Agency Mortgage-Backed Securities         |

### Security 15: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6199377492.00
- **C.18.a - Value (excl. sponsor support):** $6199377492.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011IK5
- **C.18 - Value (incl. sponsor support):** $261157000.00
- **C.18.a - Value (excl. sponsor support):** $261157000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $639.31            | $36.68             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.2850%  | N/A     | $537.98            | $3.07              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $522.31            | $455.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $522.31            | $389.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $659964.11         | $444753.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $87655.78          | $13405.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $2859.15           | $316.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $540594.99         | $374045.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $70606.41          | $68654.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3567616.68        | $2872961.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $1866.75           | $25.49             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2250084.84        | $2271608.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $522.31            | $72.49             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $522.31            | $444.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $522.31            | $484.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $8676630.03        | $995980.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $522.31            | $457.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.5000%  | N/A     | $63803.79          | $7930.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $37162.64          | $35712.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $553.65            | $410.92            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $572635.82         | $444271.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 1.7399%  | N/A     | $33996.90          | $29386.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.5470%  | N/A     | $3508.91           | $12.62             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-25      | 5.1718%  | N/A     | $13057.85          | $10593.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5825%  | N/A     | $573454.29         | $262859.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $669149.00         | $670890.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $522.31            | $416.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2353340.57        | $2425696.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $16714.05          | $4195.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $522.31            | $557.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $522.31            | $282.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $522.31            | $53.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $12535.54          | $8601.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $574545.40         | $547544.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $522.31            | $345.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $30294.21          | $28347.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 6.3550%  | N/A     | $3077.47           | $0.51              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2451741.92        | $320186.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $3701004.18        | $3675104.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 4.1980%  | N/A     | $8638.03           | $30.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $522.31            | $260.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $522.31            | $402.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3533805.21        | $2975187.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3416334.70        | $3455817.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $522.31            | $409.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $792872.65         | $516203.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $522.31            | $419.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $3973.76           | $2883.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $746.91            | $37.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $5223.14           | $4025.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $2758826.51        | $2237971.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $522.31            | $395.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $534.85            | $62.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $15669.42          | $11127.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $279960.30         | $46543.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $5745.45           | $3580.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1101091.19        | $964065.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $522.31            | $321.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $11693561.13       | $11415800.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $534.85            | $255.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $522.31            | $225.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $11517.55          | $9147.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $522.31            | $393.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $28675.04          | $21023.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $922.41            | $893.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $552769.08         | $558783.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $66277.47          | $22623.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $5526675.47        | $3506684.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $572.46            | $598.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $522.31            | $537.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $532916.97         | $555985.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $522.31            | $408.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $15740476.64       | $11703062.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.5700%  | N/A     | $286698.15         | $13366.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $522.31            | $452.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $5744.93           | $4515.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $526.49            | $522.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $522.31            | $9.57              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $3131.79           | $2504.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.7650%  | N/A     | $10450350.92       | $137537.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $196486.69         | $31589.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $1392745.06        | $465651.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $522.31            | $140.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $522.31            | $525.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $522.31            | $71.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $522.31            | $79.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $530631.85         | $518147.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $138935.52         | $107354.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $522.31            | $115.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 1.5800%  | N/A     | $10446.28          | $9022.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1406018.10        | $1088233.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $522.31            | $474.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $522.31            | $436.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $522.31            | $389.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $522.31            | $409.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $76.78             | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $526.49            | $93.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $12058817.92       | $11936409.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $522.31            | $287.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $522.31            | $347.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $522.31            | $409.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $13223.42          | $13322.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $284661.13         | $236329.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $3656.20           | $2811.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $360022.68         | $302840.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $74168.59          | $54329.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6190%  | N/A     | $913495.85         | $707790.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 3.5000%  | N/A     | $4178.51           | $3797.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $526.49            | $536.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $5223.14           | $2945.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $664.38            | $0.09              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $18104391.98       | $10294495.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $522.31            | $390.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $123161.64         | $115294.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $4700.83           | $3815.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $2337154.58        | $593398.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $4591507.77        | $4180656.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $5220240.11        | $1062138.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $2613.14           | $2701.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $522.31            | $448.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7200%  | N/A     | $48064.90          | $49041.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1069.70           | $884.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $997097.43         | $634858.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.5000%  | N/A     | $3818850.76        | $3867246.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $531.72            | $525.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-25      | 2.0000%  | N/A     | $469982.32         | $294275.01         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3656.20           | $3479.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $558.88            | $4.18              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2734297.08        | $2673567.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 3.0000%  | N/A     | $14624.79          | $2679.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $2611555.90        | $88657.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $38465.81          | $36858.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $522.31            | $436.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $10336435.28       | $823413.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $446013.33         | $403056.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $21264429.81       | $21346198.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $884034.20         | $217974.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 6.3210%  | N/A     | $789.22            | $0.75              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $3356719.87        | $517455.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $1114545.47        | $17690.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 6.3360%  | N/A     | $9449.18           | $24.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.0000%  | N/A     | $4700.83           | $4329.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $522.31            | $19.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 6.0000%  | N/A     | $522.31            | $383.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $522.31            | $74.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.3030%  | N/A     | $39173.55          | $38904.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1463879.00        | $1066211.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $522.31            | $58.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $522.31            | $523.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.4810%  | N/A     | $23978873.21       | $99221.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $58435.45          | $59143.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $522.31            | $279.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $522.31            | $534.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $574545.40         | $96530.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $522.31            | $523.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $522.31            | $197.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $318226.07         | $15054.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $925440.12         | $895171.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $522.31            | $413.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $5224.18           | $4881.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.7600%  | N/A     | $20892.56          | $21647.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $522.31            | $553.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $522.31            | $328.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.2750%  | N/A     | $362274.90         | $10565.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.4650%  | N/A     | $3210217.58        | $14541.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $41057.54          | $40801.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $3216717.78        | $462459.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $178417.24         | $113653.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $522.31            | $419.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $522.31            | $533.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $3446159.35        | $2934428.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $522.31            | $52.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $522.31            | $437.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2855720.46        | $2360061.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1048.81           | $1033.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $522.31            | $446.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $522.31            | $233.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $522.31            | $522.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $957.40            | $198.26            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $9490701.31        | $9350059.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.4143%  | N/A     | $32383.47          | $28240.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $350656.03         | $31198.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $289367.70         | $201092.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $522.31            | $373.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $9567321.64        | $9042747.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $526.49            | $506.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $522.31            | $87.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $918715.85         | $955820.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $522.31            | $549.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $522.31            | $522.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $420462.77         | $115613.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9690%  | N/A     | $324847.45         | $255009.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $522.84            | $116.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $522.31            | $433.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $8353.89           | $5049.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $522.31            | $439.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3133.88           | $2968.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $522.31            | $108.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.0000%  | N/A     | $3616551.23        | $3284900.67        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $104462.80         | $29591.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1044.63           | $1063.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $7751139.76        | $54926.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $11953678.20       | $1234805.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $522.31            | $424.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $522314.00         | $380423.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $365619.80         | $240032.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $522.31            | $533.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $4180.08           | $3081.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $522.31            | $387.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $101328.92         | $6676.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5095072.26        | $5043911.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $522.31            | $386.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1044.63           | $1047.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $522.31            | $77.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $522.31            | $347.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $5223.14           | $4064.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5080%  | N/A     | $10446280.00       | $15129.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $3208533.12        | $2724652.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $522.31            | $226.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $522.31            | $332.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $394198.73         | $54973.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.5000%  | N/A     | $1283.85           | $0.62              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $535.37            | $4.66              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $522.31            | $154.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $122437.19         | $125037.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $522.31            | $540.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $522.31            | $532.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.5218%  | N/A     | $1163.72           | $984.25            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.9080%  | N/A     | $4350.35           | $34.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $522.31            | $528.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $522.31            | $276.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $522.31            | $346.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.3380%  | N/A     | $3893.33           | $357.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $526.49            | $425.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $20892.56          | $15977.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 6.4300%  | N/A     | $54122.18          | $75.09             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1044.63           | $861.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $2423394.89        | $2592388.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $6158257.04        | $5156849.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $584026.97         | $579400.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $6562.35           | $6575.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $522.31            | $512.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $522.31            | $325.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $626776.80         | $341280.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5950%  | N/A     | $569322.26         | $432805.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $11490.91          | $5001.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $11062.61          | $8557.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $522.31            | $538.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $522.31            | $347.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $522.31            | $406.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $15833.43          | $16255.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $2359814.65        | $382088.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $196893.05         | $153257.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2017882.84        | $2042727.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $522.31            | $409.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $522.31            | $537.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $32444.06          | $26093.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $522.31            | $545.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $522.31            | $263.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $522.31            | $426.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.2190%  | N/A     | $1543.96           | $0.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $522.31            | $349.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $63199.99          | $45642.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $1247.81           | $16.95             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $522.31            | $116.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $522.31            | $331.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $522.31            | $373.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.1718%  | N/A     | $472405.85         | $337179.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $566720.09         | $591659.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2173498.98        | $1842230.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $534.85            | $173.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $3017125.93        | $974352.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1116826.42        | $1147558.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $534.85            | $557.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $884563.31         | $1055500.30        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $522.31            | $461.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $51708.56          | $28862.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1136183.38        | $627885.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.6460%  | N/A     | $8669.37           | $509.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $522.31            | $386.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $522.31            | $53.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1056559.74        | $607650.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $522.31            | $430.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $942254.46         | $580904.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1044.63           | $1000.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 6.8210%  | N/A     | $2140965.09        | $35382.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $235041.30         | $221472.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $862589.04         | $835927.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $522.31            | $536.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $69467.76          | $5002.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $522.84            | $2.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $522.31            | $93.14             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.4000%  | N/A     | $1872992.93        | $1904824.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2600%  | N/A     | $3050.84           | $1.20              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $526.49            | $421.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $522.31            | $344.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $6267.77           | $5896.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $522.31            | $344.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.2970%  | N/A     | $1551564.55        | $125370.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $522.31            | $396.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2994428.77        | $2903614.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $17772279.15       | $14079882.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $4692207.82        | $2219394.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $51186.77          | $43668.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $522.31            | $445.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $4930.64           | $3870.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $522.31            | $478.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $519180.12         | $330660.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $522.31            | $433.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $522.31            | $334.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $4700.83           | $3578.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $534.85            | $474.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1069.70           | $791.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $522.31            | $367.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $526.49            | $409.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6720%  | N/A     | $922.41            | $0.26              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $120752.21         | $119676.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $8195215.30        | $8637508.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $6875450.04        | $6172278.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $13872782.58       | $11948894.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1044.63           | $892.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.7500%  | N/A     | $3518620.49        | $3606791.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 6.2500%  | N/A     | $2681.04           | $21.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $8734572.93        | $52731.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $551.04            | $542.42            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $277871.05         | $217705.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $522.31            | $487.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.0000%  | N/A     | $522.31            | $460.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $36069.44          | $34702.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $262196.93         | $34738.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $522.84            | $447.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $522.31            | $382.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $196073.54         | $146303.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $522.31            | $37.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.7220%  | N/A     | $4397.36           | $30.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $2804303.87        | $430252.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $522.31            | $462.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $13580.16          | $3301.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 2.0000%  | N/A     | $49097.52          | $34561.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 4.0000%  | N/A     | $2870947.48        | $566968.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1044.63           | $1017.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $522.31            | $304.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $47835.61          | $48689.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $522.84            | $143.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $522.31            | $326.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3568804.42        | $3176911.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $20097.08          | $12730.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $573490.33         | $101195.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $522.31            | $371.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $8493504.65        | $3866968.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $526569.81         | $527305.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $522.31            | $281.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $522.31            | $530.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $112813.03         | $17311.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $543887.66         | $551643.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.3950%  | N/A     | $77850.90          | $366.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $579768.54         | $41465.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $368773.01         | $29281.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $522.31            | $524.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $221983.45         | $163670.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $424118.45         | $317324.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3088442.68        | $2021761.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $522.31            | $407.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $522.31            | $545.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2640%  | N/A     | $1096335.00        | $24877.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $522.31            | $527.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $1044.63           | $820.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 5.0000%  | N/A     | $2141506.20        | $1931460.95        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $522.31            | $423.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $150326.15         | $157906.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $526.49            | $424.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.5000%  | N/A     | $522.31            | $55.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $522.31            | $485.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $522.31            | $503.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $522.31            | $315.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $13532395.25       | $8712173.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $522.31            | $88.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $5223.14           | $5245.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $534.85            | $545.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $522.31            | $289.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 4.0000%  | N/A     | $1488.59           | $263.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $526.49            | $538.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $522.31            | $531.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1263468.69        | $1143204.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $522.31            | $524.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.0000%  | N/A     | $1454.64           | $15.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1044.63           | $545.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $4031511.95        | $2183998.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $522.31            | $126.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.5310%  | N/A     | $15050073.64       | $67766.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $522.31            | $461.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $3691.19           | $3981.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $534.85            | $472.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.1730%  | N/A     | $6926248.74        | $48710.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $8357.55           | $7643.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $522.31            | $440.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $182809.90         | $152340.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $522.31            | $55.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $522.31            | $330.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $8357.02           | $5765.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $155895.58         | $128716.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3403010.99        | $3432046.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $2265108.68        | $2390461.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $522.31            | $143.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $20370.25          | $12929.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $526.49            | $351.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $60481.35          | $38394.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | 1.5000%  | N/A     | $1454774.55        | $145670.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $534.85            | $452.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.3370%  | N/A     | $1349.14           | $84.94             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $6267.77           | $4235.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $526.49            | $531.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $6267.77           | $4805.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.6300%  | N/A     | $557763.45         | $604531.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $522.31            | $479.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2065068.68        | $1815872.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $87836.50          | $71474.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $290406.58         | $283733.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $526.49            | $485.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $77620.04          | $80085.79          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $522.31            | $359.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.3900%  | N/A     | $29581.78          | $5.06              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $522.31            | $513.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $522.31            | $514.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $522.31            | $454.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $522.31            | $394.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $522.31            | $407.75            | Agency Mortgage-Backed Securities         |

### Security 17: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DH1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $646808.00         | $609496.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $2000.00           | $348.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $703.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1107.00           | $1093.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $1000.00           | $18.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $2750695.00        | $2138739.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3850%  | N/A     | $21720000.00       | $22035542.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $1000.00           | $172.86            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $100.00            | $49.63             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1002.00           | $1007.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $2000.00           | $1404.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $122635776.00      | $30380711.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4542130.00        | $4423484.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $115.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1007.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $626.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $2000.00           | $394.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1047.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $653000.00         | $90413.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $14939888.00       | $11871141.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $1000.00           | $702.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1011.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1025.00           | $637.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $635.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $875.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1040.00           | $1050.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $788.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1037.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1028.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1001.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1040.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $2000.00           | $397.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $755.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $2048.00           | $215.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $891.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1019.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $999.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $940.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $8604982.00        | $6508917.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $953.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1999.00           | $1744.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1009.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $2949.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.0000%  | N/A     | $167773.00         | $158647.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $1000.00           | $115.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1120.00           | $701.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.0000%  | N/A     | $1000.00           | $56.09             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-25      | 5.5000%  | N/A     | $1000000.00        | $689555.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $1120.00           | $280.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $834.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $1029.00           | $234.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $97385000.00       | $74785705.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $1001.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $1001.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $58.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1024.00           | $1003.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1011.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $895.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $18095104.00       | $15830549.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $26191.00          | $19183.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.5000%  | N/A     | $1000.00           | $887.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $2381248.00        | $2004788.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $13061009.00       | $11758825.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.2218%  | N/A     | $57419944.00       | $56630914.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $955.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1018.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $891.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $1000.00           | $95.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1033.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $1000.00           | $230.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1030.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1045.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $855.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $317991.00         | $32408.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1015.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $155.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $969.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $39231.00          | $2949.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $581.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $1000.00           | $304.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1007.00           | $998.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $774.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $1115000.00        | $213457.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $2807980.00        | $2827018.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.0000%  | N/A     | $56188352.00       | $9794208.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $5650040.00        | $5790132.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $989.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $766.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1001.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $1024.00           | $481.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1027.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $660.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $911.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $1000.00           | $668.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1000.00           | $43.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $810.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1560.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1942.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $947.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $9489.00           | $177.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.2718%  | N/A     | $7020000.00        | $6359234.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3946702.00        | $3741127.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5000%  | N/A     | $1000.00           | $52.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 2.5000%  | N/A     | $5000000.00        | $523105.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1013206.00        | $1051091.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $600.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.3718%  | N/A     | $52880000.00       | $39860377.88       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1001.00           | $835.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1008.00           | $975.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1150.00           | $1089.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $195.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $950.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2083.00           | $167.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1008.00           | $920.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $840.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1028.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $3499118.00        | $3551796.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $24567038.00       | $25378560.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1020.00           | $968.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1008.00           | $1022.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $990.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.0000%  | N/A     | $1000.00           | $118.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $87.64             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $924.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1051.00           | $883.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $986.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1569884.00        | $275756.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1005.00           | $966.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $904.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $863.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1028.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1041.00           | $995.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1000.00           | $688.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2048.00           | $233.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2948192.00        | $2978467.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1025.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $980.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $775.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.4218%  | N/A     | $10000000.00       | $8682260.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1001.00           | $916.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $2162.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1032.00           | $1027.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $305.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $976.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.3718%  | N/A     | $15694400.00       | $12318518.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1016.00           | $1021.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $901.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1038.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $1056.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $520000.00         | $64498.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $21549.00          | $21097.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1029.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.0000%  | N/A     | $1000.00           | $468.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $960.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $973.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $673.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $1340.00           | $9.67              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1452.00           | $261.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $4620312.00        | $4785882.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $1012.00           | $918.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $71863936.00       | $24718866.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $11234204.00       | $10217220.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1017.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $2001.00           | $1992.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $4379140.00        | $554656.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $1015.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $846.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $2000.00           | $57.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $1011.00           | $98.14             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.4218%  | N/A     | $12591628.00       | $12338475.54       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $1500000.00        | $204474.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.4718%  | N/A     | $2361411.00        | $1812559.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 6.0000%  | N/A     | $1000.00           | $974.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1052.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $987.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 8.5000%  | N/A     | $1000.00           | $38.14             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $710.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1490910.00        | $1463211.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1088.00           | $1078.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $1000.00           | $947.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $856.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1055.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1967.00           | $1950.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1025.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $987.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1031.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1029.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $120967.00         | $13495.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $932.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 4.5000%  | N/A     | $5000000.00        | $3227149.70        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $2290.00           | $2108.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $22784.00          | $8254.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $899.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 3.5000%  | N/A     | $1000.00           | $104.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $88600065.00       | $68953268.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $127629895.00      | $94509652.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1006.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $10000000.00       | $5564909.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $186.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $917.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1821.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2064.00           | $2117.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.5000%  | N/A     | $1024.00           | $692.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1050.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $1062.00           | $6.85              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1228.00           | $1102.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $18977000.00       | $3931707.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1002.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $13979.00          | $159.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $1000.00           | $620.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1002.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $14891.00          | $531.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1003.00           | $1037.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $108650726.00      | $9723616.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1025.00           | $117.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $936.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1756376.00        | $1557171.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1802.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1020.00           | $973.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1992.00           | $2013.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $986.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.3218%  | N/A     | $13500000.00       | $11145560.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 4.5000%  | N/A     | $1000.00           | $972.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.7218%  | N/A     | $78566147.00       | $64877991.96       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $1024.00           | $269.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 4.9718%  | N/A     | $37332910.00       | $27131553.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 4.0000%  | N/A     | $2000.00           | $298.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $990.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $247140.00         | $28703.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $26993472.00       | $28239679.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $991.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1975709.00        | $1571428.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $3000000.00        | $478252.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $741.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.0000%  | N/A     | $30402.00          | $273.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1006.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $2000.00           | $1857.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $764.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1009.00           | $946.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1039.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1001.00           | $1040.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $45595968.00       | $30919981.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1942636.00        | $1577958.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $11625591.00       | $9208853.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $36979055.00       | $26237693.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $907.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $956.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $237.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1052.00           | $787.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $27097000.00       | $8943183.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1047.00           | $1052.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $515.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $200.00            | $198.20            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $1049.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $1017.00           | $849.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1040.00           | $110.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $28567.00          | $27806.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $119.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1466.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $134170613.00      | $10038172.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1003.00           | $992.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1704336.00        | $1508052.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1042.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1005.00           | $976.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1030.00           | $1043.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $288657.00         | $283572.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $848.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $12162173.00       | $9405024.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1295.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.5000%  | N/A     | $1000.00           | $99.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $2000.00           | $119.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $976.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1008.00           | $1018.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $26821600.00       | $22368814.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $853.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $157.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1040.00           | $1003.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $1000.00           | $869.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $592.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $51613760.00       | $17062166.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4268.00           | $3703.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $1000.00           | $646.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 4.5000%  | N/A     | $34572.00          | $1003.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $20211911.00       | $20636916.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $974.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $1735.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $102448.00         | $1348.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1140.00           | $824.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1030.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.9718%  | N/A     | $35611679.00       | $26016173.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $691000.00         | $114592.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2000.00           | $1606.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $1041.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $11826.00          | $1146.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $769.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1022.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.0000%  | N/A     | $1000.00           | $488.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1000.00           | $83.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $1053.00           | $676.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $18084736.00       | $18477994.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $927928.00         | $809708.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $745000.00         | $473730.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $1004.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $2443938.00        | $507118.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $2024.00           | $1440.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $623.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $788.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $769.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1028.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1003.00           | $1027.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $8838870.00        | $66386.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1023.00           | $1050.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $2000.00           | $122.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $57601062.00       | $49457537.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1053.00           | $570.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1002.00           | $961.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1869.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $892.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1008.00           | $986.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $1000.00           | $620.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 4.5000%  | N/A     | $1000.00           | $259.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.5000%  | N/A     | $1000.00           | $562.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $7543760.00        | $7260754.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $214040355.00      | $120311260.50      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1001.00           | $1007.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1022.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $5519104.00        | $868960.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $949.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-09-01      | 4.5000%  | N/A     | $1000.00           | $292.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $58193874.00       | $44745932.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $4124768.00        | $3086680.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $6647647.00        | $1713778.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $2402.00           | $286.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1041.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1343074.00        | $1220977.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1008.00           | $931.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2043.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $3062776.00        | $2968610.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $952.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $3100408.00        | $2426695.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1044.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $9733617.00        | $976366.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2048.00           | $346.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3024.00           | $2781.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $501000.00         | $258277.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-12-01      | 2.5000%  | N/A     | $1210.00           | $836.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1008.00           | $827.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1032.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 4.0000%  | N/A     | $2000.00           | $56.55             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $3016.00           | $3018.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $945.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.5000%  | N/A     | $31000.00          | $25244.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $304883807.00      | $289117845.67      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $6015264.00        | $5784175.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.5000%  | N/A     | $1000.00           | $1066.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $826.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $1024.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $1000.00           | $254.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2080.00           | $312.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1006.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1059.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $22633729.00       | $22330847.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $868.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $1000.00           | $953.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $955.39            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $200.00            | $198.53            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $922.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1020.00           | $843.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $136074.00         | $47042.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $1004.00           | $447.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 4.5000%  | N/A     | $1000.00           | $291.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $516.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $11642761.00       | $51765.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5000%  | N/A     | $1000.00           | $132.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.0000%  | N/A     | $1000.00           | $934.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $2017681.00        | $308280.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-25      | 5.0000%  | N/A     | $2849730.00        | $463515.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1999.00           | $2044.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1061.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $2044.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $227.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $50090560.00       | $9829235.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1045.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1021.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1024.00           | $165.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1024.00           | $958.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $85.06             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $639.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $1002.00           | $0.57              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $740.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1028.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $33119835.00       | $32281992.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $581.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-07-01      | 2.5000%  | N/A     | $61376768.00       | $29195184.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $34967296.00       | $17975821.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $2000.00           | $603.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $3200000.00        | $2544637.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1078.00           | $1061.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $996.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 2.0000%  | N/A     | $1000.00           | $376.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $5013864.00        | $5229520.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $1016.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1004.00           | $1036.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $813.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1503040.00        | $1581392.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $12681451.00       | $10342937.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $506029.00         | $63186.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $940.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1020.00           | $1054.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $800.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1412.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1024.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1024.00           | $902.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1069.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1022.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1038.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 4.5000%  | N/A     | $1000.00           | $51.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $922.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1073.00           | $1092.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.5000%  | N/A     | $1000.00           | $939.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $1289721.00        | $748995.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $795.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1052.00           | $898.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1074.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $18762208.00       | $17437018.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $54091861.00       | $4099527.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $963.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1005.00           | $930.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $790.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $967.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $2030.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1039085.00        | $999703.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1008.00           | $739.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $473.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1122.00           | $1060.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1024.00           | $871.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $900.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $693.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1280.00           | $1272.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1367.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $3151269.00        | $174134.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1037.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $2048.00           | $428.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $1000.00           | $967.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $813.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $1024.00           | $104.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $961.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $19544352.00       | $3977745.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1044.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $3775846.00        | $2790445.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $714.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1513.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.5000%  | N/A     | $1000.00           | $883.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $115.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $335994.00         | $314898.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2453088.00        | $2360194.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $981.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $828.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1280.00           | $1229.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1882.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $2013.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 2.0000%  | N/A     | $13449667.00       | $8002097.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $951.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1050.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $100000.00         | $66987.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1024.00           | $711.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2048.00           | $326.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $401.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $896.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $2048.00           | $373.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $994.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $2048.00           | $1044.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $989.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1041.00           | $1057.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.0000%  | N/A     | $1000.00           | $727.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1024.00           | $1058.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $964.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1874002.00        | $435360.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1028.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1861000.00        | $1312209.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1007.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2000.00           | $356.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1045.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $6300.00           | $999.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1116.00           | $1087.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $829.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $900000.00         | $572532.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $55411891.00       | $53559973.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $81.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $53844736.00       | $11698593.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $176.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $1000.00           | $827.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1033.00           | $907.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $2048.00           | $297.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $947.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $18267744.00       | $18527733.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1999.00           | $2081.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $1015.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $707337.00         | $738308.03         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $1768400.00        | $1801060.98        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $9958366.00        | $9536024.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $1000.00           | $173.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $3104052.00        | $3023973.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $898.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 5.5000%  | N/A     | $1000.00           | $1015.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $26395.00          | $1104.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1008.00           | $939.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $6564360.00        | $6516498.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1050.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1198.00           | $238.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $1001.00           | $17.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1200.00           | $597.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $777.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $1001.00           | $23.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $69.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $713.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $840.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 2.5000%  | N/A     | $4645867.00        | $2173774.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1560.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $1027.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $711.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1037.00           | $1052.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $383840.00         | $45127.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $474000.00         | $387943.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2048.00           | $186.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1193500.00        | $924394.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1001.00           | $1031.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $583.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $663626.00         | $399110.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1027.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.0000%  | N/A     | $1151891.00        | $300788.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $16094200.00       | $13116882.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.0000%  | N/A     | $1000.00           | $954.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $658.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1025.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $192293253.00      | $150702071.27      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $873.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $57.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $1000.00           | $701.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $278214.00         | $224632.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $691.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1027.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $218.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $1834.00           | $286.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $1000.00           | $184.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $128102.00         | $959.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $915.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1024.00           | $168.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $9379952.00        | $7116149.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2048.00           | $1999.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $485.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1097.00           | $1043.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $2014.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $940.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $16696896.00       | $16152952.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 4.6718%  | N/A     | $50000000.00       | $39042423.61       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $1000.00           | $106.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $875.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3200%  | N/A     | $1129.00           | $1141.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $841.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $1024.00           | $539.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $475.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1001.00           | $1048.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $929.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $1790.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1008.00           | $1006.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1999.00           | $2085.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $502.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $1000.00           | $21.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3001189.00        | $2979951.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1024.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $1000.00           | $247.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1079328.00        | $1118489.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $933.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $49000.00          | $41857.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1756551.00        | $1529343.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $987.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1027.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $824.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $96.80             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $823.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $1024.00           | $952.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $827.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $993.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $19533467.00       | $2828979.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $830.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $999.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.9218%  | N/A     | $129585194.00      | $85680114.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $984.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $503.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1028.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $9771680.00        | $9906844.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1049.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2048.00           | $1856.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.3718%  | N/A     | $36806090.00       | $22679894.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $842.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1050000.00        | $817062.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1017.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $961.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1023.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $1000.00           | $134.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $455678.00         | $477965.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $135506451.00      | $126993568.24      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $1000.00           | $1066.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 8.0000%  | N/A     | $2000.00           | $37.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.4718%  | N/A     | $40000000.00       | $34674446.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1055.00           | $841.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.5000%  | N/A     | $1024.00           | $222.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1047.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $651.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $5384889.00        | $4980030.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 2.0000%  | N/A     | $1000.00           | $545.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 5.5000%  | N/A     | $4994.00           | $17.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $2000.00           | $1396.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1040.00           | $986.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $2041.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1008.00           | $941.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $808.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $1000.00           | $114.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1610354.00        | $532426.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $63168448.00       | $10125452.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $1024.00           | $846.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $108.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $345.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $124.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $479120.00         | $270859.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $6995680.00        | $6723964.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $380772.00         | $361566.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $3350748.00        | $2013032.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $3088.00           | $3124.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $113245423.00      | $106335999.89      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $1459.00           | $220.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1037.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $623.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $8645934.00        | $8496396.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $6390320.00        | $1306023.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $869.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1031.00           | $659.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1002.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1033.00           | $1012.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $118525929.00      | $105531595.94      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1037.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 6.0000%  | N/A     | $7877000.00        | $72382.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 2.0000%  | N/A     | $1000.00           | $522.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $935.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.0000%  | N/A     | $2000.00           | $804.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $958.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $777.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1019.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1040.00           | $1045.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $913.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $1005.00           | $24.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $318.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $22982016.00       | $21711595.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 3.0000%  | N/A     | $1000.00           | $58.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $999.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.7718%  | N/A     | $50000000.00       | $42316006.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2003.00           | $2046.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1068.00           | $1051.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $6737024.00        | $6470178.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1035.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $124.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1004.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1518846.00        | $49186.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $82.62             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1000.00           | $957.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1036.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.5000%  | N/A     | $2000.00           | $74.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $3288600.00        | $3477750.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $2048.00           | $302.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $389996.00         | $65027.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $836.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $147477888.00      | $149616885.02      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1016.00           | $979.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $311738.00         | $233044.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $13020607.00       | $12858968.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $19248.00          | $204.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $844.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $699.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1034.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $2560.00           | $1308.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $798.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1040.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $9763.00           | $700.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1029.00           | $1059.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1001.00           | $804.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $60246912.00       | $10086479.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1202000.00        | $1247815.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $974.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.0000%  | N/A     | $1000.00           | $552.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $997.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1001.00           | $1053.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.0000%  | N/A     | $1000.00           | $855.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $1000.00           | $915.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $12000000.00       | $10928432.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1001.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1021.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $150000.00         | $33867.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $5067037.00        | $829644.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1024.00           | $305.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.4900%  | N/A     | $411000.00         | $48721.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $984.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $1000.00           | $523.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $897.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1003.00           | $1029.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1037.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $861.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $1017.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $5496852.00        | $1095142.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $935.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1248.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $1619.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $1024.00           | $256.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.0000%  | N/A     | $1000.00           | $691.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $642.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $20053248.00       | $2671453.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $31275813.00       | $31884567.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1036.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $6064237.00        | $6329349.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 3.0000%  | N/A     | $1000.00           | $656.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $13932109.00       | $13921417.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2048.00           | $1907.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $966.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $994.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 2.0000%  | N/A     | $2000.00           | $79.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1010.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $744.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $474231.00         | $1389.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1010.00           | $962.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $254.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1021.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $909.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2622546.00        | $2685726.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1059168.00        | $1061286.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $982.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $946.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.4718%  | N/A     | $50000000.00       | $41729311.76       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $466000.00         | $85826.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $893.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $1010.00           | $912.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 7.0000%  | N/A     | $3694612.00        | $3909121.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $15644416.00       | $1294754.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $4001000.00        | $3630396.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $22132300.00       | $22156883.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.0000%  | N/A     | $1000.00           | $65.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $56525.00          | $53819.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $11788398.00       | $12245733.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $1000.00           | $122.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $123362407.00      | $104399843.63      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.0000%  | N/A     | $4000000.00        | $434510.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.9718%  | N/A     | $61906568.00       | $56214149.48       | Agency Debentures and Agency Strips       |

### Security 18: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 0QR004CC7
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Short Rating: A-2; Moody's Long Rating: A3; Moody's Short Rating: P-2; Fitch Long Rating: A-; Standard & Poor's Long Rating: A-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.3500%  | N/A     | $97747.00          | $57777.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $10000.00          | $7782.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1013.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13600000.00       | $3126575.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $768.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3087744.00        | $3116132.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $19000.00          | $1934.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $3001.00           | $2665.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $917.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $1000.00           | $776.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1028.00           | $959.93            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $16022200.00       | $15840828.70       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $1625.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $892.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $623.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $1820.00           | $349.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $4000.00           | $3754.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1008.00           | $847.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1006.00           | $1036.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $2080.00           | $1881.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $5000.00           | $3715.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 5.0218%  | N/A     | $2917773.00        | $2812617.59        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1000.00           | $974.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 1.5000%  | N/A     | $331833.00         | $202625.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1043.00           | $1026.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3072.00           | $2921.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $3071.00           | $2301.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2042.00           | $211.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 3.0000%  | N/A     | $95000.00          | $62393.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1032.00           | $772.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $129001.00         | $98348.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $984.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4999.00           | $3744.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1003.00           | $6.69              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 4.5000%  | N/A     | $1000.00           | $946.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $780669.00         | $701565.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-01      | 2.5000%  | N/A     | $1000.00           | $241.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $32930000.00       | $26058591.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1056.00           | $920.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $999.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $6000.00           | $4478.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.3218%  | N/A     | $7811200.00        | $4299989.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2048.00           | $2008.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $2000.00           | $86.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $15000.00          | $6529.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $4000.00           | $944.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $73002.00          | $45998.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $967.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $2000.00           | $486.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1425.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $33000000.00       | $25982374.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $363.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4254.00           | $2991.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 2.0000%  | N/A     | $2000.00           | $109.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2079.00           | $1859.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $12850.00          | $12573.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $11265727.00       | $11061315.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $1000.00           | $117.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $551.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.4900%  | N/A     | $7000.00           | $709.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $538.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.0000%  | N/A     | $2000.00           | $244.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2057.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $823.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1033.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2065000.00        | $1387781.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1031.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $380726.00         | $12011.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1209.00           | $360.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $29928499.00       | $25883407.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4309927.00        | $4466293.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $46208361.00       | $13432237.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $27634147.00       | $25923980.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $3000.00           | $729.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $2000.00           | $969.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $4096.00           | $3920.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $2000.00           | $1744.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $3000.00           | $1126.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 2.5000%  | N/A     | $3000.00           | $1941.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $93.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $852.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1061.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $646.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $116.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1104.00           | $957.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $3000.00           | $720.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $834.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $827.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4564176.00        | $3973929.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $1909.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $2000.00           | $472.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $4806907.00        | $4511274.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 2.5000%  | N/A     | $1000.00           | $140.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $1006.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $4820.00           | $3957.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $4000.00           | $4248.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $3000.00           | $373.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2009.00           | $1993.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $695976.00         | $84945.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $1000.00           | $1067.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1002.00           | $1003.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $2000.00           | $1059.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $3000.00           | $2475.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $3945.00           | $2189.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $5113.00           | $553.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $738947.00         | $413237.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20839798.00       | $16650716.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $3000.00           | $2940.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $4010.00           | $2883.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $986.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 2.5000%  | N/A     | $1000.00           | $635.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $883.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $3000.00           | $2867.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $1673432.00        | $1129312.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1008.00           | $764.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1565000.00        | $1138767.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $90000.00          | $65068.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $704.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.0000%  | N/A     | $1000.00           | $890.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.9718%  | N/A     | $22777520.00       | $14019941.91       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1002.00           | $1023.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2136113.00        | $2168466.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $2000.00           | $458.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.5000%  | N/A     | $1000.00           | $171.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $2218.00           | $1168.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $210000.00         | $29293.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $849.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1059.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $55889.00          | $51637.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $779.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $11000000.00       | $9109459.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 1.5000%  | N/A     | $1002.00           | $538.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $756.54            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $34398300.00       | $33809363.47       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $59098.00          | $17498.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.0000%  | N/A     | $1008.00           | $796.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $1039.00           | $7.50              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1053.00           | $131.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $4096.00           | $3578.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $643169.00         | $11612.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $1001.00           | $82.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $2016.00           | $1458.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1019.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 4.0000%  | N/A     | $4000.00           | $2477.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $2846.00           | $616.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $179.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 2.5000%  | N/A     | $1001.00           | $604.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $16000.00          | $2806.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $107150.00         | $111749.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $475000.00         | $6503.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $4720.00           | $4573.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 5.0000%  | N/A     | $1000.00           | $870.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $1000.00           | $914.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1001.00           | $634.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 3.0000%  | N/A     | $1000.00           | $319.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $669.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $1000.00           | $47.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $2045180.00        | $1955911.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1152.00           | $4.38              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $1001.00           | $857.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1305444.00        | $1344627.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1362.00           | $1276.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $97000.00          | $98596.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $703.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $13390746.00       | $13387566.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6729024.00        | $6070411.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $6120000.00        | $6137463.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $325.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $106000.00         | $68018.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $3002.00           | $2692.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $982.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2004.00           | $1485.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $774.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $210.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1082.00           | $955.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $977.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $816.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $727.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $388000.00         | $28132.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1793093.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $1008.00           | $43.68             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1003.00           | $726.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $659.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $2000.00           | $725.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $213066.00         | $131794.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $1054.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2042.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $1000.00           | $190.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $876631.00         | $889001.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $4004.00           | $3271.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1060.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $978.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $3000.00           | $2036.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 1.5000%  | N/A     | $2001.00           | $1180.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 2.5000%  | N/A     | $1000.00           | $216.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $296.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.0000%  | N/A     | $1000.00           | $99.23             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2016.00           | $1981.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $4020.00           | $488.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1624.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1000.00           | $184.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3000.00           | $2918.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.5000%  | N/A     | $2003.00           | $75.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $22553752.00       | $13710169.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $3000.00           | $2017.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $4080.00           | $2559.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $465.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $482121.00         | $479999.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $141000.00         | $78363.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.5000%  | N/A     | $1024.00           | $109.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.5000%  | N/A     | $1000.00           | $214.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $454004.00         | $279738.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $957.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.0000%  | N/A     | $2000.00           | $1887.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $538.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $509.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $34000.00          | $6765.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1002.00           | $338.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $4096.00           | $2883.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $560.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $552000.00         | $92731.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $834.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1030.00           | $935.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.5000%  | N/A     | $1000.00           | $677.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2000.00           | $1606.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $502.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1117.00           | $811.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1031.00           | $987.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 2.5000%  | N/A     | $51464.00          | $16690.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $67049.00          | $41748.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $2407296.00        | $1669712.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $251500.00         | $43391.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $1001.00           | $652.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $1000.00           | $98.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1024.00           | $922.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1003.00           | $1035.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1040.00           | $917.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $12000.00          | $4478.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $826.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $4425567.00        | $3090687.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1024.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $1695451.00        | $98078.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1856460.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1008.00           | $955.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $24000.00          | $18420.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $112.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 4.5000%  | N/A     | $1000.00           | $817.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $27982.00          | $24246.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.0000%  | N/A     | $1001.00           | $1000.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $4000.00           | $316.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $584.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $10026107.00       | $1465739.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $26000.00          | $9298.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $549.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1008.00           | $902.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2048.00           | $246.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $6000.00           | $3081.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.0000%  | N/A     | $2054.00           | $325.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $4975000.00        | $73932.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1679.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $128000.00         | $110541.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $2000.00           | $212.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $5168.00           | $4176.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $3000.00           | $1555.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $7005.00           | $1504.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 2.0000%  | N/A     | $260000.00         | $174322.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2281.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2001.00           | $1148.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1074.00           | $1069.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $3000.00           | $2859.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1683949.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $511.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 5.0000%  | N/A     | $1000.00           | $608.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $1028.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1479675.00        | $1191335.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $56003.00          | $41447.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $36344.00          | $4779.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $567.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2022.00           | $1394.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1310000.00        | $981922.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2152.00           | $2186.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $5000.00           | $1553.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $2999.00           | $52.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $2013.00           | $1917.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3104.00           | $2937.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $4000.00           | $2804.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.5000%  | N/A     | $3030.00           | $1530.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.5000%  | N/A     | $1001.00           | $378.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $7000.00           | $4628.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $2000.00           | $443.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $22421.00          | $7557.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $59889.00          | $59550.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2109.00           | $2148.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $661.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $1001.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $430.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1010.00           | $952.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $4000.00           | $3043.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $3000.00           | $2559.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $735.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $52212255.00       | $38250209.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $510.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $1000.00           | $178.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1899580.00        | $1966242.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $742.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $118.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $1017.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $1000.00           | $522.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $5000.00           | $3433.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $12800.00          | $10128.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $27658037.00       | $27958984.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1027.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $2048.00           | $1273.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1269.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1061.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $179001.00         | $29407.66          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-07-23      | 4.1300%  | N/A     | $69000.00          | $69290.85          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $1000000.00        | $664602.78         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $8872402.00        | $2309051.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.5000%  | N/A     | $20985900.00       | $15737463.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $4000.00           | $3652.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1559.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $1008.00           | $43.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.0000%  | N/A     | $1000.00           | $298.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $805.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-12-01      | 3.5000%  | N/A     | $1024.00           | $708.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1159500.00        | $1171350.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1015.00           | $833.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $10001.00          | $9823.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $899.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $1000.00           | $164.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1020.00           | $76.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $17430926.00       | $12146010.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 2.0000%  | N/A     | $2000.00           | $668.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $917.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $38000.00          | $27860.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $305.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1003.00           | $990.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1010030.00        | $853681.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1008.00           | $866.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1003.00           | $1021.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $1000.00           | $115.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $817.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.5000%  | N/A     | $1000.00           | $597.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.0000%  | N/A     | $662005.00         | $53400.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $4212.00           | $3033.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $911.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $681.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $930570.00         | $779680.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $1001190.00        | $17834.56          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $2000.00           | $2101.95           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $3508526.00        | $2953851.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1700.00           | $1675.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1568.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $33.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $208.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $7852131.00        | $7873787.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $24000.00          | $1961.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $605919.00         | $8359.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $7000.00           | $5468.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $12000.00          | $3996.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $17630029.00       | $12806348.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $769.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $21770979.00       | $13688845.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.0000%  | N/A     | $1000.00           | $755.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 2.0000%  | N/A     | $1759.00           | $1328.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1043.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $2016.00           | $1782.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $4000.00           | $2960.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2024.00           | $2053.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $7988776.00        | $2569625.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $8031463.00        | $7378367.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $733.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1039.00           | $343.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $821.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1001.00           | $51.13             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $982.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $345.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $1023.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3010.00           | $2140.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $12000.00          | $3978.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $2960000.00        | $2302216.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3000.00           | $1910.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $85.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $6190.00           | $5981.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $969.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $1286658.00        | $1260950.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $797.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $6000.00           | $1458.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $5001.00           | $4078.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1485.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $997.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $118.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $854000.00         | $67001.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $2000.00           | $1517.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 7.5000%  | N/A     | $4090.00           | $3.80              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.0000%  | N/A     | $2008.00           | $1716.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3104.00           | $3077.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $10629764.00       | $6598368.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $1010.00           | $962.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $2000.00           | $1683.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0989%  | N/A     | $19519944.00       | $15461465.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1636063.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $2048.00           | $1705.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $3013.00           | $1196.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $742.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $7000.00           | $5738.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2000.00           | $242.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2002.00           | $1600.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $12801619.00       | $1686968.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $828.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $1022.00           | $254.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1008.00           | $905.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $2000.00           | $517.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $637.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $2048.00           | $1903.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2353914.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $765.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $3000.00           | $2095.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4615.00           | $3289.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $809.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $949.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $235.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0774%  | N/A     | $82291044.00       | $82991367.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $783.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1001.00           | $1045.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $3001.00           | $2332.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.0000%  | N/A     | $1000.00           | $283.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.0000%  | N/A     | $13261.00          | $31.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1008.00           | $863.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $3218784.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3000.00           | $2388.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $12000.00          | $2894.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3102.00           | $2808.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $469134.00         | $410196.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1036.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3000.00           | $2239.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $180.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $951.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $943.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3312395.00        | $3368973.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $748.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $2000.00           | $460.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $3027.00           | $2817.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $783.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $17575103.00       | $9542209.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $2000.00           | $360.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.5000%  | N/A     | $1000.00           | $561.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $587.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $2186.00           | $1314.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1901.00           | $1070.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $1000.00           | $45.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4925802.00        | $4528652.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1610.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $633.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1417380.00        | $23023.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1024.00           | $485.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1098.00           | $914.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $16000.00          | $2370.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $909.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $711799.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $98000.00          | $61536.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2050.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $3072.00           | $2562.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $767.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $791520.00         | $541016.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $731.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $892.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $598.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $872.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1344.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | 4.9718%  | N/A     | $34801288.00       | $29598295.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $48000.00          | $29457.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3016.00           | $3073.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.9718%  | N/A     | $3000003.00        | $1540936.79        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $512999.00         | $150523.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.5000%  | N/A     | $1012.00           | $30.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $1000.00           | $864.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 1.5000%  | N/A     | $2000.00           | $1471.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $6000.00           | $4730.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $669.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $4000.00           | $3475.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2008.00           | $1935.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $973.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1000.00           | $97.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1021.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1501.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 5.0000%  | N/A     | $12000.00          | $7845.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $3000.00           | $2872.15           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $52195800.00       | $51047083.48       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $152539.00         | $91134.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $3000.00           | $2485.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $69004.00          | $63924.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $294.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $949.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $554.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $2000.00           | $1196.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1111856.00        | $979973.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4096.00           | $2940.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $969.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $1018639.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2016.00           | $1972.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $732.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $2201.00           | $9.32              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $840.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $266000.00         | $165070.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $47000000.00       | $36394062.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1938.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $1449794.00        | $1421410.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.0000%  | N/A     | $1000.00           | $880.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $2000.00           | $485.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1093.00           | $999.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1467.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1050.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $1000.00           | $786.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2060.00           | $2170.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $24000.00          | $17862.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1001.00           | $920.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2024.00           | $1745.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1033.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $12000.00          | $9187.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $2000.00           | $1198.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $9293957.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $1000000.00        | $13665.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $87580.00          | $999.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $2000.00           | $1273.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2037.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $924.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $639.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $729000.00         | $133515.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 4.5000%  | N/A     | $1000.00           | $961.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $178.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $370.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $95.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $2000.00           | $903.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $29384.00          | $11961.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $872.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1043.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $1000.00           | $737.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $2000.00           | $1707.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1442.00           | $1079.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $8035623.00        | $5186156.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $18000.00          | $2439.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $3000.00           | $2676.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $218000.00         | $7420.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $920.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1001.00           | $807.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1001.00           | $968.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $1001.00           | $940.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $97000.00          | $62109.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $1068.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $74000.00          | $69743.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $10000.00          | $3908.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $986.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1438.00           | $1351.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $10001.00          | $8272.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $54636000.00       | $41453000.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $750.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.0000%  | N/A     | $2041.00           | $1896.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 5.5000%  | N/A     | $1020.00           | $831.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.0000%  | N/A     | $2000.00           | $652.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1024.00           | $948.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $6684703.00        | $6763468.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $2000.00           | $1273.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $12000.00          | $5480.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $559.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $1368848.00        | $1336056.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1014.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $4000000.00        | $142744.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150283.00      | $1821675.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $3000.00           | $2506.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $57.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $842.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $52116.00          | $45008.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $97000.00          | $66425.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $7994.00           | $648.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.0000%  | N/A     | $1000.00           | $431.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.9718%  | N/A     | $38931766.00       | $28000083.67       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $155.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $2000.00           | $1751.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $868.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $12000.00          | $10113.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $22416727.00       | $22047849.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.0000%  | N/A     | $2001.00           | $778.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $4000.00           | $1580.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $99.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1624731.00        | $1380228.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1010.00           | $918.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $3072.00           | $2441.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1002.00           | $616.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $4001.00           | $2820.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $5013.00           | $3380.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $2007.00           | $11.09             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $2000.00           | $1979.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3040.00           | $3053.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.0000%  | N/A     | $1001.00           | $690.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $1980.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $939.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5000.00           | $3638.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $2123000.00        | $1407998.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $394000.00         | $68883.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1030597.00        | $80920.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1122.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $20154281.00       | $3632817.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $376.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $1918.00           | $0.82              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $50000002.00       | $38488693.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $7000.00           | $995.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1077.00           | $824.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $57021000.00       | $39805539.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3995.00           | $3994.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3168.00           | $3242.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $25417185.00       | $12038843.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1024.00           | $626.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $596.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $987.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.5000%  | N/A     | $1000.00           | $350.70            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $19600000.00       | $18781636.11       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1040.00           | $794.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1025.00           | $964.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $969.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1008.00           | $847.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $3000.00           | $1012.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1024.00           | $748.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $2000.00           | $1575.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1951.00           | $1910.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $660.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $79658.00          | $84567.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $10884909.00       | $8097540.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $346.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.5000%  | N/A     | $22000.00          | $13386.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.0000%  | N/A     | $1008.00           | $970.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $5120.00           | $4859.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $968.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $1000.00           | $556.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $896.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2036.00           | $1592.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $2022.00           | $331.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3482.00           | $3627.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $30000000.00       | $24092770.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $1000.00           | $322.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $856.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $344.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1001.00           | $982.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $19204.00          | $1950.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1052.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $1000.00           | $118.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $5000.00           | $3885.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $1000.00           | $693.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $4000.00           | $657.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $848.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $523.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $25000.00          | $18556.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $2000.00           | $1096.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1031.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $17998741.00       | $13840578.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1070.00           | $1064.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $2000.00           | $977.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $3000.00           | $2735.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2016.00           | $1706.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $248.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $31002.00          | $20647.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $39291007.00       | $8727699.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.0000%  | N/A     | $3000.00           | $2690.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $1006.00           | $219.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $2011453.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1111.00           | $1027.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $3000.00           | $2289.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $388.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4739102.00        | $4814262.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $869.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $6000.00           | $752.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $15000.00          | $1448.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $11000.00          | $4360.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $35000.00          | $25104.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $574.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 4.0000%  | N/A     | $1000.00           | $998.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $10008.00          | $1780.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $834.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $4000.00           | $2608.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $579.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $691.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $905.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3156.00           | $3061.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $8707288.00        | $8694556.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $730066.00         | $10139.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $355000.00         | $11041.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $938.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $450001.00         | $424422.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $2000.00           | $1635.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1377063.00        | $1115455.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $2041.00           | $748.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2035.00           | $1939.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $5674600.00        | $55133.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $787.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $791.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 5.5000%  | N/A     | $1044.00           | $3.64              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1025.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $3128.00           | $2674.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 2.5000%  | N/A     | $2008.00           | $90.28             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $160.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $715.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2007.00           | $48.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.1989%  | N/A     | $12654233.00       | $10708099.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 5.5000%  | N/A     | $1000.00           | $599.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.0000%  | N/A     | $8760.00           | $850.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $7000.00           | $5258.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.5000%  | N/A     | $14000.00          | $5214.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $4927.00           | $4624.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5000%  | N/A     | $2001.00           | $264.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $223.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1868804.00        | $1826154.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1498.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $1022.00           | $394.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $766.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $245.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $15000000.00       | $11900596.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1308538.00        | $1326799.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $110885.00         | $26474.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2001.00           | $2086.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $3000.00           | $290.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.0000%  | N/A     | $1000.00           | $141.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2618671.00        | $1887567.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $9000.00           | $644.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $1000.00           | $237.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1008.00           | $866.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $71956.00          | $71591.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $901.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $32186.00          | $24921.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 2.5000%  | N/A     | $1999000.00        | $76971.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.0000%  | N/A     | $1000.00           | $295.58            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $234800.00         | $236693.82         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $942.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $14000.00          | $1086.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $728.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $12030.00          | $2048.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $901.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $5236.00           | $448.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $966.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $3000.00           | $120.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $192.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $5000.00           | $3256.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $9596.00           | $1824.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4024.00           | $4034.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1933.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $988.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $599.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $69000.00          | $54448.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $12660183.00       | $10394928.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $154.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $85000.00          | $49356.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $683.32            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-10-22      | 5.4200%  | N/A     | $33582000.00       | $33665955.00       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $410000.00         | $6455.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $3000.00           | $2396.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $56000.00          | $43175.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $12522.00          | $177.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $6000.00           | $1138.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 8.0000%  | N/A     | $25631139.00       | $27852006.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $114.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $598000.00         | $149128.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1701243.00        | $1722937.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 8.5000%  | N/A     | $2003.00           | $76.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $685.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $503.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1797602.00        | $535603.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1099.00           | $1052.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $1017.00           | $8.52              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $3000.00           | $585.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $372.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.0000%  | N/A     | $1262534.00        | $57400.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.0000%  | N/A     | $81000.00          | $39550.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $615.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1003.00           | $256.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $884.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $3000.00           | $2048.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $5000.00           | $3347.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $949.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $223.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3904291.00        | $3946457.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 3.0000%  | N/A     | $3000.00           | $1942.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3101.00           | $3008.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $348759.00         | $328193.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $61.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2341.00           | $1893.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $834.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $673.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 2.5000%  | N/A     | $1000.00           | $578.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $2000.00           | $1303.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.2500%  | N/A     | $1000.00           | $124.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $7005.00           | $5637.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1174.00           | $445.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2098.00           | $1159.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $2000.00           | $1406.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1446930.00        | $1485639.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $3093.00           | $2925.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1423.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2686579.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1023.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1060.00           | $1070.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $2003.00           | $389.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 4.5000%  | N/A     | $1000.00           | $551.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $2641185.00        | $47388.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2196.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4270909.00        | $3375402.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $8092096.00        | $7725189.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1584.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $73282.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $3603422.00        | $3320787.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $86084.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $2000.00           | $217.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $943.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $2000.00           | $388.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $130340.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $791.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $1000.00           | $226.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2080.00           | $1437.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $470797.00         | $3098.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1030.00           | $978.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 1.5000%  | N/A     | $399000.00         | $174325.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $27035068.00       | $22532192.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1605.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1002.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1000.00           | $11.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $6000.00           | $4030.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $38001.00          | $33426.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $6892208.00        | $4481837.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $6002.00           | $4676.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $775.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 2.0000%  | N/A     | $1000.00           | $462.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1025.00           | $492.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2003.00           | $1440.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1371783.00        | $916230.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $4818.00           | $4000.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 2.0000%  | N/A     | $2000.00           | $1327.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1021.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $1000.00           | $694.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1015.00           | $756.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $796.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1001.00           | $992.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $2000.00           | $806.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1008.00           | $931.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $2380250.00        | $2320612.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $251.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1000.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $200000.00         | $101352.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $174000.00         | $99665.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $967.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $993.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $4000.00           | $3533.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $4319.00           | $2511.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $2240.00           | $846.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $106.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1120.00           | $1099.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $1900000.00        | $1557623.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $4368.00           | $4025.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $791.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1516.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $3020.00           | $2266.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $916.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5065308.00        | $4744246.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6002160.00        | $5606922.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $558.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1008.00           | $978.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $636.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $2000.00           | $938.37            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $20800000.00       | $21107972.83       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $3000.00           | $768.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1232000.00        | $885681.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $483026.00         | $496026.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $5000.00           | $3569.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $42025.00          | $41389.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1531.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $839.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $2000.00           | $897.22            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2034-03-24      | 4.9400%  | N/A     | $34719000.00       | $34928814.63       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1350000.00        | $890791.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $664.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $70000.00          | $67312.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1016.00           | $1029.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1087.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $4000.00           | $3312.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1008.00           | $665.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3001.00           | $2664.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $4000.00           | $705.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $4105.00           | $3990.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $2000.00           | $133.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.0000%  | N/A     | $2003.00           | $1670.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1155.00           | $1034.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1349330.00        | $1375858.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $3000.00           | $2115.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $741490.00         | $50925.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1446.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1749.00           | $1465.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $316.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $2000.00           | $157.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $1000.00           | $12.95             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $28444000.00       | $20066662.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1472.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $500.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1817096.00        | $1860698.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $2000.00           | $510.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1042.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $4167988.00        | $3916562.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1802.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $574.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.5000%  | N/A     | $50000.00          | $3500.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $561.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $2079.00           | $1263.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 3.0000%  | N/A     | $464349.00         | $419775.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $965.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5000%  | N/A     | $1001.00           | $47.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $621.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $1000.00           | $165.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $3000.00           | $1612.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $1000.00           | $4.10              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1254.00           | $1091.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $5999.00           | $749.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $71252.00          | $57721.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $156.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11102880.00       | $8963267.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.9718%  | N/A     | $40000000.00       | $25055633.36       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $661.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $53214.00          | $4691.56           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-10      | 0.0000%  | N/A     | $100.00            | $98.94             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $909.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $816.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $2036.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $711.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $740.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2002.00           | $1759.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $662.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $2048.00           | $1716.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3003.00           | $2426.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1286918.00        | $292373.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1386.00           | $1327.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $2017.00           | $1402.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $2000.00           | $1405.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1516.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $496989.00         | $487071.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.5000%  | N/A     | $1001.00           | $202.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $78.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.5000%  | N/A     | $7463.00           | $779.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $3024.00           | $2687.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $9000.00           | $4054.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1021.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 3.5000%  | N/A     | $6002.00           | $705.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1003.00           | $1046.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $2000.00           | $881.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $85.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $612.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813888.00        | $616495.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $22000.00          | $11826.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $662.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2001.00           | $1728.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1932802.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $395.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1001.00           | $1055.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.5000%  | N/A     | $99000.00          | $55732.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $7004.00           | $352.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $830.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 5.5000%  | N/A     | $55648.00          | $316.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $2000.00           | $1769.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 2.5000%  | N/A     | $1000.00           | $647.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $29011.00          | $20468.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $1080.00           | $996.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1004.00           | $648.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $2142156.00        | $1812683.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $5000.00           | $3049.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $7000.00           | $1544.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $4000.00           | $3800.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $1012.00           | $828.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.5000%  | N/A     | $1039.00           | $1034.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $5100000.00        | $5106736.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $4000.00           | $1731.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $51867.00          | $51152.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.6000%  | N/A     | $5093259.00        | $294409.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $4451317.00        | $2837532.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $602452.00         | $93465.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $699.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $3000.00           | $909.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $2213.00           | $20.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $538.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2016.00           | $1409.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $941.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $11000.00          | $8955.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $873.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1001.00           | $812.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $7000.00           | $4929.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $227920.00         | $124794.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $896.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $62000.00          | $24560.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $61.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $796.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $958.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3346024.00        | $520092.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $55.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1492.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349312.00        | $4453745.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $788.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $3297.00           | $265.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1008.00           | $174.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $1441.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1024.00           | $756.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $3072.00           | $3092.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $521.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2000.00           | $2136.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $78.07             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $360000.00         | $304662.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $905.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $612000.00         | $83853.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $778.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.0000%  | N/A     | $3000.00           | $113.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $958.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $179.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $298025.00         | $53867.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $717.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $6081.00           | $4739.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $1120.00           | $205.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $623.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $193.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $752.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $666.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.0000%  | N/A     | $2772.00           | $2537.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $10016.00          | $508.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.0000%  | N/A     | $99780.00          | $73258.63          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $5249400.00        | $5275194.86        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $1000.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1039.00           | $592.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1116.00           | $1020.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $34935528.00       | $35546731.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $2382000.00        | $1140081.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2507597.00        | $1535209.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1041.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $3072.00           | $3071.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $13002.00          | $115.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $18000.00          | $3975.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $656.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $18793183.00       | $15940405.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2230.00           | $2303.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $3000.00           | $1590.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $744.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $778.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $22208.00          | $7496.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $2169.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $974.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $15500153.00       | $15248818.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.0000%  | N/A     | $3039.00           | $2786.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $12381.00          | $4256.95           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-02      | 0.0000%  | N/A     | $431000.00         | $430810.36         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $207230.00         | $120539.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3000.00           | $2611.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $22640739.00       | $16923040.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $376200.00         | $244575.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.5000%  | N/A     | $3000.00           | $2270.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $2084.00           | $817.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $893.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $21000.00          | $12564.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $699.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1024.00           | $917.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $968.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1002.00           | $1033.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $763.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $3000.00           | $438.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1018.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $2000.00           | $1912.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1003140.00        | $997358.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $786.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1003.00           | $1016.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1030.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $779.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1040.00           | $1014.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $1063461.00        | $385303.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1040.00           | $972.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.1489%  | N/A     | $34885069.00       | $30002894.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $21.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $55059096.00       | $42888076.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $50983822.00       | $43699255.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $2820.00           | $1275.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $5251002.00        | $4903240.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $5000.00           | $4248.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $2018.00           | $684.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 5.5000%  | N/A     | $27000.00          | $15195.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $1000.00           | $488.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $2024.00           | $850.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $964.48            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $2000000.00        | $1482618.92        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $47554.00          | $34423.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $7330.00           | $693.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1180.00           | $1195.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $3000.00           | $1790.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $5000.00           | $2638.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $691.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $1000.00           | $713.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $951.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3507958.00        | $3114473.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 3.0000%  | N/A     | $1000.00           | $427.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $3073.00           | $1529.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $769.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $4024.00           | $3652.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.0000%  | N/A     | $78885.00          | $71852.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $81000.00          | $52375.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $4000.00           | $1984.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $37000.00          | $3770.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $743.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1067.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $621.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $995.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $16000.00          | $4640.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $50.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $3370.00           | $2662.62           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $8000.00           | $7988.90           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $1680688.00        | $1368776.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $540.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1013.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $400000.00         | $28343.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $957.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2000.00           | $1542.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $29500.00          | $22223.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1716.00           | $457.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $853.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1037000.00        | $915404.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $960.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $477000.00         | $240370.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1536.68           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-11-10      | 3.7200%  | N/A     | $39718000.00       | $39752753.25       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $71612.00          | $70700.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $78.75             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1013.00           | $1035.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $1001.00           | $6.44              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $4085.00           | $3126.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $782.97            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $41700.00          | $43081.23          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $1004.00           | $58.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $1000.00           | $137.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1019.00           | $777.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $5008.00           | $3471.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $856.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $897.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.5000%  | N/A     | $2000.00           | $672.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.0000%  | N/A     | $5095454.00        | $3973233.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $141001.00         | $16525.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $3072.00           | $808.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | 5.2718%  | N/A     | $40744657.00       | $32212619.20       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $912.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $758.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $1212493.00        | $1011366.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $727.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $842.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $974.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $591.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $99000.00          | $67069.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1008.00           | $954.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $575.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1044.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $1008.00           | $926.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $469000.00         | $74289.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $755.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $850.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1002.00           | $1022.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1051.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2062.00           | $1145.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $63000.00          | $48524.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $1024.00           | $989.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $784.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $427.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $7934126.00        | $7347531.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000.00           | $1890.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1996.00           | $13.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $100000.00         | $87920.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $128.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1124.00           | $934.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2048.00           | $1956.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $7000.00           | $5478.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $16000.00          | $2387.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $1277878.00        | $36699.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1211.00           | $1119.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $8000.00           | $4660.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | 5.0000%  | N/A     | $27746000.00       | $27071807.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $4024.00           | $2823.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $2009.00           | $1135.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $6772000.00        | $4640676.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328957.00        | $368133.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $918.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $29815000.00       | $23319274.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1056.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1010.00           | $943.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1411126.00        | $1386271.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $3205.00           | $137.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1049.00           | $793.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.0000%  | N/A     | $1000.00           | $34.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $2000.00           | $333.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $771.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $923.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.5000%  | N/A     | $1000.00           | $1071.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $4000.00           | $4093.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1002.00           | $734.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $874.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $1004.00           | $608.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $3092.00           | $354.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $6000.00           | $4600.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 3.0000%  | N/A     | $1000.00           | $48.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $2000.00           | $726.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2000.00           | $2003.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $3000.00           | $1426.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $98000.00          | $74147.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $617236.00         | $547609.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $1000.00           | $217.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1591186.00        | $1361133.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $35973.00          | $504.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1003.00           | $1004.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $1000.00           | $792.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $851.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3080.00           | $598.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $1000.00           | $47.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $931.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $8000.00           | $5742.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $3152.00           | $3185.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.0000%  | N/A     | $1000.00           | $42.24             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2028-11-10      | 3.8400%  | N/A     | $56793000.00       | $56830937.72       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.5000%  | N/A     | $1000.00           | $711.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $526.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $92013.00          | $23613.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1440500.00        | $823977.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $173221402.00      | $155859339.68      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $99509.00          | $44244.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $8524246.00        | $6845516.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1008.00           | $998.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2030.00           | $1848.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $250000349.00      | $19365760.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2016.00           | $2056.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $476942.00         | $102532.17         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $7283500.00        | $7457817.84        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1023.00           | $1063.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $4132.00           | $3199.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $10204.00          | $6938.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $789.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $188000.00         | $148255.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 4.0000%  | N/A     | $1000.00           | $470.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1000.00           | $309.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1024.00           | $751.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $12413971.00       | $10307675.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1503.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $1000.00           | $515.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $92371.00          | $54476.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $1000.00           | $226.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $3072.00           | $448.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $648.56            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2038-09-30      | 5.3500%  | N/A     | $10487000.00       | $10560822.65       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1052.00           | $1031.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $971.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $12500000.00       | $11421870.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $934.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1003.00           | $988.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $1000.00           | $618.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $657.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $3000.00           | $1848.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $545.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 2.0000%  | N/A     | $4000.00           | $1860.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1023.00           | $659.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $107931.00         | $100715.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19027572.00       | $16624623.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.5000%  | N/A     | $1000.00           | $141.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $6000.00           | $3806.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1055.00           | $114.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $84095.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $2000.00           | $308.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $792.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $3000.00           | $2323.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 3.0000%  | N/A     | $2500000.00        | $22996.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.0000%  | N/A     | $208888.00         | $132332.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1805301.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1120.00           | $956.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $8000.00           | $2398.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $366999.00         | $103181.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1845676.00        | $1850496.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $28000.00          | $4673.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1001.00           | $607.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $992.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $30091.00          | $88.15             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2002.00           | $2016.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $50000.00          | $31788.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $6000.00           | $4603.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $1000.00           | $106.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1648.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $950.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $1006.00           | $9.51              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $45467072.00       | $39293928.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1066932.00        | $309735.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 3.5000%  | N/A     | $3000.00           | $611.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2000.00           | $809.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 7.0000%  | N/A     | $1001.00           | $558.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1034.00           | $145.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2997203.00        | $2546913.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $1079979.00        | $184984.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $127454.00         | $101960.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $769.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $1500000.00        | $11238.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $2000.00           | $994.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1047.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1952238.00        | $2049776.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1000.00           | $801.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $84734.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2184.00           | $1764.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $12398776.00       | $12085182.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2000.00           | $1388.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $995.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $906.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $845.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $194000.00         | $31303.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $1000.00           | $247.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1397000.00        | $104999.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1056.00           | $1056.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $150.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $961.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $1000.00           | $568.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1008.00           | $817.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.0000%  | N/A     | $4410000.00        | $394756.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $3024.00           | $2796.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3130.00           | $3182.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $1000.00           | $163.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2000.00           | $1958.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1032.00           | $965.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $8152869.00        | $6664716.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $7713.00           | $978.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $934.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $853.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $433836.00         | $408201.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $3029.00           | $2932.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $637.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 6.5000%  | N/A     | $1000.00           | $136.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1000.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $3008.00           | $89.77             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $10000000.00       | $10015894.64       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $6000.00           | $3593.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $752.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $910.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $6281415.00        | $6410492.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $1000.00           | $122.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $38034.00          | $24430.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $137.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9059000.00        | $7506591.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $3000.00           | $2303.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1025.00           | $1034.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3100.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $119.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1330144.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $1000.00           | $329.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $876.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $769.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $707051.00         | $720227.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $745.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1001.00           | $891.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $4096.00           | $3268.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $229.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $444.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $756.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $152.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $705.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $3000.00           | $1948.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2017.00           | $1845.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $684975.00         | $596533.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $947.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1183.00           | $935.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $6000.00           | $4565.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1072.00           | $1037.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1248593.00        | $1125351.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.5000%  | N/A     | $300002.00         | $49503.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $792771.00         | $557152.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1746388.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2024.00           | $119.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $3000.00           | $2459.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1113.00           | $568.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.5000%  | N/A     | $1000.00           | $145.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $3072.00           | $2797.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $629.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1832.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $57998.00          | $11994.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2076.00           | $2031.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $660.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $2000.00           | $410.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5136119.00        | $3693469.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1003.00           | $1026.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $2224.00           | $1589.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $30000.00          | $23406.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.0000%  | N/A     | $616392.00         | $26872.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $1987.04           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-24      | 0.0000%  | N/A     | $100.00            | $98.79             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $874.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $650816.00         | $570387.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $630.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $2048.00           | $1211.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $834.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $895.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $920.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1490.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1067.00           | $1051.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $384.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $843.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $77000.00          | $4648.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $720.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 5.0000%  | N/A     | $2040.00           | $63.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1830556.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $41.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.5000%  | N/A     | $6820.00           | $48.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $292.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $2000.00           | $1301.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $11069201.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $331.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $14520783.00       | $14298728.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2048.00           | $1970.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $4099.00           | $3784.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $2000.00           | $1888.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $4096.00           | $3940.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1026.00           | $731.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $892.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $3000.00           | $1819.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.5000%  | N/A     | $1040.00           | $127.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $571.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $2000.00           | $1735.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $6000.00           | $5028.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $782.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1284.00           | $1333.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3434000.00        | $3182200.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.0000%  | N/A     | $1011.00           | $784.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1099089.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1008.00           | $824.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $37007.00          | $3658.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $774.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $362000.00         | $215138.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $26142762.00       | $22428281.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $48949914.00       | $10460828.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $841.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 3.5000%  | N/A     | $2828401.00        | $2755032.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $3000.00           | $2188.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $22030.00          | $3189.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1000.00           | $514.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1045.00           | $1056.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $78000.00          | $58114.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3000.00           | $2442.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.0000%  | N/A     | $1000.00           | $937.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $4000.00           | $1517.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $915.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2015.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1008.00           | $152.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1954.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1073.00           | $71.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $785.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3048.00           | $2837.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $1000.00           | $774.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.0000%  | N/A     | $1000.00           | $95.66             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $1686100.00        | $1084630.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1032.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $1000.00           | $184.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $172.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $826.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $1000.00           | $96.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $77000.00          | $65227.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1010.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $9729343.00        | $7434657.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $75261.00          | $76268.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $14000.00          | $2004.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $731.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $650000.00         | $30724.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $709.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $5000.00           | $3258.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $447.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 4.0000%  | N/A     | $5000.00           | $1268.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $5000.00           | $3853.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1088.00           | $754.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1031.00           | $1029.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $648.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $6000.00           | $4217.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $2048.00           | $878.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $20306.00          | $16319.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $15942919.00       | $7445360.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $152068.00         | $101983.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-20      | 5.0000%  | N/A     | $1999.00           | $301.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1001.00           | $248.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $12000.00          | $1375.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $5000.00           | $3793.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $2000.00           | $1881.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $7736081.00        | $2069938.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1351.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $2000.00           | $1998.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1003.00           | $501.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $952.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1442.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $19384612.00       | $18507822.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 2.5000%  | N/A     | $2000.00           | $1575.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $996.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $6556.00           | $2015.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $1000.00           | $152.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1499497.00        | $1514078.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $1000.00           | $668.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $27000.00          | $7069.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $29163800.00       | $29758317.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $1000.00           | $113.26            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $5000000.00        | $4976360.66        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.5000%  | N/A     | $158000.00         | $21708.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $996.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2048.00           | $414.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $2114.00           | $1476.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2546267.00        | $2606520.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $3018.00           | $1026.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $2000.00           | $321.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $2120.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $219.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $3072.00           | $3095.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $179.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2365159.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $2000.00           | $924.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1004.00           | $192.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.0000%  | N/A     | $4045.00           | $3880.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2560000.00        | $2019136.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $709.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $1026.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $798.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $1019.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $4000.00           | $4016.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $6600240.00        | $6136333.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $160249.00         | $5537.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $51000.00          | $37163.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1232.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $137.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $2020.00           | $1975.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $1011.00           | $162.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $3000.00           | $2020.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $33265.00          | $31557.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $9000.00           | $1298.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2731067.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1040.00           | $906.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2906908.00        | $1716346.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1008.00           | $722.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $958.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $5004.00           | $3805.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2000.00           | $1812.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $5247.00           | $900.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $1091.00           | $535.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1112.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $1008.00           | $711.32            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-01-13      | 4.0300%  | N/A     | $100000.00         | $100524.78         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $1000.00           | $315.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $72.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $3000.00           | $3004.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $959.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $4000.00           | $3123.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $1000.00           | $208.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1004.00           | $775.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $10000.00          | $4927.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $1000.00           | $410.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $3003.00           | $2055.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $129000.00         | $80851.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2133310.00        | $2172201.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1568.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1097.00           | $1111.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1002.00           | $1023.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2016.00           | $119.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $4235712.00        | $4398797.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1003.00           | $310.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5000%  | N/A     | $81042.00          | $842.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $771.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1001.00           | $687.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $1076382.00        | $1001570.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $743.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $66009.00          | $44868.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1016.00           | $955.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $5000.00           | $3845.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $627.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $329.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $2304.00           | $37.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $850000.00         | $67280.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $1000.00           | $586.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1018.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $5000.00           | $3337.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $500000.00         | $512729.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $527.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $10754124.00       | $2353099.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1596.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $2048.00           | $1813.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $51269702.00       | $14142432.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 2.0000%  | N/A     | $2000.00           | $684.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $22262576.00       | $19853939.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $5416221.00        | $5480407.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $951.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $910.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $866.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $498000.00         | $243781.00         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $320100.00         | $318537.91         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $14003.00          | $1886.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $45698.00          | $304.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $738.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1024.00           | $655.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | 4.0000%  | N/A     | $6806000.00        | $6616483.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $19000.00          | $6207.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $805.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $608532.00         | $627117.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $20015.00          | $16220.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $2000.00           | $218.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $15364216.00       | $14272536.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.5000%  | N/A     | $4001.00           | $636.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $4000.00           | $4248.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2048.00           | $1344.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $27001.00          | $5866.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $156.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.5000%  | N/A     | $11999.00          | $748.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2000.00           | $1095.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $1715.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $12275617.00       | $12191727.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2016.00           | $1819.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $130000.00         | $26140.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $100000.00         | $73170.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $2907470.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2304.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 3.0000%  | N/A     | $10002.00          | $7475.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $999.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $291517.00         | $44355.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1406790.00        | $144743.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1019.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $82000.00          | $77016.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $994.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15024.00          | $1672.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $22995515.00       | $21125501.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1190.00           | $1120.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1041.00           | $671.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1217.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1501.00           | $1526.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $322.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $6000.00           | $4703.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $7395000.00        | $2384557.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $957.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $2000.00           | $1883.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $757.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $836.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $431055.00         | $115530.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $684.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5000%  | N/A     | $8000.00           | $421.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $266.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $2024.00           | $1541.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1057.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 5.0218%  | N/A     | $3821.00           | $3570.61           | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $395.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $200000.00         | $99183.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2240650.00        | $2307165.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $582.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $738314.00         | $724164.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $961.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $2048.00           | $1610.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1500.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $50000.00          | $42447.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $826.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1684.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2000.00           | $154.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1063.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $73464886.00       | $62604064.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $3232.00           | $1967.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2016.00           | $1355.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $37000.00          | $11499.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1024.00           | $403.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $2211.00           | $2181.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11645631.00       | $10422165.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2048.00           | $2051.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 4.0000%  | N/A     | $98000.00          | $63242.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $1189710.00        | $1167050.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1513.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $919.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $817.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $49063.00          | $45731.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1026.00           | $860.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2048.00           | $2058.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $2999.00           | $185.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $3000.00           | $2303.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $95272.00          | $69768.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $2001.00           | $348.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $248992.00         | $172639.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $603.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 1.5000%  | N/A     | $1158.00           | $388.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $852.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.0000%  | N/A     | $21435576.00       | $21374734.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1524.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2268525.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $76743.00          | $65115.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $1015.00           | $95.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1044.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $2000.00           | $429.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $3000.00           | $2854.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $1553.00           | $8.61              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $523.83            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $24756200.00       | $25274025.84       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $19274482.00       | $16060209.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $3024.00           | $2261.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1011.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $6048.00           | $4257.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $349000.00         | $134059.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $3019727.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2147065.00        | $2204709.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.0000%  | N/A     | $13004.00          | $291.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1019.00           | $907.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3032.00           | $2669.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $884.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $879.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $330283.00         | $5101.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $1000.00           | $14.96             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $98.67             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1008.00           | $1007.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $264000.00         | $179373.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $448.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1950907.00        | $1778065.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $2000.00           | $245.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $395.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1555.00           | $1474.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $2048.00           | $1973.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1008.00           | $996.67            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-11      | 0.0000%  | N/A     | $113500.00         | $113337.70         | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2073.00           | $1734.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $178.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $582407.00         | $591645.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $18000.00          | $1954.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2498959.00        | $1605629.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $8077665.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $899.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $691.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1003.00           | $726.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $988.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $36000.00          | $3044.17           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-11-13      | 4.1600%  | N/A     | $69446000.00       | $69629935.46       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $520.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $845.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $31564541.00       | $25783933.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $10000.00          | $7294.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $858.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $3000.00           | $2151.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $57.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $9649540.00        | $7872636.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1381.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $594.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $977.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $2003.00           | $258.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-15      | 4.0000%  | N/A     | $25963797.00       | $2118435.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $11000.00          | $9281.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1001.00           | $1049.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $21800000.00       | $16321853.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1345.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1555.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1147.00           | $1120.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $3180797.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $25249901.00       | $19717118.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1043.00           | $1047.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $2000.00           | $1750.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $555.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $2000.00           | $1306.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $4054.00           | $3690.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $758.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $6000.00           | $3948.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $28344750.00       | $29304517.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $1001.00           | $750.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $1000.00           | $659.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $4000.00           | $2716.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $6000.00           | $2990.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $4000.00           | $3220.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $13216488.00       | $10630537.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $337324.00         | $43673.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $224.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $2000.00           | $225.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1024.00           | $1006.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2482.00           | $2492.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2016.00           | $1710.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1033.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $475.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $47416.00          | $47320.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $25503287.00       | $21350408.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 7.5000%  | N/A     | $1994.00           | $55.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $420.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $890.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1832091.00        | $1755627.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1025.00           | $429.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1043529.00        | $1063051.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $191.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $519.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $930.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $40000.00          | $3933.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 2.5000%  | N/A     | $1000.00           | $680.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $39061.00          | $35165.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $415000.00         | $14346.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $814.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1010.00           | $785.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1414.00           | $1087.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $1000.00           | $926.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.0000%  | N/A     | $3011.00           | $2270.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $2000.00           | $1115.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1008.00           | $537.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $3000.00           | $2137.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $1133412.00        | $1141959.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1569.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $58573.00          | $36556.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $96001.00          | $68737.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 5.0000%  | N/A     | $1000.00           | $737.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $1000.00           | $116.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1002.00           | $102.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1015.00           | $848.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $350.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1016.00           | $1016.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $96.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $2110.00           | $2065.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1003.00           | $303.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $727695.00         | $106899.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1611.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $704.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $340805.00         | $23060.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $820.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $1120.00           | $280.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $1993.00           | $202.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1015.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $118000.00         | $78780.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1001.00           | $117.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2052.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $972670.00         | $791777.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $587000.00         | $455516.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $1000.00           | $110.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $500000.00         | $421008.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $305.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1016.00           | $762.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1483.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2007.00           | $12.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $603.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.5000%  | N/A     | $1006.00           | $22.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 3.0000%  | N/A     | $2000.00           | $1252.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $981.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.5000%  | N/A     | $123000.00         | $96841.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $219.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 4.0000%  | N/A     | $6750000.00        | $584038.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 4.5000%  | N/A     | $1004.00           | $661.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1047.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $20513.00          | $1541.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $658.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.0000%  | N/A     | $1000.00           | $472.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $67153.00          | $66203.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $774.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $918.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $20213661.00       | $14892608.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $747.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1032.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.4890%  | N/A     | $8511228.00        | $6331050.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $1793.00           | $118.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $267988.00         | $8098.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $2000.00           | $678.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $2008.00           | $1631.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $2000.00           | $1894.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $2048.00           | $1720.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $86229.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $765.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2778619.00        | $1519429.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.0000%  | N/A     | $1000.00           | $552.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $944731.00         | $10183.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $8000.00           | $1859.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1047.00           | $817.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $18020459.00       | $17231916.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $690.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $3000.00           | $2574.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $755.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $6000.00           | $2797.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1055.00           | $1090.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1061.00           | $1049.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $4040.00           | $3329.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $98459.00          | $73890.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $417.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2034.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $937.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 4.0000%  | N/A     | $2000.00           | $280.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $865.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $457.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $983.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $6502730.00        | $3724672.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $1008.00           | $965.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $50005982.00       | $37382415.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1015.00           | $999.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $19914848.00       | $18512447.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $699.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 2.5000%  | N/A     | $2000.00           | $342.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $7000.00           | $1420.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $823.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $28509039.00       | $27406091.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $952.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1000.00           | $215.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5006446.00        | $3631859.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $12892563.00       | $12388644.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1416.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $1030000.00        | $16872.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $1035.00           | $273.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1200.00           | $597.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1028.00           | $717.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $352.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $16655000.00       | $14872555.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1008.00           | $1012.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $593.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $250.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1427659.00        | $1105022.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2890.00           | $410.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $888.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $175000.00         | $63930.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $2000.00           | $1201.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $722.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $24314851.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $15777.00          | $14500.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.5000%  | N/A     | $1400000.00        | $162024.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 3.5000%  | N/A     | $2092.00           | $135.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $3129.00           | $3130.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $825.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $3000.00           | $2165.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $1809533.00        | $1770759.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $663.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $877.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1008.00           | $858.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $803.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.1489%  | N/A     | $4834810.00        | $3454762.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $98000.00          | $14356.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $983.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1023.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $2000.00           | $468.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $641969.00         | $481011.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $2000.00           | $1528.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.5000%  | N/A     | $4000.00           | $441.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $745.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $4035.00           | $3864.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $700.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $749.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $821.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1004.00           | $1049.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $673134.00         | $465105.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2000.00           | $356.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $3072.00           | $695.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $175.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $1000.00           | $225.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $19836.00          | $9840.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $3000.00           | $2674.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $7000.00           | $1531.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $813.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $138000.00         | $68894.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $61000.00          | $50699.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $15157091.00       | $12670497.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1000.00           | $209.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $56000.00          | $39435.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $867.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $1001.00           | $228.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 5.5000%  | N/A     | $2000.00           | $460.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $882.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2014.00           | $2071.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $2000.00           | $816.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $232.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $1932119.00        | $667993.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $996.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $94999.00          | $8221.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.0000%  | N/A     | $2000.00           | $628.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $5000.00           | $2705.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 6.0000%  | N/A     | $1000.00           | $848.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.5000%  | N/A     | $2000.00           | $1391.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $2000.00           | $1823.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1010026.00        | $1024789.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $5745000.00        | $1561939.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $997200.00         | $608810.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $232106.00         | $222563.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $2000.00           | $224.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $50000.00          | $42475.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $202000.00         | $30266.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1996.00           | $132.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $2012.00           | $43.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $1024.00           | $739.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $2007.00           | $2000.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $2000.00           | $1969.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $4000.00           | $416.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $2004.00           | $198.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1120.00           | $234.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $828.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $516.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $773.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4037717.00        | $3230475.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $4000.00           | $3385.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2504212.00        | $1383357.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.0000%  | N/A     | $1000.00           | $624.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $2000.00           | $297.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3083.00           | $3182.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $5120.00           | $2147.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $2075694.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2024.00           | $1627.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1133.00           | $1113.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $1000.00           | $585.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.0000%  | N/A     | $1000.00           | $177.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $2346.00           | $1949.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $2048.00           | $1300.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $1036.84           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $1585900.00        | $1615153.99        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $1000.00           | $915.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.5000%  | N/A     | $1156635.00        | $938337.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $572.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $485000.00         | $216763.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.9000%  | N/A     | $1326090.00        | $38212.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $2048.00           | $1550.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $2000.00           | $1639.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $609.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3080.00           | $2153.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $842.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $977.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $585.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $2000.00           | $1164.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $7000.00           | $4729.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $801.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $4095.00           | $1136.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $69000.00          | $51673.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $849.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1911.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $759.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $1785148.00        | $1751646.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $3000.00           | $2511.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $864.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $132.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3153.00           | $3140.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1213.00           | $1225.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $20000.00          | $15155.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 1.5000%  | N/A     | $5000.00           | $1934.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1382.00           | $1205.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $882.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $2049.00           | $345.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.0000%  | N/A     | $1000.00           | $65.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1524504.00        | $1375627.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1196.00           | $1131.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1023.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $5487809.00        | $5521795.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $933.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $3000.00           | $2769.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2277.00           | $2350.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $6000.00           | $4652.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.0000%  | N/A     | $1002.00           | $463.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $5008.00           | $4247.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1001.00           | $837.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2092.00           | $1894.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $625000.00         | $8275.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.8330%  | N/A     | $31337.00          | $215.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3671610.00        | $668835.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $514.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $1014.00           | $424.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2048.00           | $1969.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.5000%  | N/A     | $238000.00         | $188353.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $125000.00         | $74797.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $681.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $2000.00           | $1371.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $200000.00         | $72579.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $828.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $540.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $8000.00           | $5436.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1085.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $3000.00           | $597.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-25      | 6.5000%  | N/A     | $2001.00           | $1827.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1001.00           | $819.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1017.00           | $138.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $2040.00           | $1506.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $1024.00           | $990.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $1020.00           | $253.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $56873496.00       | $11342557.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.5000%  | N/A     | $1000.00           | $739.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $879.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3104.00           | $3059.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $2000.00           | $946.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1051.00           | $1063.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $31500000.00       | $22442392.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $5000000.00        | $232896.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $444079.00         | $347755.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $1000.00           | $422.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $1000.00           | $18.99             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $3046.00           | $2516.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $239319.00         | $5341.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3000.00           | $2214.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1040.00           | $506.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $882755.00         | $917543.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $9000.00           | $7290.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $6000.00           | $4202.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1576.00           | $1278.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1038.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1000.00           | $164.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 2.0000%  | N/A     | $3000000.00        | $1475499.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $246000.00         | $183027.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1034.00           | $699.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $6000.00           | $5666.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.0000%  | N/A     | $12999.00          | $251.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $759.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $14000.00          | $5292.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $694.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.5000%  | N/A     | $1000.00           | $254.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2473083.00        | $920167.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $2000.00           | $167.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1019948.00        | $994653.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $12000.00          | $2873.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 3.5000%  | N/A     | $1000.00           | $733.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.5000%  | N/A     | $12264797.00       | $6684796.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $624.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $75000.00          | $38167.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $2003.00           | $2017.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $876.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.0000%  | N/A     | $2000.00           | $85.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2228.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $73.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $256.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $98000.00          | $63842.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.5000%  | N/A     | $3000.00           | $2089.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.0000%  | N/A     | $91884.00          | $5569.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1022.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $2000.00           | $2107.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1026.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1000.00           | $91.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $956.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1859.00           | $1785.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $1295.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 6.0000%  | N/A     | $1000.00           | $843.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $823.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1023.00           | $621.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $93825.00          | $94008.40          | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2026-04-17      | 3.9700%  | N/A     | $88900000.00       | $89315064.22       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $224.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $49000.00          | $47793.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $846.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $391079.00         | $2077.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4030.00           | $4160.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.5000%  | N/A     | $1000.00           | $22.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1882.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1014.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $2000.00           | $291.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $807.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $42000.00          | $30273.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4048.00           | $1545.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $822.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1001.00           | $1021.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $1000.00           | $576.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $34286554.00       | $6664877.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $550.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $820.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $147.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $537.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 3.0000%  | N/A     | $1022.00           | $90.32             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $795.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2708.00           | $2546.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $766.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1014.00           | $795.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2077.00           | $1873.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1029.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $98270.00          | $86461.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1049.00           | $1044.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2692164.00        | $2810737.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $50000000.00       | $50863999.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $89000.00          | $42309.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 5.0000%  | N/A     | $46592.00          | $3802.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $1000.00           | $228.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $20634277.00       | $15665340.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1064.00           | $1097.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $663.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2273970.00        | $2332711.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1008.00           | $978.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.0000%  | N/A     | $1000.00           | $900.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1004.00           | $254.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $3104.00           | $2712.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $114.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1776.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9021.00           | $7272.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $742.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $7000.00           | $6585.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $615.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $7215661.00        | $7289170.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1034.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $67000.00          | $31784.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $763.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2001.00           | $1859.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $127477.00         | $129532.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2048.00           | $1699.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $786.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $980585.00         | $966333.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $3000.00           | $1561.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1039.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2048.00           | $2108.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $81.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $4000.00           | $3597.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1869000.00        | $1117836.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $895000.00         | $147525.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $20450216.00       | $14924310.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1026.00           | $1028.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1377.00           | $1017.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $3000.00           | $1164.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.0000%  | N/A     | $2048.00           | $1578.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 6.5000%  | N/A     | $1494169.00        | $1546486.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $5000.00           | $4465.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1120.00           | $297.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.4270%  | N/A     | $182783.00         | $1238.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $94000.00          | $60747.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $2048.00           | $1598.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1040.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $576340.00         | $590891.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $7175.00           | $4958.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $4001.00           | $3554.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $6000.00           | $2720.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1030.00           | $785.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1260.00           | $645.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $3000.00           | $2372.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $8000.00           | $6130.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $4115.00           | $2918.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $720.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $4043.00           | $3232.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $4000.00           | $3486.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $52.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $12998.00          | $136.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $790.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $122645.00         | $117286.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1288.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1020.00           | $937.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $1022.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $2000.00           | $1205.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $340003.00         | $359595.47         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $998000.00         | $748938.90         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $20807396.00       | $20886714.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $5000.00           | $4370.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.0000%  | N/A     | $660620.00         | $654393.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $742.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $2000.00           | $1539.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $69.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $825.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1000.00           | $111.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $839.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 4.0000%  | N/A     | $7683633.00        | $7283022.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $582.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1078.00           | $897.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.0000%  | N/A     | $1007.00           | $44.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $777.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $800.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $876.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2000.00           | $1740.55           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-02-05      | 0.0000%  | N/A     | $24207000.00       | $24032709.60       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1029.00           | $946.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $12000.00          | $10598.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $3072.00           | $1636.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $891.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3091.00           | $3054.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $1004.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $2016.00           | $258.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $1000.00           | $475.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $955982.00         | $810387.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $761222.00         | $766081.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1089.00           | $19.46             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $127563200.00      | $129247206.91      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-06-01      | 3.0000%  | N/A     | $4000.00           | $699.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1024.00           | $794.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $22936501.00       | $18134009.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.0000%  | N/A     | $3000.00           | $432.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1004.00           | $773.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $2000.00           | $119.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $663.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20809917.00       | $14883690.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $1000.00           | $19.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $678.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $2000.00           | $1857.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1004.00           | $1008.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $2000.00           | $1222.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $1011.00           | $838.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $2049.00           | $1118.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $2013.00           | $452.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $8055.00           | $5188.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $17000.00          | $13369.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $5000.00           | $3319.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $1000.00           | $498.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.5000%  | N/A     | $574000.00         | $58459.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $75000.00          | $54665.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $73.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $104000.00         | $86672.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3002.00           | $2708.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $14000.00          | $1249.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $1068.00           | $696.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $110000.00         | $33603.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $15651622.00       | $13059242.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $7168.00           | $7011.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $1054.00           | $377.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $628.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $4191.00           | $27.11             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $357000.00         | $8332.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $876.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.0000%  | N/A     | $1001.00           | $158.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $1016.00           | $967.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3091718.00        | $3081811.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $98357.00          | $54286.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $3000.00           | $2680.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3036.00           | $2563.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $950.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $646.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1504.00           | $979.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $311734.00         | $322668.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $779.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $608.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $201.78            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $2197600.00        | $1704148.22        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $7000.00           | $4685.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.0000%  | N/A     | $3000.00           | $2531.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1024.00           | $779.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $10000.00          | $7370.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-04-08      | 4.1100%  | N/A     | $139600000.00      | $140475117.50      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1007.00           | $732.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1586997.00        | $1584077.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.5000%  | N/A     | $1000.00           | $565.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $528.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 4.0000%  | N/A     | $2500000.00        | $97264.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $908.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $945.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.0000%  | N/A     | $4000.00           | $2910.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2386.00           | $2081.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1193.00           | $1066.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $976.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $732.76            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $17000000.00       | $14868994.84       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $2000.00           | $718.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2326420.00        | $2280413.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $11608619.00       | $10139749.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.5000%  | N/A     | $1000.00           | $271.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $935.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3196987.00        | $2983075.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.0000%  | N/A     | $2000.00           | $172.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $15149442.00       | $14284004.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $3011.00           | $2350.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $11419.00          | $819.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $221000.00         | $137086.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $731.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $4096.00           | $2567.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $816.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2522622.00        | $2283587.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 6.5000%  | N/A     | $1545949.00        | $1599450.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $754.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $2000.00           | $530.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2340.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $8074861.00        | $7203519.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $6000.00           | $5272.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $3027.00           | $2724.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3499446.00        | $3585180.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 4.0000%  | N/A     | $2033225.00        | $171763.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $9993.00           | $995.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1116.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $819.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.5000%  | N/A     | $1000.00           | $12.07             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $771.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $414.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $8000.00           | $6532.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $283234.00         | $10675.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2000.00           | $1787.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8778890.00        | $6991548.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $890.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2000.00           | $1309.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $3000.00           | $2503.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $100000.00         | $65301.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $708.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $4000.00           | $3534.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $2000.00           | $1168.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2240.00           | $349.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $169.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $2000.00           | $1790.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1000.00           | $914.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $851.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2083.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $2000000.00        | $32974.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1018.00           | $1006.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $5000000.00        | $4180398.05        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-10-31      | 4.0218%  | N/A     | $100000000.00      | $100340166.36      | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $2024.00           | $1757.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $983.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $841.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.5000%  | N/A     | $2000.00           | $500.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 6.0000%  | N/A     | $2000.00           | $1667.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $953.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $7000.00           | $3937.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.5000%  | N/A     | $1012.00           | $9.48              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $4048.00           | $3824.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3730.00           | $3253.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $5000.00           | $2793.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $222.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $1000.00           | $429.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $83.43             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1570.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.0000%  | N/A     | $5000.00           | $4246.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 3.5000%  | N/A     | $1000.00           | $51.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2058950.00        | $2129471.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $2016.00           | $1522.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $2048.00           | $1102.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $3360.00           | $2940.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $6000.00           | $638.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $1000.00           | $1067.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $4000.00           | $3400.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2010.00           | $2046.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $15000.00          | $11590.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $1056.00           | $9.05              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $1000.00           | $156.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $362281.00         | $364714.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $898.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1008.00           | $268.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $500000.00         | $35188.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $2016.00           | $1809.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $961.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $250.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2020.00           | $1930.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $30016596.00       | $27562538.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1030.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 1.5000%  | N/A     | $1000.00           | $586.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $64133.00          | $64296.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $7003.00           | $4823.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.0000%  | N/A     | $1000.00           | $839.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $772.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2050.00           | $2017.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $449069.00         | $438075.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 3.5000%  | N/A     | $1000.00           | $381.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $21000.00          | $14739.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $5000.00           | $1168.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $49065.00          | $40179.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.0000%  | N/A     | $3144.00           | $363.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $1200000.00        | $16983.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $729.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $419358.00         | $427085.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1860089.00        | $1898471.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1054.00           | $1053.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1008.00           | $806.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1941.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $812.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1039.00           | $990.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $88.23             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $100000.00         | $27483.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2104.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $693.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2029.00           | $1199.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $749.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $914.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $2007.00           | $113.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $648.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1045.00           | $1049.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $1000.00           | $330.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $1000.00           | $1056.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.0000%  | N/A     | $1000.00           | $310.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $5327.00           | $3701.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $879.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $4000.00           | $3657.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $11000.00          | $3518.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1235770.00        | $1235648.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $2723892.00        | $2601459.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $783121.00         | $336279.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1024.00           | $721.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.5000%  | N/A     | $1692000.00        | $92714.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1067.00           | $914.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 3.5000%  | N/A     | $1024976.00        | $952361.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $18300000.00       | $13654956.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $737.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1030.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1008.00           | $679.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $34000.00          | $7898.74           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $30200.00          | $29852.70          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1024.00           | $770.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1560322.00        | $1266650.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $5152.00           | $4791.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $2025.00           | $1783.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.5000%  | N/A     | $236719.00         | $243456.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $3297.00           | $11.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $11124564.00       | $8025887.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $902.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $906.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $1000.00           | $445.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 6.0000%  | N/A     | $3000.00           | $1735.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $612.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.0000%  | N/A     | $94000.00          | $53061.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $188255.00         | $144365.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1058712.00        | $1083783.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $1000.00           | $446.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1511.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $2000.00           | $1181.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3072.00           | $2596.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1001.00           | $161.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $14023.00          | $42.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $811.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $534.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $4020.00           | $3414.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $775.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $3000.00           | $1971.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 4.5000%  | N/A     | $1000.00           | $568.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $244.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $806.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $245.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $789.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1048.00           | $539.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $2000.00           | $350.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $2000.00           | $1396.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3096219.00        | $3160725.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $2091.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $897.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 3.5000%  | N/A     | $46168.00          | $63.32             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $100000.00         | $101848.47         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $5000.00           | $4219.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $3328247.00        | $1651167.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | 2.5000%  | N/A     | $9000.00           | $6584.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $592.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $1102.00           | $948.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $687.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2000.00           | $1416.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-25      | 5.0857%  | N/A     | $50000000.00       | $50450740.29       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $718.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1032.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $200000.00         | $29783.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $4000.00           | $2165.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1050.00           | $742.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $61131.00          | $49382.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2003.00           | $2085.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $431.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $881.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $973.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5798212.00        | $6066122.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $655.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1086035.00        | $1003953.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0718%  | N/A     | $34382924.00       | $32169928.29       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-08-01      | 2.0000%  | N/A     | $2000.00           | $698.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $3000.00           | $1332.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $898.97            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-11-10      | 3.5000%  | N/A     | $19567000.00       | $19575766.02       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $324058.00         | $3595.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $2000.00           | $1688.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $10000.00          | $517.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $97000.00          | $60211.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $4000.00           | $776.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $724.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $667.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $978.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $30000.00          | $7517.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $46103072.00       | $33189962.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $592.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $1023.00           | $145.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $997.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $538.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $813.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1922.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $1000.00           | $316.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $761.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.0000%  | N/A     | $1000.00           | $138.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $2000.00           | $1559.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $34464000.00       | $31518541.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $129.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $183.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $34635343.00       | $31997976.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $790644.00         | $819319.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $10000.00          | $3196.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $2004.00           | $19.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $2000.00           | $1863.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $740.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3253450.00        | $46290.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1964850.00        | $1983036.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $1000.00           | $33.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3000.00           | $2484.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $1000.00           | $744.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.5000%  | N/A     | $1008.00           | $688.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $4189.00           | $3546.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17812344.00       | $17191624.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $1000.00           | $16.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $5211.00           | $553.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $198.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1390.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1003968.00        | $1053376.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2048.00           | $2000.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1008.00           | $969.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 2.5000%  | N/A     | $1000.00           | $806.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $8269140.00        | $6272930.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $10000.00          | $7802.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $10090.00          | $2743.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $692.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $1008.00           | $418.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $10878955.00       | $1009714.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3299489.00        | $2479402.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $424.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $600.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $714.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2834088.00        | $2833219.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $437592.00         | $433348.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $1000.00           | $564.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2006.00           | $1750.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $32250000.00       | $10463248.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $2048.00           | $841.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1007.00           | $1093.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $6000.00           | $4616.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $676.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $50000.00          | $44895.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13757.00          | $1775.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5594409.00        | $4292005.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3071.00           | $2539.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $2045.00           | $3.54              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2008.00           | $1292.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $2048.00           | $1732.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $1003.00           | $538.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1024.00           | $993.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1040.00           | $917.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $5790000.00        | $4760095.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $211.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $603.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2048.00           | $2096.17           | Agency Mortgage-Backed Securities         |

### Security 19: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $520000000.00
- **C.18.a - Value (excl. sponsor support):** $520000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26PE7
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Fitch Long Rating: A-; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $93107170.88       | $68670914.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $177750.00         | $43843.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $17458371.88       | $8577472.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $4418873.14        | $1517074.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $4472487.50        | $1264873.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $50633878.13       | $42597572.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $193552700.00      | $203395135.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $5924400.00        | $5916706.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $104375000.00      | $115780443.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $74742000.00       | $67131654.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $3022860.64        | $1115855.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6675949.88        | $2556688.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $65182200.00       | $70592846.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $6022277.64        | $4285241.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $45954678.13       | $39435593.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $38920800.00       | $53171835.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $53015800.00       | $63867032.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $5247612.64        | $4811630.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $157524800.00      | $212169336.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $9645141.64        | $8522080.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $966435.64         | $315672.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3989340.64        | $1549938.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $13490710.64       | $11692830.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $14934696.89       | $10230521.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $4040535.64        | $1959809.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $72219028.13       | $64421034.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $17118500.00       | $22770932.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $29207810.64       | $17794040.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $4289937.50        | $1160024.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $45595232.88       | $14710845.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $925062.50         | $267146.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $43531555.88       | $35881842.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $30262000.00       | $37220578.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $16288937.50       | $4323735.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $94088854.88       | $67769285.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $10050850.00       | $2564876.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $100115100.00      | $123141579.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $24376010.64       | $20302364.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $6741250.00        | $1691399.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $8577610.64        | $5801132.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $86000000.00       | $38733454.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $21587400.00       | $24386322.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $43335550.00       | $11423250.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $106599900.00      | $140152281.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $23704673.14       | $18506996.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $19322310.64       | $15765981.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $170943100.00      | $183032267.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $76136376.88       | $57439109.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $14639610.64       | $10925892.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $4938748.14        | $4606567.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $21123921.88       | $10674889.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $64792653.13       | $56710158.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $53854896.05       | $43472426.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $63286371.88       | $22545137.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $20793750.00       | $5374269.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $26653210.64       | $10885464.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $10034050.00       | $2803995.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $26963571.88       | $10068062.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $10883573.14       | $8689912.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $13213521.88       | $4482238.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $45000000.00       | $20606715.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $25834340.14       | $8238829.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $39384385.64       | $37394174.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $19303600.00       | $19873277.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $25974173.14       | $9149584.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $5037860.64        | $1566170.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $4731772.51        | $1401200.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $67817610.64       | $39115231.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $85017000.00       | $100120405.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $89528100.00       | $94894053.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $17369512.13       | $15783866.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $2288875.00        | $669045.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $41038810.64       | $26357750.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $78406868.13       | $77778829.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $3740917.64        | $1570369.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $4456860.64        | $1608347.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $78672396.88       | $62099191.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $31538688.88       | $19987423.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $1028673.14        | $485097.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $1244750.00        | $343517.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $62416629.88       | $38560806.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $82936854.88       | $49917868.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $17967300.00       | $18597418.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $50068053.13       | $46309694.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $9485985.64        | $5010734.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $99242800.21       | $96707742.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $78804179.38       | $34522850.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $3430625.00        | $895324.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $46966703.13       | $44188387.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $56545800.00       | $68105231.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $12561435.64       | $10676290.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $82644996.88       | $45611360.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $90000000.00       | $86194800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $29048.14          | $12935.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $4514910.64        | $2532210.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $83698623.88       | $54486464.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $4383271.88        | $1524151.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $65409824.88       | $37237813.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $4221661.26        | $1281569.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $7939500.00        | $2036029.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $28512923.14       | $9552342.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $5229846.88        | $1566255.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $66232846.88       | $38753832.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $128871700.00      | $137813989.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $31363474.38       | $12971462.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $4245235.64        | $2115001.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $9143921.88        | $3332035.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $18928435.64       | $17046703.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $984360.64         | $372610.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $52599226.38       | $21189440.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $4255298.14        | $1838327.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $5256446.88        | $1615216.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $513400.00         | $555411.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $26781375.00       | $7331669.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $76754389.88       | $53931318.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $5544410.64        | $3845547.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $5496900.00        | $7011429.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $5529032.88        | $2173490.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $18351610.64       | $12100776.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $14553750.00       | $4155837.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $80000000.00       | $61763040.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $3489860.64        | $1388905.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $4791235.64        | $4628022.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $82488400.00       | $90780927.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $5470037.14        | $4176920.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $151000.00         | $37666.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $15132065.88       | $7873955.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $9728750.00        | $2467201.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $7619175.00        | $2044605.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $59986100.00       | $68002502.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $80600600.00       | $85702101.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $10720510.64       | $7813429.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $4868110.64        | $2892753.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $18845221.88       | $6234508.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $11601810.64       | $5952204.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $50000000.00       | $21279350.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $13234908.64       | $8276754.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $22562110.64       | $22176591.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $15684514.38       | $7495739.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $7597810.64        | $4135997.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $31774696.88       | $17046807.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $12403059.38       | $5756024.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $5267221.88        | $1658253.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $23978396.88       | $16018168.58       | U.S. Treasuries (including strips) |

### Security 21: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2390370792.00
- **C.18.a - Value (excl. sponsor support):** $2390370792.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: AA; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2036-07-25      | 5.5000%  | N/A     | $835400.00         | $848922.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $9073000.00        | $2263645.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 1.7520%  | N/A     | $1500000.00        | $1412169.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $19443456.00       | $19870142.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-10-25      | 6.5000%  | N/A     | $424616.00         | $8946.11           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.5218%  | N/A     | $117879000.00      | $86323409.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $16320000.00       | $16124895.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-07-25      | 10.6019% | N/A     | $45476000.00       | $19447221.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $250000.00         | $239956.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 10.3163% | N/A     | $59645440.00       | $18015706.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.1989%  | N/A     | $39995900.00       | $37441114.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $3733100.00        | $3977455.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.1989%  | N/A     | $50000000.00       | $34649221.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-07-15      | 7.0000%  | N/A     | $699997.00         | $1931.92           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 5.5000%  | N/A     | $118811904.00      | $104758577.73      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-03-20      | 4.6704%  | N/A     | $502000.00         | $4540.44           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-08-20      | 5.2204%  | N/A     | $9769440.00        | $5587986.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 2.0000%  | N/A     | $750000.00         | $433748.25         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-08-25      | 5.5000%  | N/A     | $14277984.00       | $14595198.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.2489%  | N/A     | $50000000.00       | $49181492.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $100000000.00      | $72197104.93       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 3.0000%  | N/A     | $24592096.00       | $21155564.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 5.0000%  | N/A     | $5420000.00        | $4258303.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-20      | 4.5142%  | N/A     | $5262000.00        | $1407343.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $645000.00         | $544636.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-07-20      | 3.8600%  | N/A     | $4400000.00        | $250766.21         | Agency Collateralized Mortgage Obligation |

### Security 23: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RD8, C.4 - ISIN: US3130B7RD87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999905670.00
- **C.18.a - Value (excl. sponsor support):** $999905670.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2994120986.88
- **C.18.a - Value (excl. sponsor support):** $2994120986.88
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YH3, C.4 - ISIN: US3130B6YH36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999986930.00
- **C.18.a - Value (excl. sponsor support):** $999986930.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3760635945.14
- **C.18.a - Value (excl. sponsor support):** $3760635945.14
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001SV2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Long Rating: A1; Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $56655006.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $43999800.00       | $544614.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2597681.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224996900.00      | $17709535.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1932325.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9656116.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $6042502.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $26554008.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3415912.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $100000000.00      | $101244500.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $50000000.00       | $31093188.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $2046036.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $150000000.00      | $24862891.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $61287446.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $862382.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $646781.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $4092956.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1526088.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $309998000.00      | $84308165.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6524875.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1273152.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $150000000.00      | $7281468.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $25008000.00       | $25408988.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $50000000.00       | $14674616.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $2046026.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $4159788.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000000.00      | $11779046.00       | Agency Mortgage-Backed Securities |

### Security 28: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $899963892.00
- **C.18.a - Value (excl. sponsor support):** $899963892.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80000039.20
- **C.18.a - Value (excl. sponsor support):** $80000039.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $990288890.00
- **C.18.a - Value (excl. sponsor support):** $990288890.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2968637651.15
- **C.18.a - Value (excl. sponsor support):** $2968637651.15
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86N7, C.4 - ISIN: US3130B86N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949990794.50
- **C.18.a - Value (excl. sponsor support):** $949990794.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $427865669.91
- **C.18.a - Value (excl. sponsor support):** $427865669.91
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954988692.80
- **C.18.a - Value (excl. sponsor support):** $954988692.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02JL8
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: AA; Moody's Long Rating: Aa2; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $817116700.00      | $861857188.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $9700000.00        | $10028011.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $1041999000.00     | $1082012351.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $400000000.00      | $380139630.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $207278000.00      | $211924598.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $1431295000.00     | $1294631896.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $60000000.00       | $58963541.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $82830000.00       | $85022116.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $512378500.00      | $516388725.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $88100000.00       | $90596433.20       | U.S. Treasuries (including strips) |

### Security 36: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A28, C.4 - ISIN: US3130B8A289, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997600.00
- **C.18.a - Value (excl. sponsor support):** $249997600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008Q59
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $9699146.00        | $170021.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $803892.00         | $503585.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $2620627.00        | $2632182.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $1786610.00        | $1779936.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $25000.00          | $1256.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $139000.00         | $127081.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $18321668.00       | $18019213.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 5.0000%  | N/A     | $290000.00         | $526.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $118000.00         | $13412.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.5000%  | N/A     | $565000.00         | $58298.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1987066.00        | $159750.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3277517.00        | $3305218.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $300000.00         | $268969.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $795000.00         | $462417.50         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1949380.00        | $1885513.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $6605724.00        | $766691.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $9422533.00        | $9620747.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $89292.00          | $56648.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $5618371.00        | $4997154.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1043864.00        | $1108322.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $1300000.00        | $661005.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $6055736.00        | $4403649.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.0000%  | N/A     | $3948267.00        | $2987505.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $3981000.00        | $782081.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $3175977.00        | $2759888.09        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $38459.99          | $16368.07          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 3.0000%  | N/A     | $325000.00         | $14730.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1675854.00        | $1620831.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.0000%  | N/A     | $960000.00         | $84814.53          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1112538.00        | $1021444.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.5000%  | N/A     | $2581683.00        | $2385879.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.5000%  | N/A     | $1060457.00        | $52174.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $5000.00           | $4836.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.5000%  | N/A     | $1500000.00        | $108450.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $168191109.00      | $173767772.23      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.5000%  | N/A     | $101107.00         | $9210.42           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $320000.00         | $22956.85          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $44000.00          | $31010.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $4688636.00        | $3947913.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $535000.00         | $65674.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $20530000.00       | $20586820.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.0000%  | N/A     | $1240000.00        | $223046.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $18000.00          | $2539.84           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.0000%  | N/A     | $400000.00         | $29109.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1086725.00        | $1121979.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $940924.00         | $686896.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $44712.00          | $33663.17          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $10604191.00       | $10661178.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $20000.00          | $1899.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4583039.00        | $4761036.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $58000.00          | $11866.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.0000%  | N/A     | $3486000.00        | $114541.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.0000%  | N/A     | $61466.00          | $6632.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $33000.00          | $3914.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5000%  | N/A     | $425000.00         | $49397.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $7571186.00        | $7752990.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $235000.00         | $7775.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $2543745.00        | $1575429.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $11728664.00       | $10096995.72       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 1.5000%  | N/A     | $28522798.00       | $8194766.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $76000.00          | $11010.79          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $28910000.00       | $18289163.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $40000.00          | $33856.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1300807.00        | $1197713.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.5000%  | N/A     | $40000.00          | $3779.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.0000%  | N/A     | $210000.00         | $5724.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $35390498.00       | $27537542.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1075751.00        | $1075014.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $24606707.00       | $19491986.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 5.5000%  | N/A     | $712000.00         | $1133.61           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $320737899.00      | $47645427.46       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 4.0000%  | N/A     | $475000.00         | $42087.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 3.5000%  | N/A     | $101779.00         | $16987.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 1.5000%  | N/A     | $700000.00         | $367635.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $61690239.00       | $47714518.32       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.0000%  | N/A     | $610000.00         | $81622.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $2203315.00        | $1862587.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5586911.00        | $4325791.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1293000.00        | $1216755.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1098850.00        | $1102760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $1922756.00        | $127629.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $22505439.00       | $21815844.29       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.5000%  | N/A     | $1165000.00        | $26984.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $100000.00         | $83921.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $505387.00         | $509324.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $11677293.00       | $2524369.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $467047.00         | $428207.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $2989032.00        | $2637071.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $550000.00         | $77362.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $45000.00          | $4385.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3408057.00        | $3480217.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $3675982.00        | $3630581.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $40000.00          | $34604.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 2.0000%  | N/A     | $480000.00         | $129195.72         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $15000.00          | $1551.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2564000.00        | $2138337.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $390000.00         | $1328.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.5000%  | N/A     | $223104.00         | $154548.50         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 7.0000%  | N/A     | $585984.00         | $5354.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $6681745.00        | $6855762.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $375612.00         | $359132.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1917146.00        | $2033952.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2550681.00        | $2602112.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $2938000.00        | $628598.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.5000%  | N/A     | $115278.00         | $4590.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 4.0000%  | N/A     | $2260000.00        | $268865.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $170000.00         | $6072.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $4103359.00        | $4256010.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $53869543.00       | $13249766.31       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000922.00        | $1065174.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.5000%  | N/A     | $1027309.00        | $945546.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1058801.00        | $85506.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $260000.00         | $37596.39          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1035000.00        | $93271.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $258850.00         | $217772.91         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $2838918.00        | $217399.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $1992092.00        | $1935504.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 6.0000%  | N/A     | $98926.00          | $518.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1080681.00        | $1012119.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $200000.00         | $117087.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $150161950.00      | $27901872.06       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $1909000.00        | $166847.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1747538.00        | $1828348.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $220966.00         | $183845.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 3.0000%  | N/A     | $117000.00         | $11259.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $861805.00         | $770363.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 3.5000%  | N/A     | $1950000.00        | $195572.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $61828220.00       | $2148462.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $225000.00         | $204853.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.5000%  | N/A     | $5335590.00        | $5389924.85        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1809078.00        | $1913847.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $19000.00          | $15199.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $1415000.00        | $344004.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $10000.00          | $6734.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $4717712.00        | $4360633.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $10000.00          | $939.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2704292.00        | $2470357.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $632000.00         | $450634.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 6.5000%  | N/A     | $5695516.00        | $4930239.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $12021000.00       | $10085210.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2823156.00        | $2215396.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $9609810.00        | $3400724.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 5.5000%  | N/A     | $3541067.00        | $2903702.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $9000.00           | $6580.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $15000.00          | $11184.36          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $45000.00          | $29755.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.5000%  | N/A     | $5000.00           | $1855.37           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $653.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.5000%  | N/A     | $829000.00         | $412108.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $385144.00         | $29249.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $495053.00         | $11075.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 4.0000%  | N/A     | $55375000.00       | $34768850.15       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $33000.00          | $24407.18          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.0000%  | N/A     | $5550000.00        | $202902.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $168350.00         | $148961.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2500000.00        | $443332.32         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.0000%  | N/A     | $1329702.00        | $2390.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 2.5000%  | N/A     | $695000.00         | $184259.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $45888446.00       | $42906392.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $5750000.00        | $3551424.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $79543.00          | $67862.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $60000.00          | $33249.07          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $2255000.00        | $375143.91         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $723160442.00      | $726232948.44      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $532126.00         | $266827.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $110000.00         | $7917.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $125000.00         | $100418.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2632339.00        | $2693633.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $200000.00         | $201960.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $765048.00         | $476051.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $3281303.00        | $3199995.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $31642568.00       | $20375248.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $35000.00          | $4404.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1040767.00        | $1106257.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $50567419.00       | $52963758.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $773850.00         | $559257.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1114401.00        | $1139141.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 3.5000%  | N/A     | $1050000.00        | $3212.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $225714.00         | $117232.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $1581504.00        | $128963.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $7955011.00        | $2210329.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $443316.00         | $437275.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | 1.5000%  | N/A     | $1080363.00        | $618792.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 2.5000%  | N/A     | $390000.00         | $24435.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $10598233.00       | $8526850.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $771.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 3.5000%  | N/A     | $754551.00         | $7819.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $2982263.00        | $815391.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1633000.00        | $234484.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $2300000.00        | $173234.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $300000.00         | $121691.72         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 5.5000%  | N/A     | $140579.00         | $1596.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $128000.00         | $69037.61          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 2.5000%  | N/A     | $8000.00           | $523.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2191016.00        | $1519577.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1455376.00        | $1341944.31        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.5000%  | N/A     | $1025000.00        | $447789.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $1385000.00        | $13620.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $240000.00         | $198750.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4162000.00        | $484108.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $4086000.00        | $394199.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $9882140.00        | $7605167.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.5000%  | N/A     | $1855900.00        | $1892533.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $69158023.00       | $59783445.51       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $966909.00         | $59990.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $35834928.00       | $5886571.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1155083.00        | $1139203.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $40632765.00       | $29414616.50       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6268617.00        | $6548750.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $3323118.00        | $2142658.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $265000.00         | $10794.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 7.0000%  | N/A     | $17968684.00       | $18752423.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $435657.00         | $344722.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $180000.00         | $1076.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $900000.00         | $102195.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $69198538.00       | $62910592.50       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $14489356.00       | $3991497.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $2061527.00        | $104642.84         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-04-01      | 6.5000%  | N/A     | $1000000.00        | $512.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $6883345.00        | $5353832.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $848.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.5000%  | N/A     | $10000.00          | $7531.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 7.0000%  | N/A     | $400000.00         | $4073.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $10576832.00       | $9681332.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $11776957.00       | $11821811.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $250000.00         | $14905.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $31864944.00       | $30613725.44       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $7876840.00        | $2709962.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $4987177.00        | $4229546.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1239400.00        | $1259364.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $19000.00          | $14825.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.5000%  | N/A     | $10235081.00       | $2479625.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.0000%  | N/A     | $9000.00           | $1940.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $419105.00         | $45402.62          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1637151.00        | $286799.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1554057.00        | $1368484.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 3.0000%  | N/A     | $900000.00         | $30747.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $913000.00         | $7261.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $24503894.00       | $4524884.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $4000000.00        | $3336487.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $100000.00         | $98493.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $42215.00          | $36286.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $2010000.00        | $68089.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 6.0000%  | N/A     | $264930.00         | $260470.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $20215285.00       | $3369065.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.5000%  | N/A     | $2200000.00        | $63281.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $1701000.00        | $113734.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 3.0000%  | N/A     | $735000.00         | $73933.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $34093910.00       | $34714453.26       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $26378000.00       | $21426399.64       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $5592201.00        | $4135702.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $106617092.00      | $90510739.62       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1040341.00        | $1102391.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $582875.00         | $333453.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $4540074.00        | $3756669.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $506986.00         | $24195.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $1400000.00        | $180975.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $12000.00          | $2515.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2629971.00        | $2739611.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.5000%  | N/A     | $2193912.00        | $1041352.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $12811678.00       | $10893597.69       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $19580482.00       | $3096446.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 2.5000%  | N/A     | $275000.00         | $14836.29          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 4.0000%  | N/A     | $50000.00          | $3411.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.0000%  | N/A     | $13212128.00       | $2408285.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $100000.00         | $54786.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.5000%  | N/A     | $100000.00         | $11027.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 4.5000%  | N/A     | $275000.00         | $8777.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.5000%  | N/A     | $298000.00         | $52988.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $1752376.00        | $1791612.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $49380993.00       | $48648338.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 7.0000%  | N/A     | $616000.00         | $4845.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1382400.00        | $1392086.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 2.0000%  | N/A     | $295000.00         | $11495.91          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 6.0000%  | N/A     | $740508.00         | $1150.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $5498667.00        | $5717109.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.0000%  | N/A     | $98998.00          | $796.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.5000%  | N/A     | $537500.00         | $57176.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.0000%  | N/A     | $809675.00         | $9068.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $104946.00         | $49559.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $1321150.00        | $1077012.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $39043400.00       | $24742978.44       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | 3.5000%  | N/A     | $25341028.00       | $24507731.07       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 4.0000%  | N/A     | $945000.00         | $645212.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $83505538.00       | $70630941.26       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $3854050.00        | $3996785.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $18246465.00       | $17460151.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1851811.00        | $1920122.53        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1750000.00        | $265660.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $206807213.00      | $182276865.23      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $131558546.00      | $111789153.32      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1776200.00        | $1781984.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $2300000.00        | $1702.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $72735504.00       | $39122561.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $226915.00         | $170333.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $195000.00         | $37331.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $264480631.00      | $251209538.49      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $2053131.00        | $2070763.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $2254703.00        | $2263813.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $100000.00         | $69691.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $1000000.00        | $395086.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1644372.00        | $1674810.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $23000.00          | $4991.79           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $37000.00          | $2014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $23544224.00       | $21370845.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $11739720.00       | $11778461.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $2885000.00        | $2029481.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $78000.00          | $9954.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.5000%  | N/A     | $2092774.00        | $283296.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 6.0000%  | N/A     | $1019888.00        | $1043784.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5213552.00        | $5457442.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $2564950.00        | $266464.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 1.5000%  | N/A     | $509642.00         | $377451.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $167045.00         | $121093.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2620073.00        | $2776132.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $105000.00         | $19985.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 2.5000%  | N/A     | $750000.00         | $51412.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.0000%  | N/A     | $2024406.00        | $1638923.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $65436932.00       | $55236804.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1231250.00        | $1260151.43        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3127507.00        | $3203871.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $77992905.00       | $61684204.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $12937798.00       | $12823551.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $115000.00         | $12488.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1275188.00        | $813076.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $8908745.00        | $6755788.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 3.5000%  | N/A     | $550000.00         | $82113.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $3504708.00        | $3417270.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2642068.00        | $2540666.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $739499.00         | $111515.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $172043040.00      | $143074668.50      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3450000.00        | $3515826.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $100000.00         | $3632.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.5000%  | N/A     | $247910.00         | $1856.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $59602.00          | $42841.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $120131144.00      | $93187776.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.5000%  | N/A     | $3680982.00        | $3600129.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $761016.00         | $559288.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2647860.00        | $2749852.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $39000.00          | $27959.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.0000%  | N/A     | $4046000.00        | $749992.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $21875680.00       | $15133591.18       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $59166367.00       | $61473263.65       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2371027.00        | $2442288.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.5000%  | N/A     | $650000.00         | $11087.96          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $1161251.00        | $1160943.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.0000%  | N/A     | $12000.00          | $10008.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $31770845.00       | $22964904.84       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2300000.00        | $408721.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1951555.00        | $2048638.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $500000.00         | $9903.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $357000.00         | $295322.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $6285000.00        | $5692719.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 6.0000%  | N/A     | $510000.00         | $786.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.5000%  | N/A     | $10129325.00       | $9299656.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $4475000.00        | $215012.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $376000.00         | $72631.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-15      | 5.5000%  | N/A     | $50240983.00       | $42058976.31       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 3.5000%  | N/A     | $22000.00          | $1697.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $624068.00         | $515470.75         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.0000%  | N/A     | $5996000.00        | $540871.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $21788494.00       | $15509959.14       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $29695624.00       | $28652788.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1601177.00        | $1607527.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 3.0000%  | N/A     | $75000.00          | $6238.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $24827785.00       | $23651491.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $800000.00         | $74788.58          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 2.0000%  | N/A     | $500000.00         | $23864.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $225000.00         | $16252.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $9489755.00        | $9735568.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $4050169.00        | $3049765.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $38000.00          | $6840.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1941641.00        | $1886130.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1176490.00        | $1209285.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1522433.00        | $1389684.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1063513.00        | $1036881.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.0000%  | N/A     | $5491000.00        | $272167.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.0000%  | N/A     | $5833000.00        | $719229.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $10368377.00       | $10330760.12       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.5000%  | N/A     | $100000.00         | $6244.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $740000.00         | $21248.46          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $465000.00         | $51877.65          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 4.0000%  | N/A     | $5000.00           | $982.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $27771490.00       | $28864881.33       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $200000.00         | $19036.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.0000%  | N/A     | $2612021.00        | $373600.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1042478.00        | $1040847.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $120000.00         | $5158.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $250000.00         | $53415.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $14812613.00       | $14456976.97       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $3152344.00        | $19816.09          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $21000.00          | $2498.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $33031600.00       | $24979579.77       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $32094.00          | $20178.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 4.5000%  | N/A     | $760000.00         | $10756.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $373330.00         | $271332.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1147105.00        | $1202155.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $67309315.00       | $1743388.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $7116153.00        | $6986867.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2009555.00        | $1671029.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $7000200.00        | $8643.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 4.0000%  | N/A     | $110000.00         | $7644.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $80000.00          | $47510.41          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $100000.00         | $9725.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1001567.00        | $1030707.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $945000.00         | $843766.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4573445.00        | $4148867.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1130779.00        | $1176667.05        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $87102224.00       | $85511518.73       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $5683000.00        | $4179461.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.0000%  | N/A     | $58900000.00       | $6836662.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $1039777.00        | $1041750.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $10822685.00       | $1953182.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 3.0000%  | N/A     | $1148000.00        | $475789.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.5000%  | N/A     | $47024369.00       | $4926970.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1022183.00        | $1075730.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.0000%  | N/A     | $319953.00         | $46672.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $239000.00         | $128370.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $3938596.00        | $3839129.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 5.5000%  | N/A     | $1000000.00        | $5301.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $285000.00         | $211660.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $10139750.00       | $10374558.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2432175.00        | $2526551.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $19004276.00       | $7181509.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $33547.00          | $5414.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3003941.00        | $3012846.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $4041616.00        | $2337351.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $134816295.00      | $129208122.75      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $8100000.00        | $7370909.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.0000%  | N/A     | $991108.00         | $465869.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1039508.00        | $970768.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $254462.00         | $180011.85         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $300000.00         | $31503.33          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 4.0000%  | N/A     | $650000.00         | $76018.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $5383300.00        | $5637253.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $105000.00         | $17328.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $660000.00         | $563738.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $396806.00         | $252454.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $100000.00         | $1490.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2500000.00        | $399805.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $10908008.00       | $10961773.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1524898.00        | $1563381.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $30000.00          | $28265.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 7.0000%  | N/A     | $1700000.00        | $34553.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $4500000.00        | $4519867.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1091262.00        | $1074226.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $252833.00         | $207244.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1042995.00        | $1097289.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 5.0000%  | N/A     | $700000.00         | $97674.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $8000.00           | $5217.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $725937.00         | $426777.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $15454413.00       | $14204389.56       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $9117096.00        | $6772204.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $230684.00         | $1856.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $10000.00          | $1652.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $10000.00          | $1762.02           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $144000.00         | $34167.26          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $9192991.00        | $8857626.22        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3683563.00        | $3780495.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $115000.00         | $11515.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $400000.00         | $329666.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $3319204.00        | $2759673.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $109000.00         | $33297.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $1784205.00        | $1487575.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $71330751.00       | $32371464.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $1180749.00        | $1017546.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.5000%  | N/A     | $365000.00         | $871.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $721.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 3.0000%  | N/A     | $100000.00         | $606.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $4312677.00        | $795781.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $500000.00         | $213679.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $67834.00          | $27598.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $85728751.00       | $75373547.62       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.5000%  | N/A     | $485000.00         | $148372.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $929748.00         | $602076.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $103000.00         | $11480.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2979470.00        | $808954.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.5000%  | N/A     | $31457.00          | $1278.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.5000%  | N/A     | $119000.00         | $18038.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.5000%  | N/A     | $15000000.00       | $14752419.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $13277341.00       | $13301890.41       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2580554.00        | $2694042.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1062098.00        | $1064407.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $658266.00         | $5665.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $870000.00         | $181014.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $21591371.00       | $22172697.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $21000.00          | $2682.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $138000.00         | $29939.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1424750.00        | $1244111.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $3066259.00        | $3034578.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $610000.00         | $195430.11         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1301142.00        | $721941.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 3.0000%  | N/A     | $645000.00         | $82861.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1719677.00        | $1319445.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $1883124.00        | $1835024.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.0000%  | N/A     | $15000000.00       | $8762975.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $3082910.00        | $2444861.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $10000.00          | $1962.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $335000.00         | $71891.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $4000.00           | $3886.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $1408312.00        | $924123.89         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.0000%  | N/A     | $4687000.00        | $944328.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $4108087.00        | $4342230.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $300000.00         | $73504.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $164000000.00      | $25997803.14       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $11000.00          | $1087.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $5437000.00        | $1049123.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $77237.00          | $57761.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1491451.00        | $1115956.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $250000.00         | $141247.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $1725000.00        | $268104.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.0000%  | N/A     | $2070111.00        | $1439543.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $2004582.00        | $1441490.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $50000.00          | $646.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1424075.00        | $1441673.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.0000%  | N/A     | $30000.00          | $2225.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.5000%  | N/A     | $2923000.00        | $736134.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1071269.00        | $1076833.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 2.5000%  | N/A     | $1201557.00        | $214499.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $8400092.00        | $8675004.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $74334.00          | $9342.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $4000.00           | $2507.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $5764781.00        | $4409717.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $687000.00         | $151174.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $164590.00         | $136138.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.0000%  | N/A     | $250000.00         | $3944.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $425000.00         | $82958.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.5000%  | N/A     | $4919857.00        | $4223050.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $31000.00          | $21366.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $29000.00          | $18984.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.0000%  | N/A     | $100000.00         | $3513.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $26804000.00       | $14203443.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $2702456.00        | $2570018.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $15488062.00       | $13669403.27       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1155450.00        | $1190975.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $1125000.00        | $171131.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $700000.00         | $555596.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $5355323.00        | $5155562.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $6734708.00        | $5711125.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $288802.00         | $2124.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $52492.00          | $40273.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $119780.00         | $91197.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $1991118.00        | $14363.88          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 4.0000%  | N/A     | $155746.00         | $12083.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 1.5000%  | N/A     | $268177.00         | $155809.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $121920806.00      | $977001.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 5.0000%  | N/A     | $1423128.00        | $516139.89         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $21078517.00       | $1273416.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1575000.00        | $16292.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $600000.00         | $377222.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $3117120.00        | $67846.06          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $33000.00          | $7766.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 7.5000%  | N/A     | $3237000.00        | $669.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $2000000.00        | $159069.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 3.0000%  | N/A     | $94000.00          | $54488.06          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $13000000.00       | $1901193.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3931318.00        | $3931682.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $2331989.00        | $2308594.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $61191263.00       | $33478444.40       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1100000.00        | $905265.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 1.5000%  | N/A     | $525000.00         | $289618.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2373769.00        | $2235724.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $106000.00         | $27275.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $24013814.00       | $21493585.35       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $807925663.00      | $810924683.06      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $649393.00         | $637972.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $7000.00           | $740.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $3053142.00        | $699127.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $5423944.00        | $2831412.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.0000%  | N/A     | $12000.00          | $1733.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $6515912.00        | $5406735.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-02      | 2.5000%  | N/A     | $610000.00         | $414431.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $125000.00         | $99752.26          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 6.0000%  | N/A     | $48883276.00       | $881293.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $602853.00         | $4032.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.0000%  | N/A     | $1952067.00        | $143978.60         | Agency Mortgage-Backed Securities  |

### Security 38: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006CH4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $14660384.00       | $4146132.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $131623167.99      | $53756349.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $13235752.96       | $10333575.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $93080125.44       | $45731196.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $222008439.91      | $201741511.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $255603200.00      | $260034575.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $783800.00         | $765941.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $82000.00          | $38023.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $368530400.00      | $95489174.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $128765460.48      | $92745769.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $250000.00         | $217750.25         | U.S. Treasuries (including strips) |

### Security 39: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25SV2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Fitch Long Rating: A+; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $150000000.00      | $152043998.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $78782100.00       | $82018381.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $487000.00         | $229047.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $49101100.00       | $20064820.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $576000.00         | $274277.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $250000000.00      | $255369478.14      | U.S. Treasuries (including strips) |

### Security 40: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001E20
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Standard & Poor's Long Rating: AA-; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $50000000.00       | $26198264.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $7768870.00        | $3585511.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $39500000.00       | $41225631.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $75000000.00       | $59670288.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $208200000.00      | $79592671.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $15000000.00       | $15388092.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $25000000.00       | $10592206.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $75000000.00       | $38149788.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $100000000.00      | $55597322.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $16000000.00       | $6349781.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $4700000.00        | $4715040.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $22000000.00       | $14408953.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $75200000.00       | $30200250.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $9400000.00        | $4652069.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $9800000.00        | $4723946.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $16800000.00       | $15882902.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $65000000.00       | $51658946.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $92700000.00       | $93868020.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $22000000.00       | $11702381.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $4600000.00        | $4122179.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6600000.00        | $2543088.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $78000000.00       | $77477400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $4500000.00        | $1765251.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $6000000.00        | $6005555.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $100000000.00      | $54005374.00       | U.S. Treasuries (including strips) |

### Security 41: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08LU7
- **C.18 - Value (incl. sponsor support):** $114000000.00
- **C.18.a - Value (excl. sponsor support):** $114000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2025-12-30      | 0.0000%  | N/A     | $273.60            | $272.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $272961.60         | $276565.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $45.60             | $44.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $866.40            | $878.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $3055.20           | $2327.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $912.00            | $963.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $456.00            | $474.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $182.40            | $183.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $592.80            | $426.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $45.60             | $45.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $203193.60         | $206872.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $91.20             | $90.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $92887.20          | $95775.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $45.60             | $43.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $136.80            | $114.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $16365019.20       | $16667521.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $866.40            | $867.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $456.00            | $449.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $45.60             | $46.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $3830.40           | $4098.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $136.80            | $136.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $456.00            | $505.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $884913.60         | $884472.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $1960.80           | $2012.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $1824.00           | $1715.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $638.40            | $633.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $47104.80          | $34608.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $547.20            | $351.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $456.00            | $500.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $4844179.20        | $4872473.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $453765.60         | $467153.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $45.60             | $48.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $3602.40           | $3988.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $13577810.40       | $15594480.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $273.60            | $278.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $285957.60         | $298016.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-09      | 0.0000%  | N/A     | $912.00            | $910.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $912.00            | $775.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $91.20             | $91.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $182.40            | $202.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $45.60             | $43.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $79845.60          | $78089.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $45.60             | $45.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $45.60             | $54.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $547.20            | $550.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $1027824.00        | $1567466.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $136.80            | $136.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $638.40            | $607.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $547.20            | $534.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $1276.80           | $848.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $45.60             | $44.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.9624%  | N/A     | $91.20             | $91.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $17647.20          | $17490.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $456.00            | $466.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $128820.00         | $131571.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $456.00            | $375.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $91.20             | $90.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $45.60             | $56.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $228.00            | $124.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $1322.40           | $1036.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $547.20            | $539.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $124944.00         | $126962.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $267535.20         | $252726.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $1048.80           | $1009.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $182.40            | $176.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.8784%  | N/A     | $91.20             | $91.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 4.5000%  | N/A     | $456.00            | $470.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $45.60             | $33.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $1368.00           | $1367.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $113954.40         | $108171.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $45.60             | $38.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $456.00            | $457.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $1550.40           | $1532.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $45.60             | $45.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $547.20            | $435.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $124716.00         | $128258.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $13680.00          | $13787.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $45.60             | $46.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $45.60             | $46.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $4560.00           | $4567.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $5016.00           | $4954.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $69676.80          | $71657.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $36024.00          | $37013.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $565029.60         | $679119.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $1276.80           | $1257.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $228.00            | $240.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $2736.00           | $2614.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $273.60            | $224.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $45.60             | $42.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $5016.00           | $5064.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $182.40            | $174.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $301780.80         | $307546.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $456.00            | $433.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $228.00            | $244.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $1815381.60        | $1961265.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $456.00            | $407.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $4468.80           | $4530.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $2599.20           | $2588.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $45.60             | $45.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $5928.00           | $6012.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $2462.40           | $2888.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $182.40            | $183.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $68491.20          | $70774.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $600962.40         | $626278.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $2097.60           | $2154.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $182.40            | $183.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $410.40            | $321.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $8162.40           | $7763.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $410.40            | $412.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $91.20             | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $16096.80          | $15973.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $45.60             | $45.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $136.80            | $133.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $820.80            | $834.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $835072.80         | $858735.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $84086.40          | $172465.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $45.60             | $44.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $45.60             | $51.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $1048.80           | $2229.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 2.6250%  | N/A     | $45.60             | $46.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $456.00            | $466.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $775.20            | $399.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $136.80            | $141.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $61560.00          | $63912.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $775.20            | $782.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $91.20             | $87.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-06      | 0.0000%  | N/A     | $45.60             | $45.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $2077764.00        | $3098746.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $684592.80         | $704783.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $547.20            | $554.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $1732.80           | $1737.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $5244.00           | $5166.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $1094.40           | $1014.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $19342744.80       | $19280093.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $45.60             | $44.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $319.20            | $324.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 4.5000%  | N/A     | $456.00            | $472.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $91.20             | $90.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $456.00            | $495.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $11354.40          | $11416.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $1459.20           | $1457.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $1151217.60        | $1088153.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $45.60             | $47.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $4012.80           | $4122.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $182.40            | $135.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $45.60             | $44.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $1459.20           | $1478.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $912.00            | $687.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $2325.60           | $2304.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $456.00            | $431.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $820.80            | $855.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $456.00            | $448.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $461244.00         | $452363.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $3281923.20        | $3503828.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $19452139.20       | $18717806.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $91.20             | $92.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $132057.60         | $135240.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $136.80            | $129.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $592.80            | $457.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-15      | 4.0000%  | N/A     | $91.20             | $92.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $45.60             | $42.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $45.60             | $40.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $775.20            | $576.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $3146.40           | $3092.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $45.60             | $48.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $91.20             | $86.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $1044148.80        | $1075646.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $93343.20          | $95296.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $91.20             | $97.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $182.40            | $180.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $45.60             | $32.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $4651.20           | $4689.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $4970.40           | $5101.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $45.60             | $35.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $45.60             | $44.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $4924.80           | $4018.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $7797.60           | $8195.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $5654.40           | $5529.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $547.20            | $560.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $182.40            | $136.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $91.20             | $86.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $1824.00           | $1909.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $228.00            | $231.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $456.00            | $458.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $45.60             | $45.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $7797.60           | $10026.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $183175.20         | $184880.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $912.00            | $919.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $139581.60         | $142920.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $5563.20           | $5739.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $3830.40           | $4059.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $1824.00           | $1649.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $273.60            | $217.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $379164.00         | $397492.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $91.20             | $90.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $20722783.20       | $20519973.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $8025.60           | $8063.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $45.60             | $45.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $912.00            | $939.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $501.60            | $301.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-26      | 0.0000%  | N/A     | $1824.00           | $1801.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $4605.60           | $4778.59           | U.S. Treasuries (including strips) |

### Security 42: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U63, C.4 - ISIN: US3130B5U630, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1894985939.10
- **C.18.a - Value (excl. sponsor support):** $1894985939.10
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275171039.00
- **C.18.a - Value (excl. sponsor support):** $275171039.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIF9958A5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: A+; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2037-05-15      | 4.9765%  | N/A     | $800000.00         | $23006.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $23827213.00       | $24334494.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-25      | 2.5000%  | N/A     | $4156000.00        | $100528.07         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.0000%  | N/A     | $10000.00          | $9037.59           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $49700.00          | $28942.33          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $31874.00          | $35008.31          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $20069136.00       | $20448695.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-25      | 4.0000%  | N/A     | $3277651.00        | $3295233.90        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-05-25      | 3.0000%  | N/A     | $130000.00         | $40548.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $22437685.00       | $24295105.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-25      | 3.0000%  | N/A     | $200000.00         | $122917.22         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $21964557.00       | $22078135.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $15857000.00       | $39742.11          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $24812113.00       | $26361902.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $1000.00           | $907.36            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.0000%  | N/A     | $78287863.00       | $60496530.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $33149792.00       | $25894824.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $24512.00          | $24005.98          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $8000000.00        | $4682989.80        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-02-15      | 2.0000%  | N/A     | $748882.00         | $77.38             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.0000%  | N/A     | $110686144.00      | $70766813.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3000000.00        | $2303740.91        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2035-01-16      | 5.0000%  | N/A     | $113000.00         | $11470.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 4.0000%  | N/A     | $1123590.00        | $906822.21         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $4405.00           | $2676.51           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-25      | 4.4363%  | N/A     | $2489572.00        | $9204.86           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.8265%  | N/A     | $1000000.00        | $24534.47          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $40000.00          | $37361.32          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $25176583.00       | $26570858.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1613911.00        | $1619802.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-25      | 7.0000%  | N/A     | $300000.00         | $11432.34          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-09-25      | 5.0000%  | N/A     | $250000.00         | $22220.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $20499365.00       | $21545714.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $60165074.00       | $62905324.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-15      | 0.0000%  | N/A     | $1050000.00        | $24483.53          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 5.2365%  | N/A     | $1.00              | $0.01              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $20306749.00       | $20695514.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 4.9565%  | N/A     | $1500000.00        | $46089.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $152157360.00      | $78992396.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $25370735.00       | $26824307.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $44480.00          | $27595.16          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $9750000.00        | $5189621.80        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $44647929.00       | $39839579.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $66472090.00       | $55532596.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $4842323.00        | $2408419.70        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-05-25      | 6.0000%  | N/A     | $1098389.00        | $44167.82          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-09-15      | 4.9765%  | N/A     | $800000.00         | $27246.22          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $17679323.00       | $18596654.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-16      | 1.5000%  | N/A     | $30000.00          | $20770.68          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 2.5000%  | N/A     | $12697130.00       | $8563626.89        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $13996042.00       | $12646027.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-25      | 2.5000%  | N/A     | $1002.00           | $663.15            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $7449505.00        | $5341735.98        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-03-15      | 5.0000%  | N/A     | $75000.00          | $2647.17           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $85275201.00       | $56197875.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 4.5000%  | N/A     | $48317.00          | $37606.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $34127344.00       | $36254098.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $25126.00          | $27423.79          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-25      | 5.5000%  | N/A     | $600000.00         | $12114.27          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $1000.00           | $459.23            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-04-25      | 5.5000%  | N/A     | $7000.00           | $782.61            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $10010.00          | $11464.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $46400217.00       | $44642912.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $60671531.00       | $60985263.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $24254146.00       | $25326028.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $14139111.00       | $7943678.24        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $127527548.00      | $75627114.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-25      | 5.5000%  | N/A     | $150000.00         | $105339.49         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $61360.00          | $48992.77          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 3.5000%  | N/A     | $5000000.00        | $10759.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 6.0000%  | N/A     | $1000.00           | $844.07            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $34387489.00       | $35216124.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $26185951.00       | $27846216.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $958.63            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.5000%  | N/A     | $28738.00          | $29666.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 4.5750%  | N/A     | $1500000.00        | $341.18            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $7614.00           | $7183.31           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $23490966.00       | $23612437.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $3000000.00        | $1508529.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $15993000.00       | $8597033.43        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-06-25      | 4.5963%  | N/A     | $435000.00         | $4034.93           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-09-15      | 3.0000%  | N/A     | $347612.00         | $92.01             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 1.0000%  | N/A     | $35000.00          | $6050.72           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0989%  | N/A     | $45000.00          | $27074.84          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $30265973.00       | $31865976.86       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $33567490.00       | $35111870.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 3.5000%  | N/A     | $33781.00          | $26270.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $3176.00           | $76.12             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $71822042.00       | $68270607.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $39551074.00       | $39786798.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 5.5000%  | N/A     | $200000.00         | $174845.76         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2035-09-25      | 4.5963%  | N/A     | $3900000.00        | $39697.32          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $22260116.00       | $22568737.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-25      | 6.5000%  | N/A     | $6000000.00        | $16504.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $32570597.00       | $24126217.45       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $36390790.00       | $34894693.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-16      | 5.0000%  | N/A     | $14910.00          | $11693.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $14400.00          | $8893.23           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $3393000.00        | $17240.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $56180.00          | $44618.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-09-25      | 4.5863%  | N/A     | $1600000.00        | $18632.10          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $57181985.00       | $57512897.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $24804097.00       | $26117589.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $25414169.00       | $25901641.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $25186282.00       | $26471940.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $61048243.00       | $59805754.29       | Agency Mortgage-Backed Securities         |

### Security 45: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25VQ9
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.0000%  | N/A     | $618369.00         | $801064.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-04-15      | 4.7565%  | N/A     | $151181568.00      | $5653038.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.5000%  | N/A     | $4000000.00        | $4303146.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.7765%  | N/A     | $191000000.00      | $8005549.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-15      | 6.0000%  | N/A     | $150000.00         | $14005.53          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-02-25      | 5.0000%  | N/A     | $217000.00         | $94503.78          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 10.1163% | N/A     | $5166000.00        | $1140410.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $540740.00         | $15354.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.0000%  | N/A     | $7146328.00        | $7140418.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $53412416.00       | $54226207.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.5000%  | N/A     | $200000.00         | $11848.86          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | 4.0000%  | N/A     | $5125336.00        | $4141867.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-08-25      | 4.3819%  | N/A     | $8871500.00        | $3175932.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.5000%  | N/A     | $116377600.00      | $115117729.20      | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $15000000.00       | $14717085.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.0000%  | N/A     | $1200000.00        | $59749.22          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-10-26      | 6.4163%  | N/A     | $7000000.00        | $3338794.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $48533376.00       | $41045401.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-25      | 4.0000%  | N/A     | $315000.00         | $71421.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-05-15      | 2.5000%  | N/A     | $51000.00          | $43909.52          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $6226000.00        | $3752492.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.5700%  | N/A     | $86414000.00       | $82983580.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-15      | 4.0000%  | N/A     | $3000000.00        | $1831441.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.7500%  | N/A     | $13228304.00       | $13086913.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-15      | 6.0000%  | N/A     | $10000000.00       | $23765.84          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $25000000.00       | $24850650.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $14499024.00       | $12242397.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1100000.00        | $689914.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.4718%  | N/A     | $10000000.00       | $8282076.24        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-09-25      | 4.7218%  | N/A     | $67500000.00       | $49428307.67       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2048-06-25      | 3.0000%  | N/A     | $2970000.00        | $278160.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-25      | 6.0000%  | N/A     | $15829520.00       | $19457092.30       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 3.4220%  | N/A     | $1000000.00        | $991806.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-25      | 4.8718%  | N/A     | $30890000.00       | $21931151.65       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $5211688.00        | $4284271.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.1000%  | N/A     | $9154000.00        | $9228577.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $311255.00         | $119146.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.1718%  | N/A     | $100000000.00      | $88248238.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-15      | 3.2500%  | N/A     | $1365000.00        | $1455509.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.1477%  | N/A     | $53000000.00       | $53562538.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 6.7163%  | N/A     | $291000.00         | $64346.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $69977000.00       | $69631173.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $21428544.00       | $21611865.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.1477%  | N/A     | $55876720.00       | $56469791.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-10-25      | 4.5863%  | N/A     | $18768832.00       | $5497639.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-15      | 3.0000%  | N/A     | $1664286.00        | $1401390.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.0000%  | N/A     | $4600000.00        | $4758171.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $285000.00         | $7582.11           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1600000.00        | $1258114.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 6.5663%  | N/A     | $447000.00         | $80634.92          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $15144256.00       | $2453596.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $784800.00         | $693125.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 10.6019% | N/A     | $59962000.00       | $21015415.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-25      | 3.5000%  | N/A     | $2521696.00        | $2143665.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 4.8863%  | N/A     | $1835000.00        | $20566.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-05-25      | 5.0000%  | N/A     | $1000000.00        | $978774.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 5.0218%  | N/A     | $92445568.00       | $90987125.63       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.5000%  | N/A     | $209822.00         | $201808.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $11736600.00       | $1877380.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-25      | 2.5000%  | N/A     | $700000.00         | $802485.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-25      | 5.0000%  | N/A     | $420716.00         | $88069.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-06-25      | 4.0890%  | N/A     | $647401.00         | $645035.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-11-25      | 5.5000%  | N/A     | $10000000.00       | $6638676.25        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.4300%  | N/A     | $7099999.00        | $7237117.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-25      | 3.0000%  | N/A     | $294449.00         | $51242.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-25      | 4.5000%  | N/A     | $94400000.00       | $93091300.28       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 2.5000%  | N/A     | $10500000.00       | $1962244.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $4284000.00        | $2969472.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.1500%  | N/A     | $30000000.00       | $30365833.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6000%  | N/A     | $10000000.00       | $9979580.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 10.3163% | N/A     | $2295000.00        | $1161157.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 5.4718%  | N/A     | $2100000.00        | $2048532.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.0000%  | N/A     | $472000.00         | $614012.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $5000000.00        | $2873595.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $42000000.00       | $42442470.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.0000%  | N/A     | $4999440.00        | $406205.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-15      | 4.0000%  | N/A     | $150000.00         | $180623.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-02-25      | 4.6363%  | N/A     | $400000.00         | $15039.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.4218%  | N/A     | $38000000.00       | $32992588.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 6.6663%  | N/A     | $1500000.00        | $513004.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-08-25      | 5.0000%  | N/A     | $100000.00         | $21458.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-11-25      | 1.5000%  | N/A     | $98388000.00       | $54930882.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $12000000.00       | $12096132.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.2218%  | N/A     | $75816448.00       | $74909490.11       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $15818320.00       | $16059327.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.0000%  | N/A     | $30759552.00       | $31691166.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 3.0000%  | N/A     | $875000.00         | $812802.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 5.0000%  | N/A     | $1600000.00        | $600511.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.5218%  | N/A     | $60981000.00       | $43925293.49       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $12089680.00       | $9965138.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $863703.00         | $565697.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 6.5163%  | N/A     | $4831000.00        | $1425927.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-03-15      | 3.0000%  | N/A     | $625000.00         | $757622.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-09-25      | 2.5000%  | N/A     | $297788.00         | $92925.05          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $12317328.00       | $12145316.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-25      | 2.0000%  | N/A     | $6250000.00        | $1053321.82        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $418558.00         | $318990.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $31000000.00       | $31471355.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 4.0000%  | N/A     | $324000.00         | $453879.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.4718%  | N/A     | $4000000.00        | $3300588.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $18721024.00       | $17923331.64       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 10.4519% | N/A     | $19041000.00       | $6700991.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-25      | 2.3470%  | N/A     | $48066000.00       | $43881962.85       | Agency Collateralized Mortgage Obligation |

### Security 46: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005E97
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1572695100.00     | $1585133860.08     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $146272700.00      | $158451682.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $311198000.00      | $296414495.44      | U.S. Treasuries (including strips) |

### Security 47: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005PQ0
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $866021000.00      | $927266368.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $1230000000.00     | $1235214180.66     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $1152871000.00     | $1225092227.86     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $1124405800.00     | $1202427291.94     | U.S. Treasuries (including strips) |

### Security 48: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $970114479.40
- **C.18.a - Value (excl. sponsor support):** $970114479.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Standard & Poor's Short Rating: NR; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3135263296.63
- **C.18.a - Value (excl. sponsor support):** $3135263296.63
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4603772411.91
- **C.18.a - Value (excl. sponsor support):** $4603772411.91
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397974161.84
- **C.18.a - Value (excl. sponsor support):** $397974161.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393225000.00
- **C.18.a - Value (excl. sponsor support):** $393225000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2906346088.81
- **C.18.a - Value (excl. sponsor support):** $2906346088.81
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: HSBC SECURITIES (USA) INC. (REPO)

- **C.1 - Title:** HSBC SECURITIES (USA) INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0HSB14QZ5
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $15311503.36       | $11003918.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $107102800.00      | $90437820.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $13419130.88       | $3682424.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $1582904.32        | $384737.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $26806700.00       | $21231559.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $179370800.00      | $190741661.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $130117200.00      | $103153462.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $52040512.00       | $30835668.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $70023600.00       | $69141163.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $41727836.16       | $31429155.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $63204800.00       | $63498696.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $18152700.00       | $14750902.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $2900.00           | $2850.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $67367900.00       | $67350600.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $218616000.00      | $203056746.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $74877992.96       | $37147795.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $39353589.76       | $33082162.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $1653104.64        | $742830.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 0.3750%  | N/A     | $3318000.00        | $3324153.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $1279000.00        | $1271278.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $600.00            | $608.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $14538700.00       | $15197806.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $31430000.00       | $26217736.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $5072100.00        | $5626764.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $18948100.00       | $25532851.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $153979000.00      | $154415250.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $372746400.00      | $391476750.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $2187775.98        | $544438.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $5997537.28        | $2735914.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $631100.00         | $667134.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $38187900.00       | $33870035.03       | U.S. Treasuries (including strips) |

### Security 55: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005E71
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $160971200.00      | $153000018.86      | U.S. Treasuries (including strips) |

### Security 56: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6380015808.00
- **C.18.a - Value (excl. sponsor support):** $6380015808.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790306757.00
- **C.18.a - Value (excl. sponsor support):** $790306757.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2361188330.80
- **C.18.a - Value (excl. sponsor support):** $2361188330.80
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: NR; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AB8, C.4 - ISIN: US3130B8AB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954970318.60
- **C.18.a - Value (excl. sponsor support):** $954970318.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7614873783.29
- **C.18.a - Value (excl. sponsor support):** $7614873783.29
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210077074.20
- **C.18.a - Value (excl. sponsor support):** $210077074.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299982078.00
- **C.18.a - Value (excl. sponsor support):** $299982078.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $397543056.00
- **C.18.a - Value (excl. sponsor support):** $397543056.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25VT3
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2031-08-01      | 2.0000%  | N/A     | $1619314.00        | $402295.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $146434080.00      | $83559464.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 4.5000%  | N/A     | $2651428.00        | $56394.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4443660.00        | $4629324.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $299998720.00      | $111016886.30      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $114000.00         | $82123.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $3256000.00        | $3255872.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-04-15      | 5.5000%  | N/A     | $5000000.00        | $106783.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.3100%  | N/A     | $410000.00         | $124007.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1916498.00        | $1966723.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $129505792.00      | $123026362.41      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1338188.00        | $1388446.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 3.0000%  | N/A     | $1159898.00        | $388985.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5837352.00        | $4037934.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1184714.00        | $397277.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-20      | 2.5000%  | N/A     | $1016132.00        | $103649.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $21000.00          | $14487.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $763922.00         | $794564.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2599568.00        | $2654912.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 2.5000%  | N/A     | $309699.00         | $252671.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $250000.00         | $35186.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $13048976.00       | $285377.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $899640.00         | $695503.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $673821.00         | $517519.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1204666.00        | $1262652.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 5.0000%  | N/A     | $2486120.00        | $237571.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 4.0000%  | N/A     | $2000000.00        | $210895.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $3820200.00        | $3024381.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $12483824.00       | $12608547.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $28172544.00       | $27776808.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $143000.00         | $25261.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $2369000.00        | $2364502.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $100000000.00      | $59389137.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.5000%  | N/A     | $1575798.00        | $117743.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.0000%  | N/A     | $1124786.00        | $121862.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $14553660.00       | $14844752.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $253000.00         | $195446.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.8750%  | N/A     | $325000.00         | $90539.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $1003000.00        | $247901.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 5.0000%  | N/A     | $153943.00         | $23028.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.1000%  | N/A     | $1259992.00        | $386307.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2067912.00        | $2138615.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-15      | 4.0000%  | N/A     | $7000000.00        | $841836.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $174927360.00      | $179345168.08      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $345056768.00      | $354320852.11      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $6883608.00        | $85169.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | 5.5200%  | N/A     | $9760000.00        | $10139111.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 3.0000%  | N/A     | $125000.00         | $18276.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2919028.00        | $2991930.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $400000.00         | $211660.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2918468.00        | $2996400.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.4500%  | N/A     | $90741000.00       | $92764297.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $3397436.00        | $148366.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1749856.00        | $1813431.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $50000000.00       | $5989534.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $666301.00         | $641994.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $27563392.00       | $28227504.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2249432.00        | $945855.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1005646.00        | $780279.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $59000.00          | $45717.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-16      | 3.0000%  | N/A     | $370000.00         | $72149.20          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $109000.00         | $74095.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-05-01      | 3.0000%  | N/A     | $20294208.00       | $15804184.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $225000.00         | $28011.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $104605000.00      | $101189428.78      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $265700.00         | $17144.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $15967995.00       | $42503.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $745061.00         | $779931.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.0000%  | N/A     | $290000.00         | $381490.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $1396988.00        | $17585.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $16000.00          | $7289.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $150000.00         | $12558.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1313842.00        | $1370012.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $6637512.00        | $346759.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.0000%  | N/A     | $230675.00         | $59212.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1373144.00        | $1318641.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $140000.00         | $33420.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 2.5000%  | N/A     | $112106.00         | $15282.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $19235840.00       | $19708926.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $164063680.00      | $80118331.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $946736.00         | $659702.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $17501888.00       | $18250881.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.2000%  | N/A     | $1765400.00        | $1667068.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5201944.00        | $5139168.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $5202520.00        | $5323477.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $19878.00          | $20419.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.0000%  | N/A     | $1440318.00        | $114456.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $860000.00         | $22296.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $900000.00         | $15108.61          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.2489%  | N/A     | $9285712.00        | $9200662.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $145471000.00      | $109240566.65      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $7437280.00        | $7595619.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $41724.00          | $38489.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1047882.00        | $1086275.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $1000000.00        | $161969.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $2698764.00        | $15912.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-16      | 4.0000%  | N/A     | $139591168.00      | $127832131.44      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-16      | 2.0000%  | N/A     | $200000.00         | $110337.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.3700%  | N/A     | $18505300.00       | $18463376.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1745936.00        | $1698593.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 5.0000%  | N/A     | $1847420.00        | $120680.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $76402048.00       | $47563122.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $46705000.00       | $37350119.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $575000000.00      | $442160526.89      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1037970.00        | $1075684.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $222412.00         | $161695.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-16      | 2.0000%  | N/A     | $459371.00         | $218767.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $13800.00          | $13816.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5489%  | N/A     | $100000000.00      | $47401382.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1400000.00        | $984990.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2004316.00        | $750592.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $9309088.00        | $8297682.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.5000%  | N/A     | $10091.00          | $7811.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1056704.00        | $1098056.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3727880.00        | $3873621.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1106042.00        | $1152993.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $216000000.00      | $38663368.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $2353000.00        | $2626350.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $4753024.00        | $8803.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3703956.00        | $2952937.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $30950656.00       | $2022499.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $244549632.00      | $209311269.78      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $1049000.00        | $94882.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $48952.00          | $9013.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 5.0000%  | N/A     | $5254624.00        | $524731.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $44876.00          | $46871.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $5545000.00        | $143684.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $105478784.00      | $102410743.75      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 2.5000%  | N/A     | $643283.00         | $110524.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 5.0000%  | N/A     | $122000.00         | $33546.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 4.1500%  | N/A     | $22540000.00       | $22511430.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $2500000.00        | $1566849.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $22608800.00       | $22543799.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $75000.00          | $40616.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $6282760.00        | $4437414.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1722742.00        | $1804102.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | 1.7500%  | N/A     | $19693568.00       | $14922678.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $4800392.00        | $4884878.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2122464.00        | $2212645.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $6419288.00        | $686763.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $150000000.00      | $123511499.41      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $6455000.00        | $1521776.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.0000%  | N/A     | $3222168.00        | $2718879.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $2279756.00        | $2267364.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $500000.00         | $12850.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $5837272.00        | $5396095.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1081910.00        | $1127465.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.5000%  | N/A     | $783874.00         | $5956.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $2055472.00        | $630404.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $24407296.00       | $24926927.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.5000%  | N/A     | $4600328.00        | $414405.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $223076.00         | $176145.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $47599360.00       | $33950985.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1070692.00        | $661326.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $7000.00           | $6005.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-16      | 4.5000%  | N/A     | $63815360.00       | $62305212.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5489%  | N/A     | $10000000.00       | $9871679.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1176918.00        | $1226571.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.2489%  | N/A     | $3000000.00        | $2789090.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.6900%  | N/A     | $1892086.00        | $1608845.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1238348.00        | $1245561.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $562750.00         | $400588.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 2.5000%  | N/A     | $18000.00          | $12607.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $1500000.00        | $305541.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | 3.9800%  | N/A     | $6875040.00        | $6409529.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1453828.00        | $1516422.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $146403.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 3.5000%  | N/A     | $1014472.00        | $388860.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $12650512.00       | $182966.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 2.0200%  | N/A     | $15000000.00       | $13877925.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 2.5000%  | N/A     | $328845.00         | $44184.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2141784.00        | $2187380.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $114000.00         | $54563.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $10365000.00       | $10477601.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-04-20      | 6.5030%  | N/A     | $6301999.00        | $4456685.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $545803.00         | $343182.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $88000.00          | $8914.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.5000%  | N/A     | $132625408.00      | $113360969.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1784430.00        | $1861413.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.4350%  | N/A     | $129396224.00      | $130248201.09      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.5000%  | N/A     | $1135936.00        | $482023.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $35000.00          | $29385.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $12000.00          | $8580.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $40000.00          | $32313.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $88000.00          | $66466.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $2000000.00        | $197993.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | 4.0000%  | N/A     | $105237.00         | $99785.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-16      | 4.5000%  | N/A     | $30213920.00       | $29599434.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | 6.5000%  | N/A     | $160000.00         | $25253.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $6873392.00        | $6979561.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $990229.00         | $1004118.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1004392.00        | $1083888.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $417000.00         | $10452.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $110000000.00      | $98974648.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.5250%  | N/A     | $22163000.00       | $22728483.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.0000%  | N/A     | $39466752.00       | $36293518.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.1000%  | N/A     | $931133.00         | $114250.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 5.0000%  | N/A     | $3936270.00        | $268918.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $696509440.00      | $537147521.05      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.5000%  | N/A     | $66000.00          | $37913.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.0000%  | N/A     | $3656132.00        | $560923.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-16      | 1.2500%  | N/A     | $50000000.00       | $33709590.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $41146496.00       | $20726753.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $19512480.00       | $20222317.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.8000%  | N/A     | $7635920.00        | $6552759.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1207620.00        | $1251867.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $300000.00         | $235262.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $5767840.00        | $5965042.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 5.5000%  | N/A     | $536987.00         | $57213.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $39312.00          | $29483.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $4667960.00        | $4863675.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $10948016.00       | $1363794.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $900000.00         | $751803.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $42400000.00       | $2327346.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $126754176.00      | $82857366.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $132681000.00      | $18186172.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1763902.00        | $1837784.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1077050.00        | $1113874.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $13457712.00       | $12923399.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $275000.00         | $121513.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2206300.00        | $2244681.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $19000.00          | $14271.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $40497000.00       | $32037216.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $106509312.00      | $90775961.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $61562432.00       | $34940649.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $9000000.00        | $445095.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $80000.00          | $6381.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $239000.00         | $13806.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1052730.00        | $1098062.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $61830848.00       | $37020076.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 2.0000%  | N/A     | $374740.00         | $295542.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1088408.00        | $1120101.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $30735520.00       | $27005924.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.1560%  | N/A     | $415000.00         | $27077.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $29056.00          | $6858.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-15      | 5.0000%  | N/A     | $2250000.00        | $163086.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 5.5400%  | N/A     | $1425000.00        | $1419133.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $50000.00          | $27788.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.5000%  | N/A     | $15500000.00       | $167946.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $3463332.00        | $104481.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2382392.00        | $1829894.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-16      | 4.0000%  | N/A     | $7767688.00        | $6280253.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $5125912.00        | $5248446.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1073574.00        | $1113936.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $5679944.00        | $5917103.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $18512352.00       | $14556292.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $56000000.00       | $14726503.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 5.0000%  | N/A     | $1359536.00        | $75570.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $5243232.00        | $3812208.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | 4.5000%  | N/A     | $284352.00         | $275833.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $9646672.00        | $9992793.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1716356.00        | $1714180.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.0000%  | N/A     | $165000.00         | $91257.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $10675200.00       | $270238.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3392624.00        | $3508617.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 2.5000%  | N/A     | $350000.00         | $75687.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1552214.00        | $1620401.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-04-16      | 1.5000%  | N/A     | $108087.00         | $48193.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12806.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.5000%  | N/A     | $3237000.00        | $933451.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1005216.00        | $820813.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $1618754.00        | $1533794.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3584764.00        | $3707327.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $20000.00          | $9984.74           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $6788304.00        | $6477196.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $13900368.00       | $14486824.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 6.0000%  | N/A     | $39777280.00       | $478424.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1301460.00        | $1378729.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $1151826.00        | $486957.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $311287808.00      | $295003697.71      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.5000%  | N/A     | $2500000.00        | $27519.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1478350.00        | $1534457.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $25000.00          | $9435.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $101813000.00      | $87569264.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $7383768.00        | $7497340.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $51123.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2382920.00        | $2464392.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $6550000.00        | $6331436.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $97992448.00       | $73328241.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $16000.00          | $11194.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 4.5000%  | N/A     | $8022032.00        | $7524813.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4154896.00        | $4292822.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $161898240.00      | $14521483.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $174135000.00      | $24938005.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1404008.00        | $1305137.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.0000%  | N/A     | $64000.00          | $15821.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-15      | 4.3200%  | N/A     | $14475264.00       | $13750863.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.5000%  | N/A     | $2258020.00        | $290988.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8000%  | N/A     | $3665392.00        | $3371351.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2374924.00        | $2220427.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $6273232.00        | $6406789.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4981920.00        | $5195933.63        | Agency Mortgage-Backed Securities         |

### Security 65: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1501086975.00
- **C.18.a - Value (excl. sponsor support):** $1501086975.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3793108276.01
- **C.18.a - Value (excl. sponsor support):** $3793108276.01
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189299808.65
- **C.18.a - Value (excl. sponsor support):** $189299808.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YF7, C.4 - ISIN: US3130B6YF79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249993625.00
- **C.18.a - Value (excl. sponsor support):** $249993625.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CW9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA; Standard & Poor's Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $7742249.00        | $7546391.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $16543797.00       | $12948861.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1001.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $825.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2345331.00        | $2387183.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $8751739.00        | $8493028.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 5.0000%  | N/A     | $1000.00           | $732.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1010.00           | $843.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $15155169.00       | $8985664.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $557.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $41585664.00       | $24413937.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $7346602.00        | $6885068.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.0000%  | N/A     | $17074523.00       | $3301777.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.5172%  | N/A     | $500000.00         | $444248.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $27354848.00       | $19749365.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $12825353.00       | $8782239.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-25      | 3.5000%  | N/A     | $100300000.00      | $1324754.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $13159001.00       | $10020859.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $10502134.00       | $8406057.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-25      | 5.0718%  | N/A     | $10000000.00       | $4587655.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $4968383.00        | $3693276.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $11026215.00       | $9418812.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $6160.00           | $5945.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $24700000.00       | $7964649.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $10579136.00       | $7732020.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1002.00           | $948.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $13800000.00       | $10715849.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $7799970.00        | $6276921.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2000.00           | $1693.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $10116389.00       | $7655970.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $10767737.00       | $10581501.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $907.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-25      | 4.6482%  | N/A     | $6000000.00        | $1352020.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1056.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1043.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $563.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1019.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 8.5000%  | N/A     | $1453136.00        | $55417.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.6218%  | N/A     | $2491236.00        | $1233372.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $8532750.00        | $6345251.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $6310.00           | $5791.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.4918%  | N/A     | $500760.00         | $402584.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1008.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-25      | 2.5000%  | N/A     | $45549436.00       | $602095.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2208758.00        | $2031020.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $907.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $5061444.00        | $5209969.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $5795898.00        | $5913247.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $699.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-25      | 0.9980%  | N/A     | $5000000.00        | $117393.03         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $14734376.00       | $14141728.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1549476.00        | $1341201.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $1000.00           | $869.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $64000.00          | $44828.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $11196171.00       | $9076622.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $691.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $1000.00           | $218.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $957.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $995.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-25      | 3.0000%  | N/A     | $94623.00          | $60151.24          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.5718%  | N/A     | $41835639.00       | $20697022.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $1036.00           | $55.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-25      | 2.5000%  | N/A     | $86932478.00       | $3738212.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $2275696.00        | $308727.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1185.00           | $795.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1043.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $4208.00           | $150.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6295230.00        | $6422552.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $12783354.00       | $9670226.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.5863%  | N/A     | $1144448.00        | $110508.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $8794786.00        | $7100985.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 0.5000%  | N/A     | $3805000.00        | $2360468.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $7030000.00        | $6515446.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $10464110.00       | $10789658.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $10000000.00       | $6742000.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $11234000.00       | $8537205.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1047.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1650000.00        | $1334748.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.9718%  | N/A     | $709742.00         | $644479.97         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1008.00           | $938.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $60631832.00       | $55464797.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-25      | 0.9590%  | N/A     | $1000000.00        | $281166.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $791.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $73850000.00       | $57484011.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.7646%  | N/A     | $3258852.00        | $1545308.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.0000%  | N/A     | $1000.00           | $934.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $50493197.00       | $49774972.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $61912798.00       | $48521655.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 1.7240%  | N/A     | $6000000.00        | $4564054.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $103004740.00      | $7872262.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1008.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.0000%  | N/A     | $1000.00           | $465.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $10852523.00       | $8832498.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $993.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $971.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 2.9400%  | N/A     | $1000.00           | $710.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $866.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1058.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $8093.00           | $8399.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $10146127.00       | $9007477.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 4.0000%  | N/A     | $1007.00           | $273.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 7.0000%  | N/A     | $1010.00           | $745.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1098.00           | $1123.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $659.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $29485120.00       | $23951375.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $853.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1008.00           | $1020.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1024.00           | $977.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $205663.00         | $171616.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-25      | 1.0860%  | N/A     | $1401980.00        | $756634.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $11134244.00       | $10808230.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $115464.00         | $115782.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2278464.00        | $2282193.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1629.00           | $1740.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $3024092.00        | $2211276.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.0000%  | N/A     | $1024.00           | $958.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 4.0000%  | N/A     | $28542771.00       | $21903518.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $12809167.00       | $12141967.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $872.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $81875968.00       | $17750799.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $7861254.00        | $7658463.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $9786796.00        | $9970642.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $651.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $5113471.00        | $4890334.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $890.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $988.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $8061571.00        | $7086567.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $43350476.00       | $44108901.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $11241990.00       | $8818779.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $27491970.00       | $7009298.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $996.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1024.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $942.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $63317047.00       | $10797684.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $13555496.00       | $13544492.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $731.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $15724112.00       | $11326506.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $795.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1007.00           | $136.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $13148760.00       | $10276515.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $46870610.00       | $8464129.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $799000.00         | $754977.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.1218%  | N/A     | $4736086.00        | $4404547.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 5.0000%  | N/A     | $8668033.00        | $2440523.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $21893.00          | $8949.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $151976.00         | $130142.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $10107292.00       | $9746046.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $3087235.00        | $2416182.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $966.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $37278427.00       | $35003964.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1000.00           | $979.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $971.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $155.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $101748835.00      | $89754361.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.0000%  | N/A     | $51237632.00       | $6762283.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $7487000.00        | $5953657.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $16914483.00       | $5970791.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $810.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $712.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $5332534.00        | $1404233.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1048.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $944.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2861%  | N/A     | $5469111.00        | $4807821.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $2000.00           | $2105.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $23639758.00       | $17061798.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1015.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $2042344.00        | $1692169.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1012.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $920.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $27700000.00       | $9529957.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $15000000.00       | $19422581.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-02-25      | 1.8210%  | N/A     | $4283600.00        | $3610249.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.2971%  | N/A     | $3010.00           | $2154.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $187000.00         | $178839.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $807.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $11757448.00       | $10100461.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | 2.5394%  | N/A     | $135190.00         | $62832.96          | Agency Mortgage-Backed Securities         |

### Security 70: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09AQ6
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: A; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Short Rating: P-1; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $64963417.00       | $65049223.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $61691970.00       | $62450777.73       | Agency Mortgage-Backed Securities |

### Security 71: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1622330843.00
- **C.18.a - Value (excl. sponsor support):** $1622330843.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1486495450.56
- **C.18.a - Value (excl. sponsor support):** $1486495450.56
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54014561.10
- **C.18.a - Value (excl. sponsor support):** $54014561.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008Q75
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $40259400.00       | $33072913.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $286300000.00      | $222013849.46      | U.S. Treasuries (including strips) |

### Security 75: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1466821262.73
- **C.18.a - Value (excl. sponsor support):** $1466821262.73
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18MA7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Long Rating: NR; Moody's Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $213000.00         | $118.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $104.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $552.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $207.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $120.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1845.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $142.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $212.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4000.00           | $601.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $4059.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.76              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $159.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 6.0000%  | N/A     | $65000.00          | $791.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1723.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $698.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $18000.00          | $30.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $126000.00         | $1373.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $450.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $128.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $122.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $169.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $413.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $280.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $76.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $85.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $352.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $637.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $7.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $26.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $732.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.5000%  | N/A     | $2500.00           | $12.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $682.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $841.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $2.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $31539.00          | $2.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $604.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $336.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $30000.00          | $7.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $19200.00          | $252.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $43000.00          | $336.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $82.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $1.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $175000.00         | $350.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $18.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $105.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $3090.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $178.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $741.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3387.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $1014.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $107.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $507.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $44.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $225.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $327.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $441.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $131.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $3000.00           | $273.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1658.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1137.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $22.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $5.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $57.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $380.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $60.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $111000.00         | $4.91              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $64.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $67.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $178.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $16463.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $443.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $258.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1655.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $137.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $136.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $85.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $117500.00         | $173.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2284.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $20000.00          | $289.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $131.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $545600.00         | $1666.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $170.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $61.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1298.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5080%  | N/A     | $150000.00         | $331.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $489.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $277.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151000.00         | $41.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $25000.00          | $0.85              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2540.00           | $1376.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1588.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $28752.00          | $11.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $175.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $12000.00          | $104.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $54.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $85.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $70.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $29.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $551.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $119.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $54.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $751.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $408000.00         | $56.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $224.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 6.5000%  | N/A     | $429167.00         | $8.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $60622.00          | $0.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1068.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $218918.00         | $2505.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $358.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $421.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $391.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $379.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1186.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $703.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $161.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $90.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $312.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $354.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $228.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $745.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $385.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $403.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $95.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $509.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $56.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $2879.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $30000.00          | $20.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $4.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $49.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $25069.00          | $21.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 4.0000%  | N/A     | $124000.00         | $926.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $38.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $823.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $390.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $146.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $7000.00           | $83.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $602.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $106.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $681.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $103.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $413466.00         | $339.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $488.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $179.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $439938.00         | $555.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4337.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $298000.00         | $46.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $83.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $673.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $35.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $90000.00          | $1401.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $14.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $13.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $50.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $52.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $105.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $71.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $1.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $262.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1752.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $174705.00         | $46.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1293.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $394.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $797.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $2334.00           | $269.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $122.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $452.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $201.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $22268.69          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $100000.00         | $102402.62         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $85.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $27.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $96.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $5.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $489.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $2.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $14.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $223.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $182800.00         | $1868.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $206000.00         | $1880.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.5000%  | N/A     | $25000.00          | $428.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $252.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $794.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $86.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $7.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $468.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $558.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $15000.00          | $460.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $119.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $105.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $302.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $1021.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1315.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $459.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $8.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $10.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $3.60              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $42.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $178.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $513.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $92.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $316.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $157.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $60.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $28.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $263.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $587.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $686.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $26.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $179.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $25.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $137.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1436.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $167.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $45070.00          | $944.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $1123999.00        | $453.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $10.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $4.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $234.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $172.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40576.00          | $445.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $199.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1146.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $61.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $134210.00         | $1332.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $192.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $290.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $37525.00          | $562.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $9.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $176.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $23.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $105000.00         | $913.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $236.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $215.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $9.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $411.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2275.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $38.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $436.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $863332.00         | $550.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $93.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $117.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.6020%  | N/A     | $50000.00          | $11466.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $103.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $140.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $76.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $432.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $327.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $376.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $471.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $293.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1355.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1592.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $3000.00           | $375.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $5750.00           | $707.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $284.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $36.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $82.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $155.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1195.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $72000.00          | $290.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1571.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $205.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $8.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $683.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $643.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $495.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $181.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $78.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $185000.00         | $27.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $27000.00          | $3461.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $525000.00         | $544.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $64.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1232.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $417.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $77.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $243.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $235.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $209.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $887787.00         | $656.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $839.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $110000.00         | $1047.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1260.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $50000.00          | $15.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 6.5000%  | N/A     | $35000.00          | $0.82              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $57.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1320.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1391.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $6.20              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $140.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1429.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2446.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $23.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $674.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 5.5000%  | N/A     | $80000.00          | $3.38              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $105000.00         | $195.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $87.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $108.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $128.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $249.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $43000.00          | $10.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $12.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $25000.00          | $8.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7667.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $72.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $275.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $259500.00         | $3268.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $34000.00          | $2.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $216.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $4.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $434500.00         | $442.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $2.35              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $697.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $564000.00         | $340.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $42.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $398.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $698.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1811000.00        | $1610.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $528.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $2824.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $65.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $391985.00         | $544.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $322.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $6.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1638.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2564.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $98.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $2393.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $197.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $49.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1841.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $18.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $469.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 6.5000%  | N/A     | $40000.00          | $19.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $290.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $124.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $177.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $104.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $418.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $427.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $652.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $45.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $1019.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $114.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $167.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $920.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $103.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $44.54             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $106.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $227.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $111.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $90.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $307.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $560.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $23.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $151.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $329.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 6.5000%  | N/A     | $20000.00          | $6.35              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $26.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $153.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $311.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $200.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $275.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2496.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $322.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $280.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $5.71              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $1.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $5500.00           | $1007.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $918.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $195.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $213.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1064.40           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $304.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $647.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $61000.00          | $726.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $588.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $99096.00          | $108.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $21.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.0000%  | N/A     | $360000.00         | $1166.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $130000.00         | $43.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $66.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3690.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $101.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $494.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $72000.00          | $13.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1419.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $5.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $335.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $60000.00          | $590.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $270.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $83.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $399.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $479.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $500.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $2958.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $169.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $2899.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $435.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $284.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $2.66              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.0000%  | N/A     | $110000.00         | $16.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $88.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $250000.00         | $95.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $560.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $639.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $198000.00         | $1928.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $364.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $20.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $274.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $164.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $500484.00         | $417.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $69.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $677.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $62500.00          | $46.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $14.60             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $396.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $374.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $114.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $353000.00         | $116.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 7.0000%  | N/A     | $2467.00           | $0.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $70.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $16.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $36.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $234.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $57.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $55805.00          | $331.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $348.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $14.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $327.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $15.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $127.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $18.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $529.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $71.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $16600.00          | $1432.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $62.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $66.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $1022.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $128000.00         | $115.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $40.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $288.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $8.49              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $138.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $201000.00         | $352.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $1004.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $519.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $30.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $166275.00         | $2188.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $294.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $362.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $331.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $4.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $202.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $348.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $44.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $140.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $32.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $1928.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $197950.00         | $3191.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $33.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $108334.00         | $6.83              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $185000.00         | $1038.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $272.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2564.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $147.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $173.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $226.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $248.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2057.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $29.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $165248.00         | $199.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1356.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $40.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $33.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $1079.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $214.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $62.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $196.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $321.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $265400.00         | $82.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $235500.00         | $118.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 9.0000%  | N/A     | $85000.00          | $67.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $298.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $14000.00          | $163.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $211.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $159.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $319000.00         | $602.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $12.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1859.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $24.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $56.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $225000.00         | $3028.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $26.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $119.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $14.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $401.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $437.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $64.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $490.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $83.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $20.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $574.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $566.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1658.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $433.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $2.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 6.5000%  | N/A     | $164000.00         | $7.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $20.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $50000.00          | $455.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $11273.00          | $0.34              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $3.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $95.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $144.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $65000.00          | $458.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $518500.00         | $1533.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $51.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $67.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1465.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $196.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $20.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1854.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $176.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $664.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $18256.00          | $1287.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $832.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $10000.00          | $751.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $3233.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $126.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $737.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $398.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $189.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $391.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $87000.00          | $2.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $374.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $27.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $94.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $43.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2552.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $43.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $171.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $641.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $274.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $249432.00         | $147.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $67.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $487.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $3.97              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $199.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $340.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $4.02              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $444.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $243.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $77000.00          | $854.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $30.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $421.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $454.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $282.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $212.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $435.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $30000.00          | $360.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $166.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2300.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $219000.00         | $219.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $531.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $113406.00         | $1318.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3598.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45299.00          | $134.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1705.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $188.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $554853.00         | $1502.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $117.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $107.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $587.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $388.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $760.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $313.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $181.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $107.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $39.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $557.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $363.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25320.00          | $0.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $493500.00         | $3943.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $125000.00         | $251.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $197.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $765.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $202.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.5000%  | N/A     | $82825.00          | $0.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $557.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $233.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $81.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $130.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $363.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $213.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $377500.00         | $22.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $590.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $871.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $468.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $155000.00         | $295.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $258.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $901.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $817.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $191.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $841.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $499.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $24.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $51.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $967.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $414.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $191.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $978.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $198.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $118.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $287.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $3.07              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $139.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $337.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $304.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.0000%  | N/A     | $50000.00          | $78.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $198.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $150.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $11.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $95.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $522.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $750064.00         | $797.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 7.0000%  | N/A     | $100000.00         | $4.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1204.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $77220.00          | $63.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $21.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $44.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $81.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $351.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $2874.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $6000.00           | $335.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $10359.00          | $105.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $400.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3000.00           | $337.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $736.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $199.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $223.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $34.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10500.00          | $1605.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $461460.00         | $5370.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $117.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1212334.00        | $764.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $495.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $529.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $486.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $581.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $101.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $134.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1921.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $473.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $615.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $17750.00          | $1326.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $30.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $7750.00           | $739.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $242.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $419.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $929.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $342.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $289.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $403.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25487.00          | $42.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $45.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $340.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $266.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1262.42           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $31.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $630.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $21000.00          | $21196.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $27.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.5480%  | N/A     | $300000.00         | $4145.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $113.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $253.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $762.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $13.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $40.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $140.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $3.87              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $113.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $19.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $34000.00          | $529.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $16.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $109.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $259.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $502.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 7.0000%  | N/A     | $145000.00         | $80.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $490.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $529.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $102.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1083.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $244.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $122.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $147.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 6.0000%  | N/A     | $75000.00          | $37.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $121.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $202.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $5.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $1.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $654.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $65.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $1982.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2297.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $75.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $561.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $40.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $364.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $26000.00          | $354.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $37.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $16000.00          | $92.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $259.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $73.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $373.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $527.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $1955.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $0.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $853.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $65.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $399.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $50.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $8.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $641.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $176.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $135.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $3000.00           | $181.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $42.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $300.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $402.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $9.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $19.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $85.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $8000.00           | $312.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $727.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $30.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $671.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $50000.00          | $8.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $114.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $29000.00          | $321.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $258.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $305.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $674.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $788.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $424.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $845448.00         | $1049.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $12.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $369366.00         | $1187.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $278113.00         | $176.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $3319.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $293.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $136.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $6649.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $21.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $1000.00           | $310.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $194.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $952319.00         | $3078.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $88.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $266.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $4.99              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $88051.00          | $103.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $54.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $130.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $555.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $250.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $503.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $630.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1263.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1491.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2301.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $886.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $44.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $923.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $85.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $10000.00          | $67.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $593.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $29.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.0000%  | N/A     | $35000.00          | $5.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $225.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $169.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $278.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $586.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $813.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $586.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $81.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $42.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $208.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1546.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $262.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $587.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $359.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $156.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $76.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $218.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $94.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $132.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $170.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $229.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $4000.00           | $334.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6500.00           | $562.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1685.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $28.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $320.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $6000.00           | $776.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2798.46           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $52627.00          | $5.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $471.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $5728.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $44000.00          | $497.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $97.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1477.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $18.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1474.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $2969.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $698.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $88.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $252.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $52.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $30.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $204.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $112.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $3.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $11674.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.5000%  | N/A     | $175000.00         | $17.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $90.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $6.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $16.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $1.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $196.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $847.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $604500.00         | $732.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $19748.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $441.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $25.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2299.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $96.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $44.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1361.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $29.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $152.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 6.5000%  | N/A     | $155000.00         | $8.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $156.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2186.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $2084.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $48694.00          | $700.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $208.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $177.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $25.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $776.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $175562.00         | $33.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $58.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $474.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $118.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $46.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $5000.00           | $487.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.0000%  | N/A     | $1315528.00        | $27.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $156.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $29521.00          | $549.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $12.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $162.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $30000.00          | $745.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $71.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $65.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $164.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $11.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $16.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $216.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $30.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $884.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $262.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $244.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $200000.00         | $130.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $155.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $106.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $301.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $492.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $604.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $156.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $24.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $30.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $187.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $54.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $180.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $92.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $746000.00         | $985.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $800.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $208.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $74.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 6.5000%  | N/A     | $50000.00          | $1.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $922.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $6.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $136.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $9.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $94.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $58.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $103.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $1035.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $15.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $298.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $204.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $167000.00         | $2284.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $1018.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335538.00         | $358.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $241.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $491.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $49.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $94.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $44500.00          | $1.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $3.54              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $120.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $223.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $8.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $571.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $353050.00         | $633.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $12.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $647.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25843.00          | $205.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $92.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $554.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $80.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $78.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $242.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $286.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $462.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $94.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $160000.00         | $1943.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $656412.00         | $2157.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $176.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6883.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $615020.00         | $547.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $33.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $814.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $50834.00          | $377.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.5000%  | N/A     | $6000.00           | $1.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $18.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $151.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $66333.00          | $56.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $243.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $243.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1782.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $110.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $367.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 7.0000%  | N/A     | $35000.00          | $70.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 8.0000%  | N/A     | $171000.00         | $1.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $101.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $52.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $122.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $361.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $188.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.0000%  | N/A     | $17000.00          | $7.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $569.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $318.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $388.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $334.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $299.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1441.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $195.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $819.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $289.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $44.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $74.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $465336.00         | $29.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $73.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $267.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $666.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $6000.00           | $607.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $131.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $11.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $4000.00           | $198.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $92.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $40.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $70.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $93.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $638.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $110.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $386750.00         | $875.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1560.62           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $20000.00          | $19.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1178.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $265000.00         | $1827.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $749.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $59.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $81.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $317.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $775.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $25000.00          | $38.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $82668.00          | $605.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $81.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $202.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $85.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $247.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $35.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $169.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $431.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $78500.00          | $865.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $469.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $332.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $575.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $193.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $192525.00         | $100.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $350.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $424.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $237.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $41.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2130.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $89833.00          | $1320.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $134.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2297.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $216.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $8.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $2879.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $411.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $543496.00         | $1.23              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $122.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $533490.00         | $204.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $135.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $39.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $197.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $71.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $2.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $430.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $65040.00          | $168.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $103000.00         | $358.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50152.00          | $99.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-04-01      | 3.5000%  | N/A     | $4000.00           | $4.44              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $13753.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $486.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $359.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $367.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $367.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100048.00         | $123.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $392.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $56.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $753.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $1972.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $39.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $72.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $30.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $7319.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $24.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $620661.00         | $341.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $509.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $28.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $14000.00          | $8.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $82.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $5.45              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $482.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1135.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246566.00         | $689.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $296.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $665.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $175000.00         | $273.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $4.49              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $383.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $1057.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $54.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $58.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $253394.00         | $3593.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $62.91             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $267.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $107.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $1034.84           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $41.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $358.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $60.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $124.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $390459.00         | $172.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $25000.00          | $2.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $307.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $5000.00           | $3.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $19.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $307.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $317.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $15942.00          | $201.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $6.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $382750.00         | $32.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1180.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $82.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $272.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $261.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $7000.00           | $109.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $69.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $44.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $141.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $4777.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $70000.00          | $46.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $577.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $421.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218842.00         | $815.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $122.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $189.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $25408.00          | $3.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $565.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $588000.00         | $579.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $256.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $98.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $382.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $409.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $986.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $265.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $706.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $1026.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $159.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $195.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $148.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1298.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $134.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $305000.00         | $330.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $69337.00          | $1039.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $736.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $278.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $26.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $466.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1564.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $50000.00          | $801.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $799.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $471.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $63454.00          | $93.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $98.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-20      | 7.0000%  | N/A     | $252500.00         | $0.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $176.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $6.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $14.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28275.00          | $74.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $67500.00          | $1.47              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $531.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $13.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $161.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $145.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $450000.00         | $33.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $254.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $135.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $108.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $592.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $209.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $35000.00          | $107.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $636.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $986000.00         | $872.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $2.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $25114.00          | $0.47              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $258.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $52.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1641.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $186.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $79.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2467.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $391.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $12.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $49.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $704.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $425.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $69.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $10000.00          | $391.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $71.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $96081.00          | $1426.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $67.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $75.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $59.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 8.0000%  | N/A     | $47000.00          | $1015.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $291.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $32000.00          | $34.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $13.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $294.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $324.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $98.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $152.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $281.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $126972.00         | $163.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $32.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $51.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.0000%  | N/A     | $15000.00          | $0.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1644.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $2000.00           | $82.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $153.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $200.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $30000.00          | $40.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $715.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $664.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $155.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $70.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $664680.00         | $2198.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $65.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $818.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $336.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $6.46              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $532.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $87.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $340.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $50.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $709.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $4500.00           | $565.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $182.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $2995.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $395.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $98.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $340.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $24000.00          | $164.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $970.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $86.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $190.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $7419.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $67.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $8.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $711.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $44.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $48000.00          | $121.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2268.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $558.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $341.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $506.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $94.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $61.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $682.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $256500.00         | $1525.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $194.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $125000.00         | $37.88             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $2000.00           | $131.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $93.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $2.13              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $37.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $123000.00         | $107.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $2133.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $847.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1187.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $697.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $20000.00          | $766.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $525.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $19.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $7.20              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $190.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $69.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $125.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $268.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $278.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $206.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $4025.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $595.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265301.00         | $1260.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4750.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $210085.00         | $3652.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $111.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $382.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $315.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $620.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $82.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $141.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $344.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $481.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $791.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.5000%  | N/A     | $149557.00         | $53.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $0.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $218.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $2000.00           | $15.22             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $63.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $163000.00         | $4594.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $388.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $138.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $13500.00          | $130.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $58.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $15.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $36.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.76              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $82.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $72.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $647.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $423.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $8.64              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $29.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $114500.00         | $1059.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $112.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $13.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.0000%  | N/A     | $205931.00         | $11.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $200000.00         | $64.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2283.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $128.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $62.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $847.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $12.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.5000%  | N/A     | $100000.00         | $1591.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1120.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $373826.00         | $147.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $677.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $172.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $18.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 6.5000%  | N/A     | $145645.00         | $0.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $247.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 4.7500%  | N/A     | $503419.00         | $113.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $35.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $328.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $671.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $7.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $18.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $406.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.5000%  | N/A     | $100000.00         | $8.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $5.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $40.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $117.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $72.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $84.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $288.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $39667.00          | $7984.22           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $599.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $8000.00           | $23.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $150.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $52.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $29.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2328.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $1029609.00        | $26.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $698.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $88.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $75.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 5.6250%  | N/A     | $1000000.00        | $1418.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $768.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $258.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1176.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $694000.00         | $548.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $28.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $1.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $294.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $16.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $151.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $335000.00         | $85.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1183.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $142.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $25.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $53.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $184.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $53.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $14.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $22000.00          | $1344.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $505.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $74.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $38.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $3955.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $15000.00          | $9.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $117831.00         | $1418.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2259.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $645.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $2000.00           | $232.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $108.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $365000.00         | $50.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $442668.00         | $431.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $504.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $27.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $698377.00         | $1096.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1727.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $8.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $86.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1398.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $56.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145016.00         | $309.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1424.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $532.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $217.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $24000.00          | $153.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $21.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $860.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $317.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $2883.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $348.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $36.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $488.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $167.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $27.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $2104.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $50811.00          | $34.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $204000.00         | $2374.97           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $2000.00           | $15.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22000.00          | $1727.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $3000.00           | $47.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $238.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $152547.00         | $116.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $54.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $386.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $208040.00         | $918.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $196.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $96.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $191.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $36000.00          | $1151.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-25      | 3.5000%  | N/A     | $26000.00          | $3.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $96.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 5.5000%  | N/A     | $25332.00          | $961.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $151.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $25000.00          | $142.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $114.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $455.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $312.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $0.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $30000.00          | $143.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $82500.00          | $1160.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $309.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1451.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $16.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $597.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $50000.00          | $5.35              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $26.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3378.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $90115.00          | $39.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $20.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $951.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $276.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $243.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $45.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $7.38              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $449.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $476819.00         | $226.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $58.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $774.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $4806.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $509.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1758.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $2064.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $356.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $147.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $48.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $60000.00          | $49.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $25056.00          | $1.22              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $206.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $33.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $782.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $94.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $245.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $137.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $208.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1450.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $703.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.43              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $149.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $734.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $26.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $19.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $60.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $551.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $79000.00          | $1036.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1222071.00        | $1135.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $403.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $25019.00          | $226.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3850.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $24.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $202000.00         | $103.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1705.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $1864.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $686.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $150000.00         | $36.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $107.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $20000.00          | $1919.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $1010000.00        | $944.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $15.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $769.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $190.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $51.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $94.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $600.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $263.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 5.0000%  | N/A     | $100000.00         | $4.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2197.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $2106.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $31200.00          | $9.85              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $44.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $151000.00         | $2619.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $161.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $778.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $11.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $67.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $24.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25000.00          | $301.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $59.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $35.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $59.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $16.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $380.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $8.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $36.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2611.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $2.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $73000.00          | $155.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $154.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1518.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $41.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $205488.00         | $131.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $28.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1238.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1118173.00        | $1439.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $120.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $326.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $863.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $61.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $624.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1356.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $247.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $580.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $347.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $84.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $10035.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $604.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 6.5000%  | N/A     | $125000.00         | $4.21              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $233.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $139.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $3106.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $256.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $970.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $66.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1400.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $83.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2300.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $32.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $59.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $682.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $21.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $265.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2025-12-15      | 7.0000%  | N/A     | $195043.00         | $0.37              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $197.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $228.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $19.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $40.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 6.5000%  | N/A     | $125000.00         | $40.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $3033.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $204.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $9000.00           | $96.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $83.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $60000.00          | $6.63              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $236.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $225.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $187.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $375000.00         | $222.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4513.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $678.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $562.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5610.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $19.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $17.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $73.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $729.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2880.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $322500.00         | $197.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $81.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $27.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $116.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $89.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $217500.00         | $2816.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $385.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $286.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $315.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $3.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $8000.00           | $384.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $35.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $209.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $680.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $39.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $468.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $30000.00          | $3.90              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $217.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $436.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $4985.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $53.65             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $90.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $26.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $19.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1445.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4711.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $74.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $599.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $128.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $457.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $6.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3874.00           | $1979.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $330.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $269.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $203.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $99.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $454.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $50.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $50.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $422.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $82.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $422.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $61.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $334.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $80664.00          | $24.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $62.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $64.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $5938.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $254.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $26.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $390150.00         | $2496.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $227.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $319.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $250.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $383.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $105000.00         | $1578.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1558.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $16.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $170.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $197.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2259.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $240.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $126.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3000.00           | $258.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $37500.00          | $69.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $475.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $222.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $61.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $331.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $460.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $309691.00         | $417.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.5000%  | N/A     | $4000.00           | $234.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $67.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $198.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $1446.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $406.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $28.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $118.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $4.10              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $466.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $499.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $76.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $3000.00           | $651.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $4114.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $65.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $113.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $923522.00         | $2502.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $120.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $66000.00          | $376.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $828.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $29.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $770.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $67.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $60000.00          | $200.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $145006.00         | $1694.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $6565.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $773.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1241.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $25000.00          | $52.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $797.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $5000.00           | $0.03              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $1727.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $1160.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $854.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $37.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $115000.00         | $2810.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $73.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $53000.00          | $131.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $350.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1389.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $4.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $672.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $86.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $66000.00          | $344.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $258000.00         | $310.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $782.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $146.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $914.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2739.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $10.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $61.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $86.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $102.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $2057.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $287.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.0000%  | N/A     | $388976.00         | $10.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $63.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $27.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $427.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $162500.00         | $27.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $293417.00         | $296.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $248.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $190.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $200000.00         | $269.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $25000.00          | $84.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $888.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $735.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $4412.00           | $31.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $89.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $15.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $443.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $355.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $426.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $13.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $805.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10939.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $131.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $21.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $555.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $52.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $31.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $7000.00           | $1328.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $31.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $148.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $148.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $76389.00          | $2.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $302.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $453.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $28000.00          | $1255.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $52.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $730684.00         | $654.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $578.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $74.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $21.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $1000.00           | $40.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $34.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $1043.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $153.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $3.11              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $12.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $624673.00         | $1904.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $99.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $287.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $122500.00         | $224.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $340.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $235.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $16.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $743.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $477.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $490.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $410.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.80              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $642460.00         | $7940.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $937.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $47.42             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $58.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $88.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $167250.00         | $1967.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $80000.00          | $10.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $124.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $86.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $445.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1120.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $8.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2248.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $7.88              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $51000.00          | $51.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $65000.00          | $2.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $15000.00          | $140.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $444.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $206.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $163.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $19.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $198.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $82.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1352.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $600.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1186.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $191.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.6160%  | N/A     | $20000.00          | $275.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $137.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $5121.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $756.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $5.32              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $296.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $63.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $580.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $258.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $56.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $257.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $71.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $58.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $247.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2941.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $64.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $80000.00          | $292.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1418.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $123.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $32.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $532500.00         | $422.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $76.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $63.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $123.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $44.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $29.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $2.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3000.00           | $116.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1335.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $42.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $94.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $849.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $308.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1766.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $584.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $246.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $263.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $4200.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $275.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $98000.00          | $183.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $30.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $60000.00          | $51.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $402491.00         | $237.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $509.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $475.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $179.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $141000.00         | $184.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $18.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $1976.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1113.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $172.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $1061.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $31.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $95000.00          | $22.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $154000.00         | $149.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $9.52              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $327.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $23.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $384.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $156.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $525.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $226.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $44000.00          | $584.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $1000.00           | $94.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $671.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $179.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $290000.00         | $244.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $79.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2226.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $8.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $24.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $2079.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $380000.00         | $262.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $116300.00         | $956.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $77.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $100.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $27.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2926.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $20.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $274.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $2.91              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $295.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $821.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.24              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $158.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $353.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $637.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $5000.00           | $182.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $2919.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 7.0000%  | N/A     | $12000.00          | $57.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $209.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $122.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $290000.00         | $79.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $24.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2339.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $557.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $61678.00          | $32.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $80.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $154.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $83.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $21.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $100.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $213.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $1018.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $224605.00         | $2507.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $32500.00          | $247.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $162.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1369.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $256.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $16.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $95.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $44.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $114.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $17.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2237.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $43.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $560.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $174.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $3000.00           | $994.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $20000.00          | $228.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1694.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2150.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $205000.00         | $18.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $90.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.5000%  | N/A     | $27241.00          | $30.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $722.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $80.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $202.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $135.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $69.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $160000.00         | $28.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $237.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $115.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 5.6250%  | N/A     | $500050.00         | $1043.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $202.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $318.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $308.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $690.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $262000.00         | $625.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $859.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $261.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $103.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $96.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $50500.00          | $1745.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $393.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $14.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $2.16              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $85.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $538.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $209884.00         | $533.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $283.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $107.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $385.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $17.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $198.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $532.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $157000.00         | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $477.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $25000.00          | $12.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $25.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $722.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $283.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $399.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $765.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $654.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.5000%  | N/A     | $25000.00          | $0.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $26.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $1109.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $44.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $761.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $117.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $117.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $579.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $70.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1310.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $879.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $44.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $98.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $67000.00          | $496.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $100.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $274.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1119.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $175000.00         | $11.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $40.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $343.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $633.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $553.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1000.00           | $150.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1130643.00        | $262.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $3.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $438.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $75.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $54.99             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $77.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $2077.65           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $62.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $16.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $77.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $635.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $460.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $900.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $439.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2141.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $442.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $672.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $692.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $147.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $370.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $26.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1272.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $2000.00           | $35.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $166.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $771.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $19.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $15000.00          | $1181.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1459.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $265.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4819.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $235.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $258.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1102.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $427.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1281.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $73.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $36.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $92000.00          | $1194.55           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.17              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $120.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1720.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $299.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $60.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $6000.00           | $423.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $795.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $181.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $306.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $202.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $107000.00         | $4.86              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 7.0000%  | N/A     | $35000.00          | $397.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $1.23              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $840.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $219.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $19.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1640.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $488.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $76.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $82.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $13770.00          | $131.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $50032.00          | $31.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $517.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $8000.00           | $22.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $54.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $97000.00          | $1802.77           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $32000.00          | $6481.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $412.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $596.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $12.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $45.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $48.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $43.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1316.65           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $4.41              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.0000%  | N/A     | $364950.00         | $12.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $404.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $83.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $109.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $21000.00          | $147.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $11.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1497.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $298.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $40552.00          | $237.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $15.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $71.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $130.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $3.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $37.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $112.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $149.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2000.00           | $261.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $104.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $119.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $50000.00          | $1491.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $18.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $514.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $7.67              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $254.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $75000.00          | $216.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 8.0000%  | N/A     | $6000.00           | $0.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $302.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $499.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $3141.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $186.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $239.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $474.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $215.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $152.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.4070%  | N/A     | $50000.00          | $14464.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $448.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $91.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $324.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $718.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $250.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $57.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $573178.00         | $544.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $75000.00          | $117.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $968.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $28.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $319.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $91.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $97.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $9.12              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $15.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.5540%  | N/A     | $350000.00         | $56.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $57.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $9.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $467.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $247.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $95000.00          | $330.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $50000.00          | $678.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $124.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $171.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $3000.00           | $82.26             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $199.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $195.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $992308.00         | $1130.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $107.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.5000%  | N/A     | $15000.00          | $4.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4554.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $99.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2436.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $400000.00         | $22.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $184.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $33.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $38.66             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $258.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $592.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $6.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $34.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $144.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $1950.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $104.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $608.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $124.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $9.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $65.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $56000.00          | $15.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $288.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $11.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $32.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $566.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $69.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $49.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $180.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $10000.00          | $659.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $780.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $112.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $993.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $246.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $24.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3479.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $44.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $275.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $892.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $731.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $4.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $205456.00         | $313.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $108.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $128.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $100000.00         | $532.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $209.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $22.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $69.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1444.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $153.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $262.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.0000%  | N/A     | $375000.00         | $559.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $194.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $102000.00         | $1221.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $48.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $2080.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $132.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $334.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $39.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $215.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $72.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $3293.81           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $17.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $432.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $170.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $789.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $656.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $255.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $46.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $24.52             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $3000.00           | $143.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $640.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $92.05             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $536.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $25.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $47.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $289750.00         | $184.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $2147.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $770.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $1070.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $154.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $161.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $102.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $43.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2302.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $142500.00         | $1689.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $540.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $30.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $63.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $225000.00         | $17.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $13250.00          | $495.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $70.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $280.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2814.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $145000.00         | $102.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $510840.00         | $4575.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1116.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $165.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $62.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $116650.00         | $1529.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $41.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $2049.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $53.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $20.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $5.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $212.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $721.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $127.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $140000.00         | $1881.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $312.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $480.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $406090.00         | $2911.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $86083.00          | $1057.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $129.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $78.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $71.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $316666.00         | $65.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $401.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $293.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $130.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $512.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $19.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $33.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $92.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $2007.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $14000.00          | $25.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $331.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $219.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $104.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $115.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $159000.00         | $2398.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $192501.00         | $1797.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $29.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $169.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $42.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $28.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $35.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $314.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $280342.00         | $3578.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $35.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $9.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $8.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $71.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $54.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $12.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $9.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $592.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7739.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $147600.00         | $1868.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $360.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $27.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $551.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $14000.00          | $1167.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $439.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $30.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $106.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $34.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $756.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $100.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $13.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $66.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $4000.00           | $6.38              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $112.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8626.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $118.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $2.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $843.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $345.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $62000.00          | $956.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $71.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $18.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $68.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $50000.00          | $0.39              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $246.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $10000.00          | $466.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1737667.00        | $544.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $213.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $64.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $803.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $107.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $377.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $27.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3444.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $75.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $92.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $57.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $81.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $162.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $65.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1389.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $550.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $217.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $78.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1606.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $329.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $304.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $48.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $25000.00          | $258.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $41.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $226.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1791.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $41.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $96.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $270.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $388.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $151.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1921.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $612.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $170.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $326.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $66.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $46.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $76.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $450.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $182000.00         | $47.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1379.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $28.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $98.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $232.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $21.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1163.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $613.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $37.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $57.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $181.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $500.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $76.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $54277.00          | $765.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $16.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $415.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $122.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $982.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $829.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $175.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $185000.00         | $0.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $174.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $92.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $565000.00         | $163.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $295.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $187368.00         | $1705.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $3.17              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $124.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $111.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $359.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $251.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3216.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $240.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $69000.00          | $2718.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $159.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $78.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $213.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $80.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $51.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $426.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $74.09             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $4000.00           | $516.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $78.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $401.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $111.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $59.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2556.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $5801.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $111.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $262.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $189.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $618390.00         | $3.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $60000.00          | $1066.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1463.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $939.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $151.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $84.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $121.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $559.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $25.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $238000.00         | $110.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $54.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $596.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $128.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $175000.00         | $66.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1452397.00        | $47.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $102.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $160.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $337.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $9.85              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.2980%  | N/A     | $50000.00          | $8048.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $78.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $50058.00          | $938.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $37.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $100.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2025-12-25      | 3.5000%  | N/A     | $1000.00           | $0.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $142.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1672740.00        | $3041.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $339.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $63.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $409.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $140285.00         | $908.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $191.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $80.94             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1320.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $167.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 8.5000%  | N/A     | $124391.00         | $24.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $158.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1197.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $148.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $18.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $120.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $52729.00          | $5064.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $13000.00          | $13096.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $123.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $447.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $49.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $170.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $346000.00         | $1387.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $23.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1919000.00        | $452.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $404000.00         | $261.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2199.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $173.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $91.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $122000.00         | $1119.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1226.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $26.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $315310.00         | $598.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2695.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $113.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $220.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1434.00           | $654.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $14.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $105000.00         | $359.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $4.15              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $132000.00         | $43.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $147.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $312252.00         | $271.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $94.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $838.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $357.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $825.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $570.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $152.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $234.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $101.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $13000.00          | $1119.45           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $90.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $11.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1287.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $709.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $25.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $214315.00         | $417.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $8413.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $266.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $534.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $127045.00         | $47.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $256.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $774.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $21.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1453.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $1.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $86.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $10.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $33.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $714.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $112.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1797.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $389152.00         | $432.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1363.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $612.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $591500.00         | $122.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $68.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1781.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $63.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $842.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $135108.00         | $1449.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $11.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $11.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $371.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-01      | 3.5000%  | N/A     | $27000.00          | $12.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $302.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $426.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $118.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $189.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7632.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $592.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $23.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $11.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $69000.00          | $9.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $446.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $472.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $430.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $818.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $800.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $269.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $150.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $90000.00          | $15.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $70.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $8.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $741.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $370.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $354.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $289.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $2.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $164.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1829.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $26.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $374.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $93.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $8000.00           | $28.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $764.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $393.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $208.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $25.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $429.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $24.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $70000.00          | $29.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $73.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $106.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $122.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $165000.00         | $128.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $8.44              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $215000.00         | $105.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $302.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $15.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $211250.00         | $4626.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $365.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1113.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $93.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $80000.00          | $46.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $212.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.0000%  | N/A     | $45000.00          | $14.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $11229.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $251000.00         | $171.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $28.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $773319.00         | $633.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $252.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $14.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $5.20              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $6000.00           | $32.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $25.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $421.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $335464.00         | $2713.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $3108.00           | $11.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $625000.00         | $85.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $209.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $1028.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $701.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $128.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $961.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $115.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $193.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $50.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $178.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $88.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $64.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $5905.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $498.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $44.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $256500.00         | $427.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $227.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $59000.00          | $385.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $77.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $20.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $679.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $143.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $61.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $385.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $63.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $275055.00         | $141.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $260.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $1004.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $820.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $134.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $145.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1306.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $20.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $71.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $30000.00          | $646.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $193.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $186.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $615.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $45.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1451.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $1052.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $6.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $446.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $295000.00         | $342.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676836.00         | $419.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $165.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $256.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $119.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $171.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2308.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $321.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $7.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $18.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $279.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $28000.00          | $191.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $266667.00         | $3038.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $586.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $209.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $86.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $305000.00         | $57.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $81.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $275.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $4000.00           | $26.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $6.33              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $786.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $705.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $700.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $304214.00         | $695.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $138.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $216.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $371.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $4887.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 6.5000%  | N/A     | $110000.00         | $0.98              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25025.00          | $2.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $109000.00         | $1444.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $52.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $343.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $323.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $219.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $741.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $15000.00          | $1183.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $24000.00          | $14.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $119.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $473000.00         | $710.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3619.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $49.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35405.00          | $219.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $912.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $1.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $285469.00         | $3283.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $346.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $58.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $3300.00           | $321.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $335.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $384.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $51000.00          | $644.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $106.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $102.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $513.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $85.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $194.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $51.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $24000.00          | $87.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $199.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $456.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $10.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2314.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $3159.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $6239.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $155.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $53.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $7.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $471.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $40051.00          | $170.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $58.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $677.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $1000.00           | $232.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $94.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $338.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $51.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $171.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $45.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $30.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $2.08              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $513.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $3.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $100000.00         | $351.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $106.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $741.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $92000.00          | $32.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $408.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $679.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $223.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $192.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $39.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $11500.00          | $659.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $2750.00           | $276.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $1037.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $11.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $28.71             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $76.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $13730.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $156.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $42.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $313.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $150.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $59.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $16000.00          | $358.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $46.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $958.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $1940.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $462427.00         | $77.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $23333.00          | $134.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $44000.00          | $805.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $147.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $85.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $412.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $94.58             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $55000.00          | $35.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $718.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $170.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1559.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $32.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $70.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1436.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $29.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $131.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $152.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $40000.00          | $840.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $1002.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $504.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1525.39           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $146.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $363.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $156.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $3000.00           | $367.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $358.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $267.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $67500.00          | $685.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $1042.89           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $116.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $427.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $8.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1833.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $344.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $400000.00         | $104.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $628.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $382.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $253.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $914.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $439.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $970.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $2.63              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $98.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $360.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $911.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $35.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $307.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $191.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1235.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.0000%  | N/A     | $13500.00          | $1309.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $399039.00         | $1988.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $42.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $95.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9973.00           | $1795.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $33334.00          | $417.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $811666.00         | $2003.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $701136.00         | $21.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $291.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $64.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $28.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $25000.00          | $514.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $18000.00          | $757.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $16.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $99.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $6.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $163.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | 7.0000%  | N/A     | $300000.00         | $4.62              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $39.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $1484.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $242.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $156.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $19.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $200.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $391.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $113.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $38.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $6.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $76.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2172.35           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $54.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1571.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $250.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $1104.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1480.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $463.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $621.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $239.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $3.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $774.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $6000.00           | $216.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $54000.00          | $8.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $993.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $82.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $1006.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $115.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $32.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $226.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $228.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $25.09             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $3000.00           | $294.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1288.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $58.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $10.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $6038.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $134.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $19.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $289.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $34.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $128.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $316.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $80.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $160.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $765.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $92.29             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $3.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $23.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $280.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $68.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $11.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $270.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $525.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $92000.00          | $160.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $14.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $811.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $160.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $359.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $134.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $289630.00         | $146.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $17364.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $152000.00         | $21.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $564.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $20.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1836.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $979.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $24.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $378100.00         | $102.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $270.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $200000.00         | $50.03             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $61.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $386.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $149.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $4000.00           | $441.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $446.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $170.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $555.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.5000%  | N/A     | $230000.00         | $5.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $387187.00         | $5950.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $606.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $188.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $115000.00         | $46.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $991.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $45.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $161.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $689.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $85000.00          | $218.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $10.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $62.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $716.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $784.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $160.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $2.22              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $113.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $379.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $141.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $17.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1529.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $1987.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $160718.00         | $100.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $30.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1905.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $19000.00          | $162.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $53.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $20079.00          | $198.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $300000.00         | $26.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $67.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $32000.00          | $2.19              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $171.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 6.0000%  | N/A     | $30000.00          | $499.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $226.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $26.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $268.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $684.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $1947.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $55.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $78.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $315.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $2109.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $578.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $80.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $291.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $537.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3596.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $399500.00         | $247.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $183.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $8.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $154.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $381.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $5000.00           | $10.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $407000.00         | $1451.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $307.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $549.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $299.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $222.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $6.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $210000.00         | $8.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $9000.00           | $293.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $322.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $679.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $62.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $88.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $56.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $9.78              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $16.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $229.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $544.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $59.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $178.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $15.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $146.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.3830%  | N/A     | $80000.00          | $14592.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $10500.00          | $1360.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $45.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $0.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $166.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $97.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $725.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $236508.00         | $2890.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $187000.00         | $343.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $2086.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $40.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $551.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $112.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $110732.00         | $1054.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $2500.00           | $843.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $124.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $264.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $687.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $276.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $184.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $33000.00          | $222.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $7000.00           | $68.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $97.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $438000.00         | $450.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $86.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $41.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $173.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $775.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $112.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1759.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2974.22           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $46000.00          | $75.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $305595.00         | $6.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $80000.00          | $757.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $248.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $28.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $98.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $594.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $36300.00          | $25.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $40.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.3720%  | N/A     | $90000.00          | $9578.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $422.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $83.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $111.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $77.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $532708.00         | $423.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $2.20              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $652500.00         | $9409.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $568.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3446.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4515.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $58.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $305000.00         | $136.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $19.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $278.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $25.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $16.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $705.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $21.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $25.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $402.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $253.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $199667.00         | $1618.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $166.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $126.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $546.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $193.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $186.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $178.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $8000.00           | $223.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $200.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $475.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $677.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $10427.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $40.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $92.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $140.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $344.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $930000.00         | $537.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $208300.00         | $3484.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $58.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $789.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.5000%  | N/A     | $30000.00          | $19.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $121.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $48.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $160000.00         | $451.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $46.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $48.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $35.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $251.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $244.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $105000.00         | $1082.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $187484.00         | $1822.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $160000.00         | $1040.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $75.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $81.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.2660%  | N/A     | $85000.00          | $577.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $128.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $110.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $12.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $13.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $275.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $199.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $58.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $89500.00          | $56.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $1033.73           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $196985600.00      | $202061105.28      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $205000.00         | $86.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $172.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $21.97             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $708.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3348.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $26.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $95.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $79.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $143.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $803.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $370.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1182.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $407.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $495.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $309.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $338.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $790.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2688.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1131.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $209.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $30.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $717666.00         | $43.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $416.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $57.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $420.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $111.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $36.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $50000.00          | $4.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $4.92              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $22.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $165.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $111.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1253.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $74.27             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $36000.00          | $151.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $52000.00          | $134.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $33.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $469.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $246987.00         | $238.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $332.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $231.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $46.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $155.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $88.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $26.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $45.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1627.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $253.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $292.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $227.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $159.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $1.24              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $396.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $135.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $245.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $227546.00         | $14.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $32.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $50000.00          | $135.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1520.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $537.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $294.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $482.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $450.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $6.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $66.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1405.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $182080.00         | $1802.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $403538.00         | $562.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $407.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3556.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $165.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $838.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $16.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $290.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2880.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $100.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $652.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $503.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $18.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $300.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $162000.00         | $1523.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $106523.00         | $314.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $329.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1705.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $33.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1473.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $18.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $569.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $68.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.5000%  | N/A     | $146000.00         | $8.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $58.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $64.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $18.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1765.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $401.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $7.24              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $53.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $63333.00          | $694.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $201.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $253.05            | Agency Mortgage-Backed Securities  |

### Security 77: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2906650333.70
- **C.18.a - Value (excl. sponsor support):** $2906650333.70
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $371788435.60
- **C.18.a - Value (excl. sponsor support):** $371788435.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16ET6
- **C.18 - Value (incl. sponsor support):** $905000000.00
- **C.18.a - Value (excl. sponsor support):** $905000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1; Fitch Long Rating: A+; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $685354200.00      | $923100021.17      | U.S. Treasuries (including strips) |

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247748055.00
- **C.18.a - Value (excl. sponsor support):** $247748055.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247316667.50
- **C.18.a - Value (excl. sponsor support):** $247316667.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499973790.00
- **C.18.a - Value (excl. sponsor support):** $499973790.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $722359143.54
- **C.18.a - Value (excl. sponsor support):** $722359143.54
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B35, C.4 - ISIN: US3130B8B352, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $944970648.30
- **C.18.a - Value (excl. sponsor support):** $944970648.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09AK9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A; Fitch Short Rating: F1; Fitch Long Rating: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $36332000.00       | $37543341.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $178643100.00      | $186592644.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $274278600.00      | $285864015.65      | U.S. Treasuries (including strips) |

### Security 86: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $184545365.07
- **C.18.a - Value (excl. sponsor support):** $184545365.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344897661.58
- **C.18.a - Value (excl. sponsor support):** $344897661.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197894222.00
- **C.18.a - Value (excl. sponsor support):** $197894222.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1292885231.67
- **C.18.a - Value (excl. sponsor support):** $1292885231.67
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006FS7
- **C.18 - Value (incl. sponsor support):** $499425000.00
- **C.18.a - Value (excl. sponsor support):** $499425000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $24902.33          | $15427.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $15693.43          | $16395.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $331.29            | $314.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $665.73            | $495.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $640928.75         | $457528.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $285000.54         | $298104.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.5100%  | N/A     | $332.95            | $347.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $84053.23          | $47760.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $830225.81         | $339746.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $3621025.69        | $3746855.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.0000%  | N/A     | $16059.84          | $10083.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $623131.24         | $571839.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $452489.70         | $146271.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $6366526.07        | $4268143.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $93225.83          | $78851.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2266766.22        | $2252007.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $157465.71         | $103837.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1165.33           | $909.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.5000%  | N/A     | $16573.09          | $772.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.0380%  | N/A     | $25005152.30       | $24384184.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $1305.66           | $629.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $158151.25         | $95903.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $270304.13         | $280775.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 1.5000%  | N/A     | $33295.00          | $19120.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $192634.55         | $201555.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1273465.83        | $1298858.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $424344.78         | $290221.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 6.2000%  | N/A     | $166.48            | $180.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $15815.13          | $7706.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $24138.88          | $2419.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $749137.50         | $687736.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $166.97            | $185.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $589403.41         | $299101.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $342921.85         | $342828.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 2.5000%  | N/A     | $187127.89         | $142364.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1151679.38        | $1148520.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $3911736.32        | $3927199.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $10272.34          | $7946.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $1507264.65        | $1251784.01        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1533415.87        | $967118.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $117175.09         | $121216.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $77077.93          | $9929.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $303380.71         | $316471.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.0000%  | N/A     | $214875.61         | $133773.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $181419.79         | $189374.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6000%  | N/A     | $499.59            | $522.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $854019.41         | $733603.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.0000%  | N/A     | $28181953.44       | $27507863.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.0000%  | N/A     | $129224.55         | $122981.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $177419.40         | $181183.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $2497.13           | $1776.09           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $166.48            | $174.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $110761.14         | $81219.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $205120.51         | $212133.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $339609.00         | $319321.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $1581.85           | $140.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1794051.13        | $1264534.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $3279147.31        | $3422029.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $920959.68         | $362502.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0100%  | N/A     | $983253.29         | $953632.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-15      | 4.0000%  | N/A     | $17512.17          | $10791.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $2728.19           | $312.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $240841.71         | $242587.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $53841.84          | $271.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.5000%  | N/A     | $14038.67          | $3489.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $166.48            | $120.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1842883.58        | $1839511.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $233000.07         | $237017.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $1783549.22        | $980772.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $346384.53         | $362072.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $95723.13          | $10045.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 5.5000%  | N/A     | $48636.34          | $292.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $562685.50         | $101729.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4921134.18        | $5014394.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.5500%  | N/A     | $332.95            | $323.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $170636.88         | $22132.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $533890.65         | $376246.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $25133.40          | $25474.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $5493.68           | $1531.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $19810.53          | $15624.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $186579.19         | $192958.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $1014709.07        | $791303.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 6.3980%  | N/A     | $1763396.43        | $1766293.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $3749874.68        | $3691313.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $32471585.35       | $33343382.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $8323.75           | $3704.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $104046.88         | $20040.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $17646.35          | $14871.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $28833.47          | $18966.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $673215.58         | $317238.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.0000%  | N/A     | $24971.25          | $13622.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 6.0000%  | N/A     | $25789.14          | $191.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 5.4810%  | N/A     | $452745.41         | $360342.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $40952.85          | $33635.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $213834.81         | $223511.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $73599.10          | $74659.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $28965.32          | $29098.59          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $216771.09         | $215800.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $166.48            | $99.25             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $27722.58          | $21832.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $422147.97         | $443572.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $148158.09         | $134882.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 2.5000%  | N/A     | $7545829.64        | $7061751.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $28337.54          | $3637.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $34145.35          | $20536.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.0000%  | N/A     | $1526032.38        | $1498180.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $141421.34         | $141343.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $182800.54         | $190623.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.3000%  | N/A     | $9879458.88        | $9797419.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $488403.02         | $501676.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $560297.58         | $571306.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $19144.63          | $16961.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $63194.41          | $44081.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.5000%  | N/A     | $180457.24         | $182032.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $14335282.11       | $13696499.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $1942739.28        | $1247050.73        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $416187.50         | $350127.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $706150.99         | $737916.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 8.0000%  | N/A     | $499.92            | $79.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.5000%  | N/A     | $66075.26          | $37738.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $7150636.63        | $5862224.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $5585063.12        | $924199.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $781082.05         | $544685.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.4280%  | N/A     | $2935839.90        | $2999503.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $696667.24         | $723852.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $117879.95         | $121797.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 3.0000%  | N/A     | $416788.47         | $371805.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $656298.39         | $264952.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1584216.05        | $1576262.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 1.5000%  | N/A     | $162231.72         | $102617.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $319441.89         | $321228.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $81572.75          | $66594.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1094734.27        | $1012254.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $60326.71          | $62197.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $2831284.27        | $2799905.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $299960.65         | $307422.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.2310%  | N/A     | $4494825.00        | $4378657.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $4161.88           | $644.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $177304.53         | $141915.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $49941.67          | $7437.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $9863374.73        | $6165370.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.0000%  | N/A     | $536.05            | $425.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $831450.73         | $836874.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $8656.70           | $6502.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 5.2400%  | N/A     | $135185.52         | $122825.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $226641.40         | $237200.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $166.48            | $122.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $173141.99         | $181676.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $479448.00         | $377614.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $23356.28          | $13183.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $676411.90         | $680245.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $17978967.05       | $11033287.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-08-20      | 5.6270%  | N/A     | $2301691.34        | $2487691.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $4173360.44        | $4281250.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $56885.84          | $38667.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.5000%  | N/A     | $573859.30         | $21980.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $294282.19         | $227002.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $24138.88          | $22471.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $56601.50          | $46935.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $328011.69         | $337807.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.5000%  | N/A     | $232242.95         | $29442.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.1900%  | N/A     | $83237.50          | $85079.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $499425.00         | $34586.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $45947.10          | $47293.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $6326.05           | $2886.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $620935.10         | $646926.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.5000%  | N/A     | $339.94            | $26.23             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $362415.41         | $366176.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $2803098.06        | $42142.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4179.02           | $3014.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $29133.13          | $15444.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $211423.25         | $10216.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-09-20      | 6.4890%  | N/A     | $592442.91         | $630640.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $174289.00         | $178353.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $55830419.76       | $47576623.28       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 2.0000%  | N/A     | $254373.80         | $106759.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $23306.50          | $3448.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $185223.41         | $190622.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1601073.98        | $1623303.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3891860.54        | $3954203.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $194180.44         | $199366.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $190372.49         | $194112.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $3329500.00        | $2493557.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-15      | 3.0000%  | N/A     | $166.48            | $87.57             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 4.0000%  | N/A     | $21012863.39       | $1458905.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $665.57            | $27.68             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $85458.28          | $56220.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $1298951.15        | $1344149.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $457459.32         | $464809.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $587283.18         | $581217.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4418839.15        | $4416862.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $419759.39         | $437035.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $406864.90         | $79695.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $4090160.23        | $4170683.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $135751.54         | $100465.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 3.0000%  | N/A     | $12485.63          | $8851.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $166.48            | $110.97            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $91727.73          | $7904.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $4479842.25        | $3218087.85        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $2103.58           | $1050.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $20079.72          | $14455.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $232243.28         | $241970.51         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 1.5000%  | N/A     | $1990984.40        | $1208349.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $29691.15          | $19682.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $166.48            | $173.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2175948.11        | $2230762.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $199089.12         | $204920.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $24650.45          | $16593.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $2330309.06        | $34680.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $499425.00         | $418879.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $158998.27         | $155488.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $22516.91          | $16374.60          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $908371.50         | $616983.44         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.1290%  | N/A     | $2596232.23        | $2640450.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1418238.81        | $1466731.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $4161752.47        | $650915.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 1.5000%  | N/A     | $170690.15         | $121344.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $110206.28         | $36459.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $40872.28          | $8395.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.0000%  | N/A     | $169704.62         | $162471.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $177887.53         | $142206.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-10-15      | 5.4900%  | N/A     | $166.48            | $168.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $181162.42         | $188862.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $4166903.88        | $1173627.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $183705.83         | $188574.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 7.0000%  | N/A     | $624724.07         | $643846.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $166475.00         | $81295.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $166.48            | $157.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $38036.21          | $38805.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $648585.93         | $49491.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $2830.08           | $2189.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $166.48            | $173.08            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $217831.87         | $228627.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 5.0000%  | N/A     | $265361.15         | $38070.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.0000%  | N/A     | $132422.87         | $97325.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $773309.67         | $671571.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $50112.64          | $53488.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.0000%  | N/A     | $12031.98          | $7712.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.7550%  | N/A     | $2830075.00        | $2815753.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 6.5760%  | N/A     | $1657811.32        | $1670899.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.5000%  | N/A     | $5350.34           | $4781.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.6100%  | N/A     | $297675.95         | $286114.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $66590.00          | $5300.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-12-15      | 6.6400%  | N/A     | $167.47            | $183.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $134063.32         | $139546.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.0000%  | N/A     | $166.48            | $84.46             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $292622.10         | $295974.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $12485.63          | $6450.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $166.48            | $136.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.0000%  | N/A     | $1498.28           | $188.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.0000%  | N/A     | $4113264.30        | $3966453.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $36241.27          | $25605.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.0000%  | N/A     | $49942.50          | $14478.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $166.48            | $69.26             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2584533.70        | $2694226.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.0000%  | N/A     | $166.48            | $22.10             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $237840.50         | $250530.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $269963.18         | $281792.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-03-01      | 1.5000%  | N/A     | $672669.54         | $425292.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $5450151.78        | $5373760.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $83237.50          | $63189.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $527820.97         | $538559.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $14924.82          | $10975.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $202887.08         | $207713.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.1700%  | N/A     | $1083332.73        | $1036769.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $864933.51         | $871350.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $5988539.92        | $49513.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $181336.89         | $174498.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $745108.81         | $720195.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4100%  | N/A     | $2530686.36        | $2570766.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $180.46            | $85.00             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $49192.86          | $11217.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $14886.03          | $13834.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $7369681.78        | $400355.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $154683.24         | $98269.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $37623.35          | $39243.22          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $439459.37         | $432164.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $166475.00         | $19355.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $240556.38         | $242513.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-15      | 5.5000%  | N/A     | $63791.22          | $5551.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $74202.90          | $12469.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | 4.0000%  | N/A     | $170199.71         | $161515.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $166.48            | $30.93             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $297190.84         | $310665.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1048126.60        | $1090495.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 2.5000%  | N/A     | $48531804.17       | $3409338.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 3.0000%  | N/A     | $39434.27          | $26247.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $4440.55           | $669.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $168997.10         | $172247.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2400%  | N/A     | $3137326.59        | $3233529.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $166.48            | $17.80             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-05-01      | 1.5000%  | N/A     | $1003741.70        | $578767.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1369332.79        | $939437.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $4057866.75        | $954543.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $278121.79         | $287390.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $70695107.03       | $45466769.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $337111.88         | $63709.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.5000%  | N/A     | $241388.75         | $243806.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $959185.00         | $959126.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1034989.72        | $1041547.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $183959.20         | $192214.83         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 2.0000%  | N/A     | $9626.92           | $1856.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.2680%  | N/A     | $230579.53         | $155851.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $210296.55         | $215080.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.5000%  | N/A     | $163977.88         | $14132.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $19707310.50       | $17389189.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $5035349.35        | $5034968.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $1379630.27        | $1370178.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 3.0000%  | N/A     | $16647.50          | $8256.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $8934713.25        | $8955603.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $3124354.86        | $1832663.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $515782.83         | $521692.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $15815.13          | $1806.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $327801.59         | $334097.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $4078637.50        | $2706413.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $329332.83         | $338382.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $180513.84         | $160843.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $745777.37         | $779042.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.7500%  | N/A     | $174.97            | $19.61             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $9156.13           | $5156.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1651725.00        | $1680622.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $7342.55           | $5473.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $154654.44         | $45278.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $3846973.55        | $3674088.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $170262.64         | $173779.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $356256.50         | $204445.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $41995.48          | $42588.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $708011.52         | $722053.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $37246.62          | $31537.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-15      | 4.0000%  | N/A     | $499.43            | $153.91            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.5000%  | N/A     | $4148.72           | $289.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $10533834.81       | $7363972.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 3.5000%  | N/A     | $43868.49          | $39338.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 1.5000%  | N/A     | $554141.34         | $345802.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.0000%  | N/A     | $888796.71         | $851990.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $16647.50          | $9394.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $16646.50          | $2438.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $499400.03         | $513564.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $20356403.18       | $9250443.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $166466.01         | $51904.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $4849932.82        | $5003152.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $296.82            | $217.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $2702930.72        | $25473.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2345632.75        | $2436806.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $715897.10         | $745692.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 2.5000%  | N/A     | $325810.22         | $37083.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $18528.50          | $19457.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $47923.32          | $43404.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.4300%  | N/A     | $1330787.83        | $1209045.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $355248.99         | $333669.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $1114130.61        | $1161135.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1566630.97        | $1175380.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $226364.38         | $234142.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $15972.61          | $2236.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 5.0000%  | N/A     | $689539.45         | $47276.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $16647.50          | $10954.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $17691631.20       | $16651600.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $372929.97         | $395586.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.5000%  | N/A     | $51530.17          | $14560.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $274458.68         | $277723.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $692489.39         | $65299.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $16647500.00       | $16951816.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $1247313.94        | $49983.10          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 6.0410%  | N/A     | $2739587.18        | $2793223.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $461207.67         | $470429.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 6.0400%  | N/A     | $336119.02         | $363243.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | 5.2000%  | N/A     | $87399.38          | $88789.96          | Agency Mortgage-Backed Securities |

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A44, C.4 - ISIN: US3130B8A446, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704994472.80
- **C.18.a - Value (excl. sponsor support):** $704994472.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC001ZU2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $80231528.00       | $79398189.73       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $81972810.00       | $83294621.56       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $9470267.00        | $4624679.85        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $15712921.00       | $15722279.47       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $58903800.00       | $36107942.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $41654400.00       | $32653893.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $4217500.00        | $3285707.16        | U.S. Treasuries (including strips) |

### Security 93: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $345000000.00
- **C.18.a - Value (excl. sponsor support):** $345000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006E66
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2048-11-25      | 6.0000%  | N/A     | $11744640.00       | $6756536.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $50000000.00       | $51834175.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-07-20      | 4.7081%  | N/A     | $100000.00         | $1279.43           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $29331520.00       | $27025970.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-09-20      | 4.9704%  | N/A     | $500000.00         | $61449.53          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 5.0000%  | N/A     | $715000.00         | $553610.77         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.0000%  | N/A     | $162862000.00      | $161798733.48      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-05-20      | 6.3225%  | N/A     | $12000000.00       | $3286525.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.2718%  | N/A     | $499988.00         | $376398.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | 4.9004%  | N/A     | $6999728.00        | $9202.74           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $12000.00          | $891.75            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 5.0000%  | N/A     | $163632000.00      | $154462042.25      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 2.8464%  | N/A     | $4471300.00        | $4047085.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-01-20      | 4.7204%  | N/A     | $2500000.00        | $5483.61           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.8900%  | N/A     | $35000000.00       | $34820963.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $75000.00          | $40335.41          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.3989%  | N/A     | $85484700.00       | $39226967.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.2689%  | N/A     | $30000000.00       | $26135586.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-16      | 6.6598%  | N/A     | $79999.00          | $492.51            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-25      | 5.0000%  | N/A     | $4544400.00        | $4556269.85        | Agency Debentures and Agency Strips       |

### Security 95: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285N6, C.4 - ISIN: US9128285N64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $282456000.00
- **C.18.a - Value (excl. sponsor support):** $282456000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5762293154.92
- **C.18.a - Value (excl. sponsor support):** $5762293154.92
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QR0, C.4 - ISIN: US313385QR03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1497041670.00
- **C.18.a - Value (excl. sponsor support):** $1497041670.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $291174986.34
- **C.18.a - Value (excl. sponsor support):** $291174986.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $916024604.75
- **C.18.a - Value (excl. sponsor support):** $916024604.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86M9, C.4 - ISIN: US3130B86M98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499996245.00
- **C.18.a - Value (excl. sponsor support):** $499996245.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004VG9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $14189817.00       | $14250033.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $150000000.00      | $28429248.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $191250.00         | $196372.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.5718%  | N/A     | $21390000.00       | $16488388.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $7500000.00        | $7195389.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | 5.5000%  | N/A     | $11250000.00       | $10791061.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8989%  | N/A     | $37610208.75       | $37580379.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-04-25      | 2.4690%  | N/A     | $2509500.00        | $1924565.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $22500000.00       | $3908877.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $150000000.00      | $25024998.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 5.0000%  | N/A     | $34188657.75       | $33723091.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $499125.00         | $480876.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.5603%  | N/A     | $3450000.00        | $2019543.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-10-25      | 2.1510%  | N/A     | $6768750.00        | $2368431.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.2189%  | N/A     | $37324946.25       | $37393319.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.2000%  | N/A     | $16760499.75       | $16796192.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $3031314.00        | $1610117.01        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $5881457.25        | $2316253.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $12790209.75       | $12807668.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $15236250.00       | $15328490.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $678652.50         | $643674.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $6703500.00        | $6687679.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9989%  | N/A     | $25782852.00       | $25793628.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $7965750.00        | $7912417.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-25      | 4.9418%  | N/A     | $22500000.00       | $15939829.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-20      | 4.5000%  | N/A     | $4814250.00        | $4857255.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $28849500.00       | $29510516.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $112500.00         | $124700.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1497000.00        | $295107.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $155625.00         | $140546.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.5000%  | N/A     | $2797005.75        | $2781577.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $10969500.00       | $10592164.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.4218%  | N/A     | $37500000.00       | $24734851.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.4718%  | N/A     | $37532838.00       | $21198071.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $15693000.00       | $15925407.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $3521000.25        | $3356534.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7500%  | N/A     | $517023.00         | $484210.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $1179201.00        | $1740068.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.5718%  | N/A     | $21468750.00       | $16219429.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-16      | 4.3734%  | N/A     | $40886411.25       | $13267392.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $6679296.00        | $3867354.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $37500000.00       | $10708802.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $15000000.00       | $1225810.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.5489%  | N/A     | $6632057.25        | $3657732.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 4.5000%  | N/A     | $16317000.00       | $16426748.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.3489%  | N/A     | $26250000.00       | $26225471.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $158907.00         | $146187.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $4948002.00        | $5004037.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7537743.75        | $7590153.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $37500000.00       | $11378549.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4289%  | N/A     | $30000000.00       | $29881154.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8381863.50        | $8409191.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $12928563.75       | $12916277.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $482403.75         | $455955.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $3665250.00        | $2852956.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.4218%  | N/A     | $4046250.00        | $3341516.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $2160768.00        | $1284430.03        | Agency Collateralized Mortgage Obligation |

### Security 102: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $268206001.20
- **C.18.a - Value (excl. sponsor support):** $268206001.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1305146113.25
- **C.18.a - Value (excl. sponsor support):** $1305146113.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148528000.50
- **C.18.a - Value (excl. sponsor support):** $148528000.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247773645.00
- **C.18.a - Value (excl. sponsor support):** $247773645.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444320311.50
- **C.18.a - Value (excl. sponsor support):** $444320311.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3062611448.40
- **C.18.a - Value (excl. sponsor support):** $3062611448.40
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QO005OR1
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Fitch Long Rating: A; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $202895300.00      | $203388447.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $198255800.00      | $203170681.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $32136300.00       | $31545314.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $105800.00         | $78430.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $272609300.00      | $275976649.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $124307400.00      | $102117962.29      | U.S. Treasuries (including strips) |

### Security 109: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2558587547.02
- **C.18.a - Value (excl. sponsor support):** $2558587547.02
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011I82
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Fitch Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $200.00            | $196.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $200.00            | $79.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $68.27             | $58.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $1420.68           | $1336.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6115000.00        | $2341861.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $400.00            | $155.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $4289100.00        | $2261861.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $302671200.00      | $312083221.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $26.57             | $15.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $111.23            | $80.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $200.00            | $76.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $24.17             | $16.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $268.90            | $266.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3.82              | $1.48              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $7978319.87        | $3869780.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $6507800.00        | $6434131.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $200.00            | $72.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $28682.75          | $13311.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $618700.00         | $587304.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $100.00            | $110.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $9107100.00        | $9054278.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $56.82             | $46.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $111774600.00      | $148681944.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $30000000.00       | $33015888.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $49047900.00       | $52166016.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $15157.36          | $5737.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $85.21             | $27.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $1880374.80        | $1418599.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $12025300.00       | $25565859.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $20.48             | $10.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $501600.00         | $154231.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $26.70             | $14.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $123963100.00      | $126951305.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $8202590.44        | $4936958.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $35394000.00       | $35589129.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $1715600.00        | $453570.33         | U.S. Treasuries (including strips) |

### Security 111: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004R99
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-08-25      | 6.5000%  | N/A     | $4686000.00        | $3711424.58        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $8246832.00        | $8713887.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $8624905.00        | $8810316.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $38085542.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 4.1000%  | N/A     | $73490000.00       | $73616402.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.5000%  | N/A     | $10060000.00       | $5097610.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $41000000.00       | $11831474.59       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.5000%  | N/A     | $6018072.00        | $5997550.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.4600%  | N/A     | $142956000.00      | $120990524.69      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $14499297.17       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $8912728.00        | $9254992.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | 5.0000%  | N/A     | $298056.00         | $250805.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.0000%  | N/A     | $8547626.00        | $8359374.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $15132157.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $12810220.00       | $8467700.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.5000%  | N/A     | $15000000.00       | $15105495.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6474193.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.8470%  | N/A     | $92500089.00       | $90061212.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.5000%  | N/A     | $3128496.00        | $3065500.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.5000%  | N/A     | $11226780.00       | $10329281.18       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 4.6200%  | N/A     | $60000000.00       | $61477500.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $18000000.00       | $8659852.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $250000.00         | $193131.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $14509777.00       | $8872012.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6595021.00        | $6893501.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $8100736.00        | $1021229.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $25299788.00       | $8603201.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $9308962.00        | $2727770.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | 2.5000%  | N/A     | $18402207.00       | $3952148.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $29199812.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $22728444.06       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.0000%  | N/A     | $50440938.00       | $8484329.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 4.5400%  | N/A     | $20621299.00       | $21164690.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $8494156.00        | $8983623.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $51501980.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $98000000.00       | $76474936.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $30001019.00       | $3685092.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $35000000.00       | $3290037.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | 4.5000%  | N/A     | $35241929.00       | $9420813.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $8780000.00        | $8720548.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6062344.00        | $6196215.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $23758442.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $11059000.00       | $9064939.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.5000%  | N/A     | $5882818.00        | $5864651.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $8683691.00        | $8874167.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $8871300.00        | $9220995.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.2500%  | N/A     | $656627.00         | $562369.37         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $9475243.00        | $8474575.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.2100%  | N/A     | $60937000.00       | $61813670.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $10000000.00       | $8796295.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $29000000.00       | $12149828.47       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $15000000.00       | $9221138.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $16694996.00       | $8310664.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $37170000.00       | $8726741.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $8563147.00        | $8802580.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $29426005.00       | $8445962.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $7569437.00        | $685091.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $8304025.00        | $8568880.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $8143404.00        | $8308935.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $100821000.00      | $8840522.70        | Agency Collateralized Mortgage Obligation |

### Security 112: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09AR4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Long Rating: A1; Fitch Long Rating: A; Standard & Poor's Long Rating: A; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $118550600.00      | $119212246.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $216734600.00      | $118307737.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $75347600.00       | $49281316.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $26117800.00       | $19198765.64       | U.S. Treasuries (including strips) |

### Security 113: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008GJ5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA-; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.3743%  | N/A     | $10282560.00       | $4218922.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.1989%  | N/A     | $95386222.00       | $95255547.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0789%  | N/A     | $3136133.00        | $1686956.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5718%  | N/A     | $7109931.00        | $5889190.97        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $45296201.00       | $29393277.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0489%  | N/A     | $1775534.00        | $1034117.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2989%  | N/A     | $2613558.00        | $2531493.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4489%  | N/A     | $49508987.00       | $49387557.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 6.0000%  | N/A     | $19192811.00       | $16602936.48       | Agency Debentures and Agency Strips       |

### Security 114: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25T25
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4083184.00        | $4077120.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-15      | 5.7200%  | N/A     | $6241472.00        | $6611536.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-16      | 4.5000%  | N/A     | $30262976.00       | $28147889.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1334922.00        | $1364964.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-16      | 2.0000%  | N/A     | $242977.00         | $106647.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.4200%  | N/A     | $85000000.00       | $85527085.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 2.5000%  | N/A     | $275398.00         | $105883.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $9023000.00        | $795787.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $13728432.00       | $1342779.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $12017056.00       | $12452373.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1724836.00        | $1790709.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | 2.5000%  | N/A     | $199989.00         | $93882.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $19375000.00       | $16395561.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1669194.00        | $1702016.18        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $94916500.00       | $24347031.42       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2064-09-16      | 2.9714%  | N/A     | $54488768.00       | $47496262.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.4200%  | N/A     | $805500.00         | $820776.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2550704.00        | $2428456.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.2489%  | N/A     | $12340000.00       | $8622440.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-04-15      | 2.5400%  | N/A     | $1747028.00        | $1443990.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.4600%  | N/A     | $16500000.00       | $15842590.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1225658.00        | $1278735.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2698316.00        | $2780323.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8300%  | N/A     | $65845632.00       | $56794662.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $971910.00         | $669567.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-16      | 3.5000%  | N/A     | $91576064.00       | $83767400.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-10-16      | 1.2500%  | N/A     | $1000000.00        | $679138.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $718128.00         | $759819.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $19810432.00       | $6031890.35        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $36051900.00       | $34379146.70       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2029596.00        | $2070790.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $36000000.00       | $2413815.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1453276.00        | $1517706.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $4429152.00        | $4538149.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $774699.00         | $810045.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1558292.00        | $1625637.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | 3.0000%  | N/A     | $102208256.00      | $87337193.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $6824760.00        | $6383392.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | 5.7300%  | N/A     | $18855136.00       | $19054802.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.1489%  | N/A     | $50000000.00       | $44693246.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-03-15      | 2.9800%  | N/A     | $3123028.00        | $2708790.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $4185592.00        | $3278223.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 3.5000%  | N/A     | $1220826.00        | $316844.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3488296.00        | $3061220.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $99996800.00       | $46253713.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1522548.00        | $1593392.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-01-20      | 5.6060%  | N/A     | $24098784.00       | $26129057.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 5.0000%  | N/A     | $26934944.00       | $24769461.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.1489%  | N/A     | $25000000.00       | $21717689.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $8581000.00        | $770189.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.7200%  | N/A     | $20826000.00       | $21427829.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $788124.00         | $822463.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.2700%  | N/A     | $5741160.00        | $5090427.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-15      | 3.5000%  | N/A     | $1075000.00        | $213029.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $29517728.00       | $29992787.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1413086.00        | $1373416.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4101640.00        | $4283841.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $1510748.00        | $563343.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2871672.00        | $2832827.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1514312.00        | $1568339.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.0000%  | N/A     | $200000.00         | $15853.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-16      | 1.5000%  | N/A     | $74929664.00       | $54696342.60       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $62544064.00       | $21215947.21       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $11563360.00       | $9893807.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-16      | 3.5000%  | N/A     | $93626752.00       | $84198438.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1340906.00        | $1334514.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 6.0000%  | N/A     | $2865185.00        | $9087.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 5.5000%  | N/A     | $1897478.00        | $216037.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4489%  | N/A     | $30000000.00       | $30080983.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-15      | 4.1400%  | N/A     | $5604032.00        | $5205949.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $235000.00         | $196351.19         | Agency Mortgage-Backed Securities         |

### Security 115: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N28, C.4 - ISIN: US3130B6N286, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388565676.66
- **C.18.a - Value (excl. sponsor support):** $388565676.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001E21
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: A+; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA-; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $20000000.00       | $5728287.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $45000000.00       | $22837424.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $25000000.00       | $7676521.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $5600000.00        | $3248187.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $7900000.00        | $4307385.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $15000000.00       | $13441889.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $5300000.00        | $3783822.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $16800000.00       | $17791492.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $4500000.00        | $3308355.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $1800000.00        | $1574219.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $47000000.00       | $47509157.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $15500000.00       | $7046864.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $5200000.00        | $3618998.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $200510000.00      | $55679922.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $111000000.00      | $83332571.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $1825000.00        | $1490272.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $14900000.00       | $4804508.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $1200000.00        | $1116837.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $3475000.00        | $2761766.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $5500000.00        | $3369526.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $15800000.00       | $9943095.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $2600000.00        | $1294837.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $5500000.00        | $5604518.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $99000000.00       | $42837610.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $161700000.00      | $40832052.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $85000000.00       | $28431069.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $80000000.00       | $63342057.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $50000000.00       | $23403577.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $98000000.00       | $27872136.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $7092000.00        | $5519880.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $1800000.00        | $1882785.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $35800000.00       | $19903841.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $6280000.00        | $6359128.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $4600000.00        | $2370703.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $5000000.00        | $3626249.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $32985000.00       | $17813672.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $2700000.00        | $2002260.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $2150000.00        | $1206239.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $2800000.00        | $1292264.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $7500000.00        | $3929739.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $5528200.00        | $4356769.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $176000000.00      | $55426115.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $4345000.00        | $1227342.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $3400000.00        | $2876522.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $144000000.00      | $45296758.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $9500000.00        | $5438793.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $3790000.00        | $2212597.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $3700000.00        | $3246216.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $2400000.00        | $1825567.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $4400000.00        | $3450995.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $2600000.00        | $2389099.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $2710000.00        | $2717588.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $11362000.00       | $5396957.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $99000000.00       | $29310298.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $1640000.00        | $1387185.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $33000000.00       | $14879347.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $3950000.00        | $1304245.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $10550000.00       | $3199005.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $8000000.00        | $7800208.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $1395000.00        | $1038673.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $40000000.00       | $13882292.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $8993000.00        | $5518292.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $106000000.00      | $100027457.60      | U.S. Treasuries (including strips) |

### Security 117: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5575961509.35
- **C.18.a - Value (excl. sponsor support):** $5575961509.35
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003GG7
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Fitch Long Rating: NR; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $17905845.00       | $18487770.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $28390943.00       | $23901646.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $17650000.00       | $18437429.94       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $20954929.00       | $17935711.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $24572379.00       | $19760162.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $100136534.00      | $18716708.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $13318053.00       | $10476848.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $23876822.00       | $18984424.72       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $27547012.00       | $20145368.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $21934978.00       | $19417618.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $92000000.00       | $19023247.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $79016442.00       | $22029204.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $25469838.00       | $17323399.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $22530000.00       | $17595738.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $100054389.00      | $24041535.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $33884694.00       | $23365230.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $26912127.00       | $23702453.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $25255564.00       | $20902922.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $18119597.00       | $18443739.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $18046007.00       | $18035997.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $51139939.00       | $17411900.97       | Agency Mortgage-Backed Securities |

### Security 119: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1050351571.50
- **C.18.a - Value (excl. sponsor support):** $1050351571.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008QA8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Short Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $96238155.00       | $97871795.63       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1340329.00        | $1140188.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $29650407.00       | $27791932.58       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1950000.00        | $1921934.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $135177233.00      | $124596401.64      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $35170257.00       | $32136808.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3883258.00        | $3914145.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $50036.00          | $25746.25          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $18600000.00       | $17092400.16       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $506000.00         | $210834.81         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $900000.00         | $866043.08         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $1613492.00        | $1638226.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.0000%  | N/A     | $305500.00         | $317123.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2000000.00        | $1772603.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $240000.00         | $143566.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $5550448.00        | $5189074.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $62343434.00       | $24753417.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 6.5000%  | N/A     | $275308.00         | $276321.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 5.0000%  | N/A     | $1800000.00        | $169717.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $13743391.00       | $8668290.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $33000000.00       | $23471282.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $67416149.00       | $11421585.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-03-01      | 4.0000%  | N/A     | $4785000.00        | $4132.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $10373131.00       | $8226884.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $17000.00          | $11727.58          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.0000%  | N/A     | $952372.00         | $675336.56         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 6.0000%  | N/A     | $8067688.00        | $11825.21          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1373000.00        | $1206144.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.5000%  | N/A     | $15064218.00       | $14311820.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $5660187.00        | $5018464.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 6.0000%  | N/A     | $1010101.00        | $550511.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $605247.00         | $433686.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 5.5000%  | N/A     | $215000.00         | $151817.08         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1006107.00        | $788107.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $3800000.00        | $2755915.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $832100.00         | $665659.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.5000%  | N/A     | $49177071.00       | $32259934.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 2.0000%  | N/A     | $100000.00         | $59329.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1084364.00        | $1085787.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $2873720.00        | $2795497.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $484535.00         | $330537.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $343000.00         | $316691.98         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1569075.00        | $690341.82         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $1406224.00        | $1412103.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5703878.00        | $5936053.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1272381.00        | $1335080.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1605755.00        | $1591983.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $95000.00          | $83602.10          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $1239414.00        | $9972.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $4363000.00        | $2652444.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $1008702.00        | $1008917.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1968360.00        | $1666000.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.0000%  | N/A     | $474728.00         | $4794.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1867857.00        | $1920429.05        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $94000.00          | $69770.61          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 3.5000%  | N/A     | $20000.00          | $17151.91          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $42987000.00       | $35604690.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $100000.00         | $73170.48          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2931121.00        | $2647925.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1186456.00        | $1219745.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $1165650.00        | $842743.96         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3376023.00        | $3530121.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $15974105.00       | $13802792.83       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $1015724.00        | $929785.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $200000.00         | $123765.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.5000%  | N/A     | $135000.00         | $119759.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $2070775.00        | $1708258.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $1654067.00        | $1495262.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.0000%  | N/A     | $313964.00         | $265073.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 4.5000%  | N/A     | $3959700.00        | $3593838.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $742828.00         | $611070.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 6.0000%  | N/A     | $4014000.00        | $3161517.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $43037272.00       | $43863931.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1310000.00        | $1095368.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 1.5000%  | N/A     | $4000000.00        | $2772671.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $1135590.00        | $784625.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1304548.00        | $1133129.82        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $48584.94          | $20677.12          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $7893228.00        | $6439738.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $245000.00         | $195744.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2725000.00        | $2243055.18        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $6188951.00        | $6336978.13        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $3470000.00        | $1908223.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $2287746.00        | $2400485.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $428863.00         | $296869.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $103284.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $13680294.00       | $13937620.33       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1086316.00        | $1099401.52        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.5000%  | N/A     | $1008264.00        | $355133.20         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3103750.00        | $3129740.80        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2352043.00        | $2424582.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.0000%  | N/A     | $32772559.00       | $56707.40          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $7597296.00        | $7748819.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $587000.00         | $400103.25         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 6.0000%  | N/A     | $185000.00         | $666.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1230537.00        | $1240273.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 2.0000%  | N/A     | $106688588.00      | $70545872.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 6.0000%  | N/A     | $3558917.00        | $2932979.79        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $32799679.00       | $31215175.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $11081789.00       | $10362997.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1099090.00        | $1115895.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $4800000.00        | $3562887.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 6.0000%  | N/A     | $2916484.00        | $1466229.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $11944848.00       | $11636765.52       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $3053209.00        | $3056632.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $26354.00          | $18715.34          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2162910.00        | $2274756.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $2015000.00        | $7819.65           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $24376383.00       | $25084809.44       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $810000.00         | $63519.18          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $1101915.00        | $1115824.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.5000%  | N/A     | $10283021.00       | $6950598.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1949309.00        | $1562729.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $300000.00         | $198375.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $60087285.00       | $53591867.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.5000%  | N/A     | $935000.00         | $66867.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 5.5000%  | N/A     | $3615849.00        | $25242.94          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 5.5000%  | N/A     | $415000.00         | $269066.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $29485846.00       | $26250828.81       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $7087490.00        | $5683185.93        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 6.0000%  | N/A     | $1110525.00        | $1043987.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1026550.00        | $1080192.57        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1075523.00        | $1071938.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1290371.00        | $1347640.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 3.0000%  | N/A     | $5000000.00        | $1058458.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $10279317.00       | $10339135.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $940000.00         | $821773.89         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $152140468.00      | $157250409.90      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $14899740.00       | $13087187.39       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $151000.00         | $152261.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 2.5000%  | N/A     | $105000.00         | $69798.62          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1889915.00        | $1562900.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 3.0000%  | N/A     | $7000.00           | $3148.60           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1687450.00        | $1775345.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $40059845.00       | $41101212.74       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $68504.00          | $56036.05          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $10000.00          | $7460.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2304366.00        | $2411136.84        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $1290000.00        | $857002.59         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $163000.00         | $42217.49          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $1000000.00        | $683.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1300000.00        | $575993.33         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $64144928.00       | $52571319.28       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $278198600.00      | $279231273.20      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1257697.00        | $1215466.06        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1101950.00        | $994763.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1558857.00        | $1618166.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2513088.00        | $2657997.42        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $610000.00         | $495248.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $55000.00          | $40739.04          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 2.0000%  | N/A     | $2625000.00        | $1234133.69        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1107205.00        | $855487.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.5000%  | N/A     | $4634482.00        | $4124137.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1324392.00        | $1379588.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1021195.00        | $792037.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $103000.00         | $8339.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.5000%  | N/A     | $148111.00         | $735.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $34177325.00       | $10261353.84       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 2.0000%  | N/A     | $870000.00         | $285539.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3915152.00        | $3823918.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2640400.00        | $2136844.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $4000.00           | $2831.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $2097875.00        | $106432.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $50000000.00       | $8916251.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.0000%  | N/A     | $477004.00         | $377673.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $20585000.00       | $20642576.25       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $1841394.00        | $1825496.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $4301779.00        | $3826813.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1784570.00        | $1654692.38        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $205000.00         | $22675.06          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $9907747.00        | $7097624.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 4.5000%  | N/A     | $216000.00         | $31230.22          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $200000.00         | $159312.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.0000%  | N/A     | $4800000.00        | $70607.09          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.0000%  | N/A     | $900000.00         | $164403.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $3400000.00        | $3080243.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $27563205.00       | $28911376.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $59169000.00       | $57196281.68       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.5000%  | N/A     | $260000.00         | $1339.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $700000.00         | $545351.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $2113397.00        | $2233953.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.0000%  | N/A     | $2185.00           | $1594.76           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $40900000.00       | $34114333.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.5000%  | N/A     | $1152932.00        | $25906.52          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $473711.00         | $372994.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $760000.00         | $1068.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1186304.00        | $1198812.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $36039953.00       | $37703845.55       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $350000.00         | $1178.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $16142604.00       | $14152712.68       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $77111.27          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $22200000.00       | $19588895.19       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5000594.00        | $5165445.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $549853.00         | $531818.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 6.5000%  | N/A     | $2654884.00        | $2715572.58        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $2341579.00        | $2427753.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 2.5000%  | N/A     | $470000.00         | $355391.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 4.5000%  | N/A     | $1000000.00        | $11339.95          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.5000%  | N/A     | $1429278.00        | $1417890.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $56431000.00       | $49497834.75       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $207599096.00      | $174177464.58      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 3.5000%  | N/A     | $9203512.00        | $7627325.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $4433775.00        | $3847481.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $4433677.00        | $4405875.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $15000000.00       | $11655990.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $43390000.00       | $29762365.05       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $380000.00         | $249289.32         | Agency Mortgage-Backed Securities  |

### Security 121: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125026635.00
- **C.18.a - Value (excl. sponsor support):** $125026635.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397973124.00
- **C.18.a - Value (excl. sponsor support):** $397973124.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25TR0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $28763240.00       | $7937877.63        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.8100%  | N/A     | $159427.00         | $146381.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1347368.00        | $902945.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $3047968.00        | $1776014.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $38918976.00       | $9375864.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $27409280.00       | $2015716.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 2.5000%  | N/A     | $6575000.00        | $4476594.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.2000%  | N/A     | $5754200.00        | $5069942.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.5000%  | N/A     | $2976424.00        | $283747.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $2000000.00        | $1274852.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $7121008.00        | $7065339.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $8797000.00        | $3618431.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $66997.00          | $47261.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.2000%  | N/A     | $9964285.00        | $667368.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 4.0000%  | N/A     | $27693696.00       | $4590309.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $4626112.00        | $4314478.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.4989%  | N/A     | $20000000.00       | $19724965.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2060-07-01      | 3.0000%  | N/A     | $48382528.00       | $23519833.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1056840.00        | $1071863.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $16525000.00       | $1357347.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $26761216.00       | $22355205.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $232944640.00      | $224221032.30      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.3000%  | N/A     | $1783900.00        | $1717977.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $5816472.00        | $417199.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $95533440.00       | $15702944.04       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.7500%  | N/A     | $2539870.00        | $2168768.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-15      | 5.3700%  | N/A     | $6268248.00        | $6509839.08        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $19627900.00       | $5189224.20        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $238043648.00      | $237796693.41      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $600000.00         | $444137.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.6400%  | N/A     | $7937528.00        | $7232043.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $520000.00         | $443171.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 4.5000%  | N/A     | $4498000.00        | $204298.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.5600%  | N/A     | $7300408.00        | $6595888.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $3865916.00        | $3458822.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2244407.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $39000000.00       | $28862750.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $18192256.00       | $16822690.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.5000%  | N/A     | $287329792.00      | $139107283.28      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $20000000.00       | $2729393.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 5.0000%  | N/A     | $59214656.00       | $50896046.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.9800%  | N/A     | $1335332.00        | $1161873.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 5.0000%  | N/A     | $7000000.00        | $1435291.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 3.9000%  | N/A     | $12865632.00       | $11935305.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $3027892.00        | $2427604.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10600000.00       | $1228104.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-15      | 3.1800%  | N/A     | $11277700.00       | $10045033.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $392756.00         | $222656.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $17000.00          | $10023.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-15      | 2.7800%  | N/A     | $6848720.00        | $5950139.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $1925000.00        | $1173340.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $27251616.00       | $10005757.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $79833600.00       | $71548431.48       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $27772500.00       | $28637589.11       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $500000.00         | $53399.75          | Agency Mortgage-Backed Securities         |

### Security 124: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4731049470.00
- **C.18.a - Value (excl. sponsor support):** $4731049470.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010OR5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $18579700.00       | $18844517.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $400000.00         | $394334.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $241700.00         | $169288.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $493800.00         | $464379.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $561759.95         | $482069.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $1000000.00        | $1021360.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $400.00            | $293.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $13461474.30       | $5357437.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $555900.00         | $139892.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $103212400.00      | $121082006.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $800.00            | $813.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $977409.71         | $364959.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $87.06             | $28.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $0.05              | $0.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $147400.00         | $173585.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $137.51            | $47.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $81700.00          | $83408.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-29      | 0.0000%  | N/A     | $63300.00          | $62884.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $67.37             | $66.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $15235100.00       | $15714967.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $272700.00         | $81666.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $13765734.71       | $10385200.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $160700.00         | $160098.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $89179200.00       | $89605545.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $20100.00          | $20212.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $100.00            | $37.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $27071000.00       | $27718897.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $32271336.52       | $16077773.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $14.27             | $11.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $3691200.00        | $3762333.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $66.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $16181900.00       | $11250922.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $78.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $300.00            | $299.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $7000.00           | $5320.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1500.00           | $791.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $200.00            | $52.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $94.25             | $37.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $2300.00           | $672.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $16798801.92       | $13259949.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $3335000.00        | $2183223.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $11705600.00       | $11874274.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-12      | 0.0000%  | N/A     | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $29318402.06       | $13204685.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $1000.00           | $998.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $24044900.00       | $24313777.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $100.00            | $93.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $3927500.00        | $3944610.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $348300.00         | $132011.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-03      | 0.0000%  | N/A     | $200.00            | $198.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $125.00            | $68.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $2094246.37        | $1015786.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $26.43             | $25.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-09      | 0.0000%  | N/A     | $30100.00          | $29693.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $290600.00         | $295768.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $900.00            | $898.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $15000.00          | $15634.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $1828200.00        | $1845374.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $176573.87         | $127180.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $844300.00         | $385223.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $11324943.88       | $7957449.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1000.00           | $399.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $295800.00         | $119465.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $6852.76           | $2497.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $7100.00           | $7386.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $2260800.00        | $4637012.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $223.25            | $92.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $138.02            | $52.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $4324700.00        | $4343898.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $146017500.00      | $75200944.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $72.02             | $21.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $700.00            | $684.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-20      | 0.0000%  | N/A     | $1000.00           | $994.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $935689.77         | $563171.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $16482700.00       | $16362279.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $23400.00          | $8314.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $17994157.75       | $12169646.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $948100.00         | $1008108.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $500.00            | $398.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $300.00            | $155.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $23024100.00       | $28318363.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $99.99             | $95.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $147016.23         | $107149.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $200.00            | $114.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $649200.00         | $165007.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-30      | 0.0000%  | N/A     | $600.00            | $597.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $1000.00           | $1026.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $78431.24          | $48454.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $5246000.00        | $5293101.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $0.20              | $0.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $17.90             | $13.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $407.26            | $146.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $144200.00         | $145591.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $200.00            | $106.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $2112700.00        | $2175048.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $200.00            | $203.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $14447180.92       | $7098044.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $101.94            | $41.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $3299314.25        | $1162206.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $36689895.74       | $19683762.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $6582299.53        | $5537596.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $200.00            | $51.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1823028.48        | $1549439.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $43252000.00       | $19434896.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $314.85            | $280.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $64712051.75       | $34182523.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $26500.00          | $27481.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $200.00            | $210.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $3235700.00        | $2919688.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $294.06            | $111.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $522.21            | $149.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $3.00              | $2.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $905300.00         | $915881.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $124000.00         | $125323.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $100.00            | $27.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $500.00            | $132.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $44800.00          | $43937.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2968041.11        | $994347.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $1314700.00        | $1242680.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $1016.81           | $485.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $31300.00          | $32897.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $400.00            | $318.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $7000.00           | $2026.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $100.00            | $95.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $500.00            | $498.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $400.00            | $411.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $100515500.00      | $103370555.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $2607900.00        | $939808.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $1049125.00        | $453231.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-24      | 0.0000%  | N/A     | $13313000.00       | $13152312.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $104528740.81      | $65369452.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $2413500.00        | $2448420.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $4981315.96        | $3242756.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $22643700.00       | $27851752.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $328811800.00      | $355482751.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $8759500.00        | $8969444.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $303.26            | $138.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $3400.00           | $2279.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $1409700.00        | $1304272.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $2.48              | $1.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $52407800.00       | $20401308.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $400.00            | $407.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $1432099.84        | $790368.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $21.36             | $17.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $100.00            | $120.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $31511.50          | $9682.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $200.00            | $68.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $189.61            | $87.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $9284200.00        | $9763694.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $3617092.48        | $2573796.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $31142000.00       | $31810865.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $300.00            | $307.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $3687700.00        | $3776594.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $53100.00          | $54355.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $6207800.00        | $6109126.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $17.90             | $17.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $1544400.00        | $1510411.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $2100.00           | $585.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $203900.00         | $178393.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $43600.00          | $16720.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $1383600.00        | $2277603.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $300.00            | $233.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $1400.00           | $1323.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $94470.75          | $59870.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $58.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $40382500.00       | $40552230.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $300.00            | $193.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $7589000.00        | $9758358.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $62200.00          | $53144.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $3.88              | $1.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.9854%  | N/A     | $25809200.00       | $25897778.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $54.44             | $33.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $6.00              | $3.85              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $18399400.00       | $19521077.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1354100.00        | $734056.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $8.87              | $7.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $31999400.00       | $35496093.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $481045.06         | $151445.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $4838700.00        | $4962647.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $4.66              | $4.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $57.39             | $20.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $1100.00           | $333.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $1779400.00        | $547128.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $5686100.00        | $5601065.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $400.00            | $413.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $100.00            | $61.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $26229733.19       | $22957731.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $120431737.04      | $80451411.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $482.08            | $177.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $4161100.00        | $3942044.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $0.30              | $0.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1990181.00        | $773225.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $128.96            | $44.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $17823053.73       | $12361891.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6277400.00        | $2471625.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $256800.00         | $260435.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $90589.78          | $62055.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $6.31              | $5.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $200.00            | $178.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $18305300.00       | $17710926.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $900.00            | $924.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $14800.00          | $14401.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $864.93            | $513.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $200.00            | $49.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $2908.91           | $962.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $405000.00         | $396231.75         | U.S. Treasuries (including strips) |

### Security 126: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005PT4
- **C.18 - Value (incl. sponsor support):** $5150000000.00
- **C.18.a - Value (excl. sponsor support):** $5150000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $467145400.00      | $487933178.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $1593000000.00     | $1722213201.59     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $1272021300.00     | $1363825961.86     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $1768782000.00     | $1679027752.91     | U.S. Treasuries (including strips) |

### Security 127: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001SX2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Long Rating: A; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $13362400.00       | $13310791.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $90200.00          | $89414.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $128220650.00      | $128579667.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $25000000.00       | $25722370.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $29904950.00       | $31280329.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $100000000.00      | $100870000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $6319200.00        | $6147436.43        | U.S. Treasuries (including strips) |

### Security 128: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4494923066.28
- **C.18.a - Value (excl. sponsor support):** $4494923066.28
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2926269125.64
- **C.18.a - Value (excl. sponsor support):** $2926269125.64
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26PD9
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Standard & Poor's Long Rating: A; Moody's Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Long Rating: NR; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $222472200.00      | $286067138.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $121960000.00      | $129269790.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $231951000.00      | $272109673.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $142897500.00      | $151608924.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $250583600.00      | $266513922.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $298239500.00      | $322430636.62      | U.S. Treasuries (including strips) |

### Security 131: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011FQ5
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Long Rating: A1; Fitch Long Rating: AA-; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $1408168.00        | $1103439.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $1504184.00        | $1238546.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $480214.00         | $485763.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $23000.00          | $15866.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $26613150.00       | $24977967.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $2680483.00        | $388675.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1995204.00        | $2008280.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $106368.00         | $109638.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $835.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.3750%  | N/A     | $33180.00          | $145.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $557286.00         | $65573.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $810.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $141.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 6.5000%  | N/A     | $28186.00          | $29537.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $300000.00         | $65415.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.3750%  | N/A     | $1000000.00        | $68523.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $600000.00         | $104088.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $771831.00         | $797824.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.8900%  | N/A     | $1082.00           | $981.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $418418.00         | $262957.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $662.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $993999.00         | $630225.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1175226.00        | $736259.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $407191.00         | $358005.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $53000.00          | $10545.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $13111087.00       | $1084157.82        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $100.00            | $67.03             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2046-07-20      | 5.3750%  | N/A     | $1397.00           | $71.98             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.0000%  | N/A     | $500000.00         | $37497.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3758540.00        | $2375028.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $99998.00          | $8825.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $400000.00         | $264413.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $311228.00         | $297359.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $120000.00         | $22464.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $25728.00          | $25066.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $6001.00           | $5125.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $2451748.00        | $1947720.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.8925%  | N/A     | $129304.00         | $126432.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.6250%  | N/A     | $1462537.00        | $1036416.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $97827.00          | $86071.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $2242950.00        | $216555.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $409518.00         | $300833.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $42884054.00       | $36285394.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $222000.00         | $67748.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $203150.00         | $102067.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $179.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $4392421.00        | $390804.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $70458.00          | $35499.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1551080.00        | $1136255.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $168000.00         | $20849.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $7596712.00        | $7690590.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8794860.00        | $9241255.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8765749.00        | $8082366.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4938147.00        | $3079594.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 0.1250%  | N/A     | $10000000.00       | $7296929.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1438722.00        | $1475398.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $771.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $22052.00          | $1197.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1725374.00        | $861715.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $9585985.00        | $6137737.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0989%  | N/A     | $41031442.00       | $26239598.76       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.0000%  | N/A     | $349000.00         | $20265.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $275000.00         | $43973.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $886.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $593000.00         | $358229.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $41024.00          | $27268.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $750000.00         | $646449.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1232270.00        | $1291170.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $16885408.00       | $15990974.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.5000%  | N/A     | $567499.00         | $42013.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 6.0000%  | N/A     | $44000.00          | $5153.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $1168103.00        | $1228684.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $622357.00         | $445154.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2072636.00        | $1895713.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $967.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $144000.00         | $95499.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $10616912.00       | $3645919.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2835542.00        | $2670890.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $716688.00         | $532167.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2399386.00        | $2334934.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $14409472.00       | $10931895.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.6080%  | N/A     | $930000.00         | $937393.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1483244.00        | $1544781.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $8972722.00        | $9082837.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $1120514.00        | $475880.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $688.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $788860.00         | $584807.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $17998000.00       | $93039.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $949.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $257952.00         | $224983.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $200000.00         | $22741.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.8750%  | N/A     | $1000000.00        | $15017.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1123000.00        | $148540.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.9300%  | N/A     | $50000.00          | $36915.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $6562674.00        | $6728664.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $25555296.00       | $23985754.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $501000.00         | $72031.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $45192.00          | $46059.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $253010.00         | $229201.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6190%  | N/A     | $1000.00           | $774.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $352306.00         | $367107.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1012.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $13004.00          | $10496.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3488988.00        | $3067964.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 5.0000%  | N/A     | $26000.00          | $9237.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0989%  | N/A     | $2769356.00        | $2051615.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $649410.00         | $646371.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $173998.00         | $138599.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $168.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $19446572.00       | $17654497.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $91027.00          | $64213.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0489%  | N/A     | $58370846.00       | $50584230.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.6800%  | N/A     | $2403762.00        | $14861.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.9750%  | N/A     | $1845000.00        | $7970.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $193998.00         | $127634.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 7.0000%  | N/A     | $1043864.00        | $1104376.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $5384992.00        | $4716303.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $179517.00         | $172720.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $1750000.00        | $7906.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.5000%  | N/A     | $7610792.00        | $5643892.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1008.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2674.00           | $2414.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5989%  | N/A     | $27136392.00       | $9612754.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $105758.00         | $108097.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1353636.00        | $1416702.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.0000%  | N/A     | $1000.00           | $881.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $1000.00           | $431.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4724004.00        | $3748949.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 3.5000%  | N/A     | $131406.00         | $127515.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699680.00       | $24366624.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | 5.6020%  | N/A     | $5682946.00        | $6156735.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $17000.00          | $14603.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $14730572.00       | $14598782.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $481.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $790091.00         | $774900.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $141096.00         | $146067.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $139470.00         | $105378.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2909033.00        | $2942488.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.3080%  | N/A     | $7188999.00        | $114276.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $16999.00          | $9758.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1363235.00        | $1416264.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $18212553.00       | $10355998.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2000.00           | $1761.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.3489%  | N/A     | $293713000.00      | $163177197.19      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1209000.00        | $332271.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $21601824.00       | $10795998.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 7.0000%  | N/A     | $33160704.00       | $29263993.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $292000.00         | $277235.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $2769493.00        | $3304682.29        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $2787.00           | $51.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.2989%  | N/A     | $57311823.00       | $25144796.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $386000.00         | $21399.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6900%  | N/A     | $866592.00         | $855759.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1873133.00        | $145045.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1008.00           | $813.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.5000%  | N/A     | $60001.00          | $35843.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.8989%  | N/A     | $496211.00         | $494368.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $79000.00          | $53980.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.5000%  | N/A     | $85000.00          | $5554.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $6973343.00        | $4290818.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.7489%  | N/A     | $39798080.00       | $28783266.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $5724870.00        | $5757687.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.5000%  | N/A     | $239358.00         | $247884.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $976.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $398001.00         | $338818.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $1004.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $226836.00         | $214599.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $3915000.00        | $1521876.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2505221.00        | $2441237.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4753144.00        | $4647575.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $136.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $961.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $50000.00          | $18174.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $15419431.00       | $14139270.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $72000.00          | $6496.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $82278528.00       | $67748962.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23781216.00       | $18167522.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $49884276.00       | $46563137.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1242585.00        | $881973.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $494000.00         | $249282.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.0000%  | N/A     | $3608879.00        | $3814049.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $2190000.00        | $1321476.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1191320.00        | $453210.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1035.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $145329.00         | $146263.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $1404.00           | $310.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $4239340.00        | $4018296.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $149.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $294.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0989%  | N/A     | $1300.00           | $1135.08           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $50000.00          | $32722.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $1024.00           | $16.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $746.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $5376392.00        | $4615138.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $13229600.00       | $7151652.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1650945.00        | $1756181.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.7200%  | N/A     | $30000.00          | $30950.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $200000.00         | $150537.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $6061720.00        | $4841882.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.2989%  | N/A     | $48754017.00       | $28596652.76       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $146410800.00      | $147108312.31      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $885.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $2116000.00        | $23873.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $310957.00         | $293575.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $103.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $102.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1000000.00        | $108587.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $77501672.00       | $57358928.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $7330.00           | $5784.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1016.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $1000.00           | $984.36            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-15      | 7.0000%  | N/A     | $1017.00           | $1039.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5080%  | N/A     | $14682422.00       | $24207.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4345040.00        | $4419653.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $36.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $278000.00         | $251657.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $2454782.00        | $1814.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $783.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.3130%  | N/A     | $500000.00         | $25129.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $30000.00          | $27796.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1151840.00        | $1183948.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $6319935.00        | $5126757.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $16587000.00       | $10851964.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $2330060.00        | $2017186.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2701657.00        | $2460775.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8100%  | N/A     | $2324349.00        | $1929542.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $1697000.00        | $242655.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1024.00           | $674.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $483584.00         | $357664.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 4.7500%  | N/A     | $1279892.00        | $28785.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $446001.00         | $45454.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $704.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $200000.00         | $12040.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-15      | 4.5000%  | N/A     | $2073309.00        | $559787.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $984.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1534748.00        | $1581958.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $38000.00          | $23651.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $22455760.00       | $22352315.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5302208.00        | $5265366.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.1531%  | N/A     | $573552.00         | $510510.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2606447.00        | $2618131.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $118.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $648000.00         | $183801.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $65126.00          | $61372.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $989998.00         | $965854.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1177958.00        | $1212750.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.1750%  | N/A     | $3000000.00        | $40796.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $21550888.00       | $21144343.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $80219.00          | $14074.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $641.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $4857280.00        | $2851917.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1941650.00        | $1679526.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $7250000.00        | $5176194.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $11000.00          | $9288.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $73235623.00       | $13784832.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $3578952.00        | $3748300.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $1303000.00        | $134598.85         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $3323069.81        | $1306315.36        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $102883.00         | $7372.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1024.00           | $108.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $531.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $4514928.00        | $4573571.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $76.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $6103992.00        | $4792747.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $149000.00         | $64460.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $20165824.00       | $20773542.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4879077.00        | $4621418.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1013426.00        | $858824.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $25655860.00       | $26419275.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $1040793.00        | $1234912.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $6111664.00        | $5903224.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $17611360.00       | $14653601.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.0000%  | N/A     | $2670300.00        | $274431.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $5433084.00        | $5555081.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $108000.00         | $96185.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1043205.00        | $1072628.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $100000.00         | $62924.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $1000.00           | $876.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $4212313.00        | $4317039.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $482176.00         | $475040.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.5050%  | N/A     | $6621000.00        | $16939.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $1286640.00        | $21596.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1180000.00        | $864651.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $215834.00         | $220886.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1568340.00        | $1574094.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4229264.00        | $2759802.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $101000.00         | $73494.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $361458.00         | $297647.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.7500%  | N/A     | $4484000.00        | $21368.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 4.5000%  | N/A     | $698000.00         | $43543.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1735636.00        | $1776587.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $4200000.00        | $2948336.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $13839791.00       | $14189999.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $1003.00           | $119.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5850420.00        | $5914078.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $5106010.00        | $4055506.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 5.5000%  | N/A     | $67000.00          | $5710.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.3700%  | N/A     | $1000000.00        | $1004094.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 2.9200%  | N/A     | $1448223.00        | $340042.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $587236.00         | $583674.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $744413.00         | $78171.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $2858000.00        | $350427.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1040.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5842654.00        | $5049234.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.2500%  | N/A     | $10427000.00       | $9483490.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1051062.00        | $1083906.62        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $15454688.01       | $7385903.58        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $52000.00          | $5583.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $14999.00          | $10136.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1050.00           | $1112.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1204446.00        | $1177007.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $1598000.00        | $5573.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $992.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5228920.00        | $5413324.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $15000.00          | $11655.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 2.4143%  | N/A     | $250000.00         | $218017.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $71426.00          | $13613.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $20421304.00       | $20724848.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $10433.00          | $7826.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $728.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $119.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $1050832.00        | $1106031.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1000000.00        | $606709.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $45195385.00       | $44121845.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $951860.00         | $747615.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $10000.00          | $7265.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $8001.00           | $5880.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $19034442.00       | $1127499.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1538968.00        | $1364134.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $286999.00         | $188701.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.1550%  | N/A     | $3000000.00        | $16692.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3787888.00        | $32403.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $553880.00         | $5808.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $427000.00         | $46374.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $985.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $96836.00          | $9113.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.0000%  | N/A     | $100000.00         | $64479.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $4054384.00        | $3163527.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $296000.00         | $24548.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $679.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.7500%  | N/A     | $500000.00         | $478647.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $9000.00           | $6461.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.2218%  | N/A     | $1000000.00        | $776162.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1291243.00        | $778668.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $185998.00         | $126953.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $847.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $367582.00         | $379199.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $205000.00         | $154957.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.3989%  | N/A     | $32616763.00       | $24265401.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.7500%  | N/A     | $251765.00         | $248492.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $154.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 2.5000%  | N/A     | $1164969.00        | $858644.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $93.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | 5.5000%  | N/A     | $437086.00         | $59628.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $526.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3142000.00        | $2590159.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $18233248.00       | $18178457.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $83134.00          | $81771.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.6010%  | N/A     | $7999000.00        | $1360794.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $977.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $634123.00         | $546942.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 6.0000%  | N/A     | $9871719.00        | $10343527.94       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $1003.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $2329024.00        | $290938.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $765000.00         | $577804.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $92338.00          | $72816.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $829.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $8696000.00        | $1291737.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $2075000.00        | $398939.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 6.3680%  | N/A     | $9800000.00        | $125014.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1023.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $110574.00         | $109966.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $48607141.00       | $36139463.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4145920.00        | $4257271.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $544000.00         | $37411.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1032.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $758000.00         | $566596.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.7800%  | N/A     | $2266000.00        | $1984079.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $33900.00          | $26805.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1707000.00        | $1412247.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.8210%  | N/A     | $14957608.00       | $73102.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2538432.00        | $2128649.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1513000.00        | $817090.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $15000.00          | $7906.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.7500%  | N/A     | $1000000.00        | $47959.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1222000.00        | $911824.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $797.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2442522.00        | $2386723.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.5000%  | N/A     | $233507.00         | $51844.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-02-01      | 4.5100%  | N/A     | $50000.00          | $51188.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $951.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $5617726.00        | $2233085.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $1030.00           | $390.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $14129.00          | $1142.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $52446208.00       | $34408867.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | 4.5000%  | N/A     | $225716.00         | $201598.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $12942912.00       | $13191687.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.7350%  | N/A     | $1550000.00        | $1594680.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $1045000.00        | $114612.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1522638.00        | $1170146.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1688000.00        | $1060861.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.5000%  | N/A     | $260000.00         | $17819.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1116492.00        | $801642.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310282.00       | $21827631.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $84334.00          | $23144.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $791.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $68709.00          | $66721.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.0290%  | N/A     | $2689527.00        | $159391.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2030.00           | $1698.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $25425544.00       | $20143092.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.5218%  | N/A     | $24542016.00       | $20757110.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $2249495.00        | $1256690.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2794630.00        | $2752981.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1959250.00        | $2050133.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 4.5000%  | N/A     | $126332.00         | $62730.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0489%  | N/A     | $28130700.00       | $19836567.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 2.5000%  | N/A     | $722289.00         | $172867.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.6610%  | N/A     | $53745848.00       | $2951678.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1561104.00        | $1567106.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.5070%  | N/A     | $2477870.00        | $1378825.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2766092.00        | $2032996.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.2489%  | N/A     | $27862600.00       | $20751272.46       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $602000.00         | $347943.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 5.8770%  | N/A     | $2086493.00        | $514368.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1000.00           | $552.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $230011.00         | $136145.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2793674.00        | $2896904.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $29000.00          | $26430.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $200000.00         | $172618.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $252777.00         | $175179.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1002.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.9700%  | N/A     | $3374901.00        | $3486044.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $29411296.00       | $24432191.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-12-20      | 6.0000%  | N/A     | $209000.00         | $27393.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $1022.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $140649000.00      | $16304833.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $41795.00          | $27732.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $1067.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $1792000.00        | $591365.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1450000.00        | $656940.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $22218762.00       | $22755020.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1832175.00        | $1887727.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $1005000.00        | $573404.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2000872.00        | $1856963.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.0000%  | N/A     | $19908800.00       | $11598404.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $25008.00          | $22297.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $8900500.00        | $10102053.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $983.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $2813.00           | $454.70            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2222065.00        | $1583589.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2740%  | N/A     | $13491.00          | $12115.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1100572.00        | $1120122.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $64000.00          | $26060.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.6489%  | N/A     | $100000000.00      | $99121672.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $90208.00          | $92205.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.0000%  | N/A     | $1000.00           | $809.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.5750%  | N/A     | $1600000.00        | $9766.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1050.00           | $893.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0489%  | N/A     | $26314.00          | $23135.76          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2736354.00        | $1510329.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $35644.00          | $26132.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 6.5000%  | N/A     | $133379.00         | $24287.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $1000.00           | $69.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1008.00           | $783.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0670%  | N/A     | $4227610.00        | $10894.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $897366.00         | $99821.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.7800%  | N/A     | $71808352.00       | $254792.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1700000.00        | $1250473.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $13109903.00       | $6265117.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1000.00           | $54.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1343286.00        | $1030563.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2016.00           | $1939.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1041754.00        | $534419.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1186697.00        | $1253969.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $25231552.00       | $19019831.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1005.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.6360%  | N/A     | $16205953.00       | $35371.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $604997.00         | $401241.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $99000.00          | $7885.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $1494728.00        | $16313.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $85793.00          | $57048.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $237266.00         | $174770.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0300%  | N/A     | $499000.00         | $10419.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $642035.00         | $94588.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 6.2120%  | N/A     | $643983.00         | $47546.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.5000%  | N/A     | $270000.00         | $5106.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $636.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1028450.00        | $1026470.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $198740.00         | $138792.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $13824976.00       | $13596753.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $84000.00          | $67805.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0989%  | N/A     | $20387618.00       | $12216159.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $784.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2006000.00        | $1098346.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 5.6250%  | N/A     | $1000000.00        | $21450.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $8569326.00        | $8060898.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $651416.00         | $46789.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $452999.00         | $350441.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 5.5750%  | N/A     | $6362317.00        | $49500.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $148181456.00      | $27135017.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.7024%  | N/A     | $40000.00          | $33286.42          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $5324100.00        | $2807669.46        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $100000.00         | $71161.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $8102.00           | $5333.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $28883610.00       | $25119834.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $11499504.00       | $3047708.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $99000.00          | $76027.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $3999991.00        | $1890937.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $99000.00          | $72398.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1538722.00        | $1005689.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1058732.00        | $1101194.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $668.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $4469018.00        | $5544.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $456842.00         | $58776.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.5000%  | N/A     | $7983300.00        | $43350.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1642604.00        | $103283.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $250405.00         | $245605.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $122525.00         | $103111.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $6007.00           | $5803.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $17556.00          | $14309.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 6.3900%  | N/A     | $29875417.00       | $643218.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 5.6250%  | N/A     | $1025000.00        | $24338.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $110.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.2489%  | N/A     | $75343832.00       | $54986725.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $777.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $366319.00         | $343152.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $11214420.00       | $1536813.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $187047.00         | $7243.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-20      | 5.3750%  | N/A     | $57009173.00       | $66542.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.3989%  | N/A     | $283002108.00      | $157305926.18      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $500000.00         | $239773.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.7500%  | N/A     | $95000000.00       | $90995209.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15370720.00       | $2447953.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $378000.00         | $273060.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $221.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $211348.00         | $205504.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $37000.00          | $6337.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $300000.00         | $21339.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $50000000.00       | $37491826.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $1560694.00        | $189187.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $43560.00          | $35585.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5130%  | N/A     | $1000000.00        | $67015.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $14661660.00       | $12933297.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $648026.00         | $5908.57           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2036-12-01      | 2.7800%  | N/A     | $83000.00          | $71701.07          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $6076265.00        | $3281560.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $3498000.00        | $20504.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $2141000.00        | $1134155.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.1989%  | N/A     | $7430680.00        | $5503445.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1008408.00        | $1029104.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0200%  | N/A     | $1217.00           | $1204.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1301013.00        | $1330420.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $16459216.00       | $3177438.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.9489%  | N/A     | $9769279.00        | $6484279.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.1250%  | N/A     | $21144607.00       | $39346.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $2068731.00        | $2052927.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4989%  | N/A     | $38411154.00       | $35186996.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1040.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $535.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $7603685.00        | $7656713.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $195972.00         | $196428.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 6.0000%  | N/A     | $487610.00         | $132820.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2502370.00        | $2584541.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2336877.00        | $2356831.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.0000%  | N/A     | $157235.00         | $14255.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $3738356.00        | $3796745.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $278000.00         | $207228.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $5884056.00        | $5476053.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $126000.00         | $18469.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $892598.00         | $499539.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $8042000.00        | $566139.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $498000.00         | $329933.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $1154630.00        | $234226.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $6595856.00        | $1675266.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2861%  | N/A     | $90000.00          | $79117.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2364000.00        | $1312355.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $522.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $800.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $689.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $9102000.00        | $7076979.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1410200.00        | $1164728.15        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $177800.00         | $46640.50          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $84110.00          | $81096.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $1468000.00        | $1492997.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1731432.00        | $1663859.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $31141792.00       | $25756563.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $33954999.00       | $3514437.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $145000.00         | $18564.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $856.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $27092900.00       | $23689205.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $985.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.5710%  | N/A     | $1196871.00        | $13363.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1886260.00        | $624288.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $22525.00          | $10093.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 6.0000%  | N/A     | $100000.00         | $14245.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $300000.00         | $221443.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | 3.0000%  | N/A     | $974733.00         | $977083.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1011.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $800000.00         | $7621.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1257970.00        | $1265660.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 6.0000%  | N/A     | $700468.00         | $24406.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $209126.00         | $229313.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.5600%  | N/A     | $2735195.00        | $2686835.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $86970000.00       | $51220005.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $803226.00         | $829458.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $9544288.00        | $7596837.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.2089%  | N/A     | $24251715.00       | $21097995.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $7760880.00        | $7006616.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $7199752.00        | $7343711.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $1770000.00        | $455983.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9690%  | N/A     | $2933518.00        | $2302845.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $1993040.00        | $17004.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $2723162.00        | $20387.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $24594.00          | $24450.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.5000%  | N/A     | $415123.00         | $314471.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $300000.00         | $17293.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $207.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $711403.00         | $598096.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1391000.00        | $1297036.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $22202736.00       | $22607744.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0390%  | N/A     | $9939343.00        | $96882.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $851.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $53371669.00       | $36785877.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $73000.00          | $52443.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1286601.00        | $51037.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | 6.5000%  | N/A     | $2140.00           | $2153.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.5000%  | N/A     | $1000.00           | $170.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $830.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4215479.00        | $4321754.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $660.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.4989%  | N/A     | $31449536.00       | $10776617.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.5989%  | N/A     | $25775290.00       | $9130057.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $22444285.00       | $23542236.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $997652.00         | $1016078.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1262914.00        | $1305865.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $35000.00          | $27342.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.4690%  | N/A     | $4400000.00        | $36853.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $10780.00          | $1428.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1066213.00        | $1139777.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $483000.00         | $45496.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $50000000.00       | $39495214.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8989%  | N/A     | $39857668.00       | $39821289.45       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $95835.00          | $44716.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $100000.00         | $10754.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $176000.00         | $103516.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.0000%  | N/A     | $48950000.00       | $8457127.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $1811000.00        | $202054.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $1003.00           | $3.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.1718%  | N/A     | $18261304.00       | $13034002.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $5735.00           | $862.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.5000%  | N/A     | $1035935.00        | $124521.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $50000.00          | $8420.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $300000.00         | $202649.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $877432.00         | $113317.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.1489%  | N/A     | $5418750.00        | $4702321.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1931086.00        | $1206549.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $47456400.00       | $37963206.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $4098000.00        | $2955002.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $858.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1889763.00        | $1985992.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $130000.00         | $102305.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $212766.00         | $181678.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $1000.00           | $275.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $1000.00           | $37.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $101.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $447.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $45000.00          | $40527.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $9054560.00        | $9195838.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.4000%  | N/A     | $9533591.00        | $9529405.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $522094.00         | $439496.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $256245.00         | $22780.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22633664.00       | $16086561.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $4999000.00        | $2726496.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $9000.00           | $8455.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.0000%  | N/A     | $6525000.00        | $690633.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $590000.00         | $255930.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $1000.00           | $8.71              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5010%  | N/A     | $1800000.00        | $171506.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.1589%  | N/A     | $1032.00           | $792.26            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $16842624.00       | $13762554.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.5175%  | N/A     | $270000.00         | $210689.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1110000.00        | $901733.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0989%  | N/A     | $8607000.00        | $3466145.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-08-20      | 6.0000%  | N/A     | $888972.00         | $130891.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1103602.00        | $1119380.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.9989%  | N/A     | $12681486.00       | $4510585.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $265568.00         | $202085.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $669000.00         | $63018.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-01      | 3.0800%  | N/A     | $30000.00          | $27462.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.5000%  | N/A     | $1194946.00        | $160277.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1442594.00        | $1464648.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1307730.00        | $1133417.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $6985000.00        | $950882.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.0000%  | N/A     | $79000.00          | $6699.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $389364.00         | $300794.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $1490257.00        | $199383.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $938423.00         | $882944.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.4380%  | N/A     | $5250000.00        | $23624.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $993920.00         | $669540.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.6989%  | N/A     | $63165698.00       | $46854818.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.2400%  | N/A     | $135515.00         | $122385.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2603440.00        | $2392569.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $157428.00         | $122884.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $920.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $1002.00           | $980.07            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $3866958.00        | $3928039.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $2003.00           | $354.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 5.2800%  | N/A     | $75000.00          | $78048.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $289000.00         | $161615.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $10574712.00       | $9377439.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3871174.00        | $3981723.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4752768.00        | $4797612.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $7000.00           | $5560.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $7492328.00        | $6368793.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1047513.00        | $1090732.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0989%  | N/A     | $21491811.00       | $18742355.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $73000.00          | $62574.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $11590848.00       | $8932306.01        | Agency Mortgage-Backed Securities         |

### Security 132: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1979206673.40
- **C.18.a - Value (excl. sponsor support):** $1979206673.40
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UA2, C.4 - ISIN: US313385UA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148451334.00
- **C.18.a - Value (excl. sponsor support):** $148451334.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1504230778.50
- **C.18.a - Value (excl. sponsor support):** $1504230778.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86K3, C.4 - ISIN: US3130B86K33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499995055.00
- **C.18.a - Value (excl. sponsor support):** $499995055.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $651872646.77
- **C.18.a - Value (excl. sponsor support):** $651872646.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18MB5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $28000.00          | $287.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $30117.00          | $314.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25360.00          | $197.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $25000.00          | $339.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $571.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $25000.00          | $285.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $25000.00          | $3.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $133333.00         | $1519.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $60000.00          | $23.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.5000%  | N/A     | $35000.00          | $329.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40000.00          | $254.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $17500.00          | $92.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $75000.00          | $654.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $2000.00           | $10.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $20000.00          | $4025.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $175000.00         | $97.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $50065.00          | $639.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $25000.00          | $75.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $344.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $100000.00         | $39.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $25000.00          | $267.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25360.00          | $1.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $16667.00          | $244.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $62494.00          | $437.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $69350.00          | $8.54              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $8637.00           | $80.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $31384.00          | $32.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37500.00          | $31.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $25000.00          | $78.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $70000.00          | $66.34             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $198834900.00      | $203958054.10      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2036-01-15      | 7.0000%  | N/A     | $25000.00          | $199.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48651.00          | $1894.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $35000.00          | $349.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $34000.00          | $152.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $500000.00         | $271.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $25000.00          | $17.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $625000.00         | $397.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $31500.00          | $299.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $29750.00          | $40.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $172.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $25000.00          | $1.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $25479.00          | $474.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $25000.00          | $56.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25224.00          | $96.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $71000.00          | $941.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $82271.00          | $7902.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $30000.00          | $8.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $28750.00          | $101.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $282.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $1000.00           | $115.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $29610.00          | $0.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $5000.00           | $65.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $10000.00          | $206.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 8.0000%  | N/A     | $108000.00         | $16.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $8667.00           | $128.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25000.00          | $469.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $7373.00           | $0.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $45000.00          | $467.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $41332.00          | $302.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $50000.00          | $280.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $26518.00          | $48.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $37500.00          | $644.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $39000.00          | $371.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $50000.00          | $49.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $27000.00          | $349.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $85000.00          | $1277.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $25000.00          | $0.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $15000.00          | $916.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $15000.00          | $168.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $43000.00          | $375.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $31667.00          | $347.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $4000.00           | $38.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $26500.00          | $335.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $25000.00          | $0.97              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $25000.00          | $1.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $11667.00          | $67.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $30084.00          | $497.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $40049.00          | $2078.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $25652.00          | $579.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $4641.00           | $47.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $73334.00          | $1039.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $95000.00          | $59.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $70000.00          | $810.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $17500.00          | $232.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $125000.00         | $381.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25581.00          | $95.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $42350.00          | $24.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $25000.00          | $62.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $74000.00          | $1105.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $10000.00          | $281.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25067.00          | $49.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $30000.00          | $36.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $24930.00          | $522.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $1050000.00        | $64.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $50005.00          | $344.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $66666.00          | $1460.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $40048.00          | $171.37            | Agency Mortgage-Backed Securities  |

### Security 138: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011IH2
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Moody's Long Rating: A1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $69463200.00       | $76446309.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $31707500.00       | $29876775.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $20394745.48       | $14512187.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $25205600.00       | $25630850.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $1753200.00        | $1757461.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $990000.00         | $988626.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $8933400.00        | $4711037.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $4070700.00        | $1709274.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $260449500.00      | $277007026.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $10630912.08       | $8299893.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $322816.28         | $133511.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $38778400.00       | $47697434.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $14562800.00       | $4417203.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $7055700.00        | $2778068.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $14960700.00       | $23581913.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $125405300.00      | $128061765.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $25570400.00       | $27299331.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $66372000.00       | $68329541.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $9827552.46        | $4896145.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $34103000.00       | $37829561.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $209.98            | $97.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $100.00            | $40.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $535600.00         | $563506.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $4805900.00        | $4941724.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $3153300.00        | $1893356.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $86000.00          | $46620.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $23864600.00       | $22868175.16       | U.S. Treasuries (including strips) |

### Security 139: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010P03
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $24.50             | $23.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $200.00            | $58.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $200.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $7362000.00        | $7020414.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $200.00            | $54.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $69.29             | $48.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $1135600.00        | $349173.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $31109900.00       | $31570525.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $52000.00          | $54709.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $300.00            | $309.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $127557200.00      | $137995234.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $2381600.00        | $2438820.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $200.00            | $122.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $245.72            | $110.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $17.79             | $9.40              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $59957300.00       | $57099800.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1296.39           | $490.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $300.00            | $193.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $847938.55         | $805089.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $58375556.36       | $24143254.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $15.57             | $8.59              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $657300.00         | $679526.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $203938.21         | $124243.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $100.00            | $30.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $11186729.09       | $5425977.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $5259400.00        | $6169982.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $5060000.00        | $1391798.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $8112718.22        | $5486720.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $498876000.00      | $474510912.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $12679987.20       | $10346197.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $3686000.00        | $3451749.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $2000.00           | $1760.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $47148800.00       | $47591713.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $1529900.00        | $1460914.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $200.00            | $134.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $182000.00         | $180607.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $600.00            | $590.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $4714400.00        | $4843834.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $44970308.37       | $30805425.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $2619872.36        | $2045418.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $353732000.00      | $364031662.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $82850000.00       | $86732842.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $156100000.00      | $159125830.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $60.77             | $32.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $1103.63           | $1038.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $297900.00         | $115966.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $200.00            | $55.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $41894300.00       | $57234096.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $423563.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $229000.00         | $254661.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $900.00            | $359.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $61550000.00       | $63614162.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $294847.53         | $225145.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $146000.00         | $142839.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $6.96              | $5.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $8322400.00        | $8155044.21        | U.S. Treasuries (including strips) |

### Security 140: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197860938.00
- **C.18.a - Value (excl. sponsor support):** $197860938.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3136840864.84
- **C.18.a - Value (excl. sponsor support):** $3136840864.84
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BR2, C.4 - ISIN: US3130B8BR21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500010735.00
- **C.18.a - Value (excl. sponsor support):** $500010735.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001YR3
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $24702901.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23804171.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $53698700.00       | $33186632.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6333062.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $14258441.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $22573791.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $129588400.00      | $29488004.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $15938436.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $42664043.55       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7813582.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $190674000.00      | $17694985.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $90299400.00       | $18154334.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $32556915.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12924283.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $9448888.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $26419197.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $88406400.00       | $21232468.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $17924100.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $15265621.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $29723621.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $193155700.00      | $39057376.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $29133625.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $24178293.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12602427.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $93421700.00       | $20854039.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $11506781.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $40717912.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $89645400.00       | $3418236.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11541507.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $32556353.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $15056694.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $89223400.00       | $19143594.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $4136391.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $26903112.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22994852.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $60000000.00       | $34398039.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $151447200.00      | $14600441.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $34213931.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $33992776.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $13615685.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $284231500.00      | $29955513.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $60592600.00       | $30637453.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $222679000.00      | $45287486.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BAN | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $8189911.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $13093770.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $423000.00         | $410891.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $45793900.00       | $7366068.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $35319766.30       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $20997693.44       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-07-01      | 2.0000%  | N/A     | $59599700.00       | $35962209.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $28040933.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $23004261.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $27191264.21       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $25170412.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $90258200.00       | $16992598.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $5023182.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $39721079.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $155000000.00      | $27838694.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $28247333.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $10970564.15       | Agency Mortgage-Backed Securities |

### Security 144: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $305273017.70
- **C.18.a - Value (excl. sponsor support):** $305273017.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006DX8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1+; Fitch Long Rating: AA; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.6018%  | N/A     | $125000000.00      | $71174252.71       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $10000.00          | $8915.87           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-04-16      | 2.5000%  | N/A     | $25980000.00       | $19041386.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.7789%  | N/A     | $100000000.00      | $74257874.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999070.00         | $1128587.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $2777776.00        | $1981592.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $462751.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $5000000.00        | $8675835.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-20      | 4.3989%  | N/A     | $1852000.00        | $932596.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-15      | 1.5000%  | N/A     | $438000.00         | $383021.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $50000000.00       | $50831900.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-16      | 3.3014%  | N/A     | $5000000.00        | $6612727.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $899998.00         | $8770.09           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-09-16      | 2.0000%  | N/A     | $7825000.00        | $4558311.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | 3.5000%  | N/A     | $2226344.00        | $1032726.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.1489%  | N/A     | $50000000.00       | $46221388.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.2989%  | N/A     | $25000000.00       | $19190919.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-10-25      | 9.5663%  | N/A     | $13801000.00       | $2719449.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2295000.00        | $2374401.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.7500%  | N/A     | $10000000.00       | $210066.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.0000%  | N/A     | $1000.00           | $632.34            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.1989%  | N/A     | $30000000.00       | $22659414.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 3.7147%  | N/A     | $26813000.00       | $24922097.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $25266800.00       | $26920674.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $16017216.00       | $15263360.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 5.5000%  | N/A     | $40229056.00       | $40605707.52       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2600000.00        | $1726134.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.0000%  | N/A     | $1606644.00        | $1261101.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $1000.00           | $699.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.5718%  | N/A     | $35000000.00       | $30632140.65       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $51000.00          | $47472.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-08-25      | 4.3890%  | N/A     | $18800000.00       | $18892152.90       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.7500%  | N/A     | $50000000.00       | $51960675.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0989%  | N/A     | $60000000.00       | $55743615.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-20      | 3.1250%  | N/A     | $100000.00         | $27287.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.9989%  | N/A     | $86261000.00       | $41091578.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4596845.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.0000%  | N/A     | $3994000.00        | $1071560.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-12-25      | 3.5000%  | N/A     | $1125000.00        | $934924.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-26      | 12.8163% | N/A     | $9213168.00        | $5723989.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $969076.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $58333400.00       | $58510423.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.4489%  | N/A     | $225000000.00      | $162984347.87      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $3574340.00        | $3514116.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-16      | 2.0500%  | N/A     | $99984.00          | $4935.71           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-03-25      | 5.0000%  | N/A     | $24199328.00       | $19625610.25       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $50000000.00       | $50735900.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.5000%  | N/A     | $8800000.00        | $11259057.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $8000000.00        | $10057184.80       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $41884.00          | $38127.04          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.5000%  | N/A     | $3470000.00        | $3972567.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-25      | 2.0000%  | N/A     | $1604012.00        | $821951.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.3989%  | N/A     | $100000000.00      | $43920759.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 5.0000%  | N/A     | $25630000.00       | $21529447.94       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5150000.00        | $4763263.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 0.1250%  | N/A     | $50000000.00       | $31563146.54       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.5000%  | N/A     | $17007760.00       | $15225976.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.1189%  | N/A     | $45753000.00       | $38011502.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 5.0218%  | N/A     | $99792512.00       | $89485567.07       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-05-28      | 13.5718% | N/A     | $18500000.00       | $21960517.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2059-10-25      | 3.2500%  | N/A     | $57927872.00       | $7178622.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.1989%  | N/A     | $50000000.00       | $44047121.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-09-20      | 5.0789%  | N/A     | $497490.00         | $461625.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 5.0000%  | N/A     | $720000.00         | $557988.06         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.3218%  | N/A     | $40000000.00       | $33387367.29       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.0000%  | N/A     | $13000000.00       | $1568310.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-08-20      | 4.8989%  | N/A     | $106520640.00      | $101420416.72      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3689%  | N/A     | $40000000.00       | $35881380.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $3044250.00        | $875388.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2063-10-25      | 3.6666%  | N/A     | $23249088.00       | $9561806.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $7368000.00        | $7332456.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-04-25      | 5.0218%  | N/A     | $25000000.00       | $16798199.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $40120000.00       | $41085772.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-07-15      | 4.0000%  | N/A     | $1000.00           | $527.49            | Agency Collateralized Mortgage Obligation |

### Security 146: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2996918902.21
- **C.18.a - Value (excl. sponsor support):** $2996918902.21
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25SS9
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's Long Rating: NR; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $12979360.00       | $3670718.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $20505472.00       | $6615885.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $223994368.00      | $157389194.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $74584880.00       | $31742355.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $74179699.04       | $64926226.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $421165000.00      | $431244847.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $240892641.28      | $171410772.29      | U.S. Treasuries (including strips) |

### Security 148: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500800520.00
- **C.18.a - Value (excl. sponsor support):** $500800520.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2319705107.03
- **C.18.a - Value (excl. sponsor support):** $2319705107.03
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8G22, C.4 - ISIN: US3130B8G229, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997817.50
- **C.18.a - Value (excl. sponsor support):** $249997817.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011IL3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $649.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $813.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $178975.00         | $107951.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $1033.00           | $438.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 2.0000%  | N/A     | $686868.00         | $419872.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2889861.00        | $2254881.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | 6.5000%  | N/A     | $1088.00           | $1094.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $728.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $54540672.00       | $55460289.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.5000%  | N/A     | $75000.00          | $8211.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1922500.00        | $1324772.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $2060077.00        | $8177.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $4785408.00        | $4947955.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $55999.00          | $47389.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $559.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.7489%  | N/A     | $1009.00           | $729.74            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $1000.00           | $58.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $3943840.00        | $3186375.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1309217.00        | $886653.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $85036.00          | $62532.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1664604.00        | $1681654.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $37070.00          | $29010.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 7.0000%  | N/A     | $1000.00           | $1066.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $715.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $133620.00         | $138331.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1011.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $858.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $951000.00         | $480633.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $1008.00           | $672.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $706.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $551.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3654608.00        | $3322955.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.5000%  | N/A     | $200000.00         | $13163.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $951.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1500000.00        | $949349.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $977.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 4.8770%  | N/A     | $1000.00           | $443.61            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $21807251.00       | $22434726.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2059.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $183.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.5000%  | N/A     | $397936.00         | $10293.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $135.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $9516593.00        | $9689414.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1040.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $50011063.00       | $51318152.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $71.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $16720432.00       | $13977281.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $438912.00         | $453399.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1003.00           | $966.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1360174.00        | $1237070.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2654180.00        | $1839709.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.5000%  | N/A     | $7057.00           | $7588.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $299438.00         | $167299.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.2489%  | N/A     | $20303000.00       | $14817344.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0989%  | N/A     | $34119723.00       | $25276839.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $18214616.00       | $15187574.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $688.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1476772.00        | $1484957.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.0000%  | N/A     | $211144.00         | $16492.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $985.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1097450.00        | $657314.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $5819965.00        | $5895417.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $664.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $643.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1398000.00        | $1148385.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1040.00           | $884.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $98000.00          | $96817.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $992.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $15000.00          | $10970.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $851.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $841.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 3.0000%  | N/A     | $1063773.00        | $104193.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $55000.00          | $38292.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1190862.00        | $1250444.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $628.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.2089%  | N/A     | $26642656.00       | $23178015.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $333622.00         | $314775.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $213249.00         | $70701.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1889926.00        | $1594620.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $668.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $1004.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $784.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $800.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $13000.00          | $9614.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $10076720.00       | $6115243.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $779.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2061.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $852.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $999.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $1116234.00        | $1143495.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 7.5000%  | N/A     | $1000.00           | $1.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $814.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1216576.00        | $265096.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $427705.00         | $383121.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $752.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $130000.00         | $62551.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1000.00           | $54.41             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $155700.00         | $163812.37         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $412385.00         | $374196.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $163750.00         | $124507.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $1024.00           | $16.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6190%  | N/A     | $1000.00           | $774.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6213069.00        | $5095770.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1282950.00        | $1255207.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $353000.00         | $302515.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $1000.00           | $974.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $10039.00          | $6565.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1401873.00        | $217177.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $1261318.00        | $1104940.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $684.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $634.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1026.86           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $100.00            | $97.80             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $1000.00           | $8.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $604925.00         | $101105.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $698.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $22519013.00       | $19606615.77       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $28620672.00       | $8197216.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-15      | 7.0000%  | N/A     | $1000.00           | $1028.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $8401.00           | $5767.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $6008.00           | $5939.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $885.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $4000000.00        | $699035.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1046.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $72073.00          | $65649.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $7001.00           | $6906.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1001.00           | $846.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1003.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $4432568.00        | $3428273.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $100000.00         | $70218.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $294952.00         | $182808.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $758.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.0000%  | N/A     | $587000.00         | $160457.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $796364.00         | $812454.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4367536.00        | $4347416.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11718912.00       | $10461090.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $784.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $9448574.00        | $752124.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3398948.00        | $2334288.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $5844000.00        | $5127295.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $221.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 7.0000%  | N/A     | $1000.00           | $2.34              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $13069872.00       | $12004367.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $344409.00         | $27326.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.5000%  | N/A     | $5901270.00        | $386106.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $5889629.00        | $4665990.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $506905.00         | $375512.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $823.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1282818.00        | $1322392.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $78681728.00       | $79206270.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $757.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $825.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $294.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 4.0000%  | N/A     | $1008.00           | $250.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 5.0000%  | N/A     | $4161701.00        | $1206465.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $641.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $169.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $6099500.00        | $6922922.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1018.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1023124.00        | $414964.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $149.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $149.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1008.00           | $813.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.5000%  | N/A     | $765064.00         | $83136.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $962.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.0000%  | N/A     | $1000.00           | $614.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $1000.00           | $106.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1008.00           | $942.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $290024.00         | $272399.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.3989%  | N/A     | $1000.00           | $555.85            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1155112.00        | $1224114.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $18000.00          | $13703.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $6286880.00        | $5392586.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $3484000.00        | $2190406.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1510.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $447.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0989%  | N/A     | $30744613.00       | $17386307.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0989%  | N/A     | $4368.00           | $3809.20           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $15213011.00       | $108196.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $631.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $392460.00         | $80089.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $746.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $364999.00         | $31412.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1023.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $932.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $7568850.00        | $7479761.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $777.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $752938.00         | $714355.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2858420.00        | $2915574.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $13657.00          | $9262.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $197.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4050464.00        | $3916446.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.5000%  | N/A     | $2932689.00        | $9458.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0489%  | N/A     | $36731375.00       | $31831444.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $9327264.00        | $7144485.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $171769.00         | $97901.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1708016.00        | $1673600.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1024.00           | $1046.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 4.0000%  | N/A     | $1000.00           | $136.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $816.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $8081664.00        | $5698460.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $687.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $535.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $124.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $529.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1268852.00        | $1289107.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $4019176.00        | $56424.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.0000%  | N/A     | $1000.00           | $881.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 8.0000%  | N/A     | $27475.00          | $1003.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $1634998.00        | $880300.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1309000.00        | $725465.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $920530.00         | $939728.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.2489%  | N/A     | $9719700.00        | $8960258.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $46081000.00       | $6923392.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $843.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $13270.00          | $11555.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $832339.00         | $533012.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | 6.5000%  | N/A     | $1000.00           | $1013.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $734919.00         | $394910.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $922.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $9057.00           | $8320.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.6300%  | N/A     | $7500000.00        | $7709553.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $118.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $1522000.00        | $277966.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1023.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $35978401.00       | $26623825.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $167.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $2003.00           | $1962.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $143217.00         | $14596.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2137260.00        | $1926504.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1016.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 5.4960%  | N/A     | $1541.00           | $1.34              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $194.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $775.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1574006.00        | $1205070.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $5286976.00        | $4343926.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $846.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $106000.00         | $62996.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1044.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1700000.00        | $1431668.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $11007.00          | $11399.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $122.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $194000.00         | $128065.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.2989%  | N/A     | $755258.00         | $382610.95         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-08-31      | 3.6250%  | N/A     | $11763000.00       | $11888538.18       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $298000.00         | $247401.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $253.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1000.00           | $552.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 3.5000%  | N/A     | $3258440.00        | $3043724.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $662.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $1000.00           | $44.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $968.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $886.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $544000.00         | $300071.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $624.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $1000.00           | $431.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $166.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1008.00           | $813.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $733.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $237697.00         | $185431.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $8000.00           | $6047.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4329984.00        | $4504169.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $30322081.00       | $28135557.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $5481336.00        | $1033037.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $102.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $1024.00           | $938.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $189000.00         | $134112.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1021.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $958.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $657.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1432026.00        | $1146375.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 7.0000%  | N/A     | $1000.00           | $71.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.3218%  | N/A     | $30982900.00       | $26036044.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $961.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $383038.00         | $380444.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $993.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1018.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 3.0000%  | N/A     | $1000000.00        | $93969.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.0000%  | N/A     | $3901056.00        | $783603.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $14009569.00       | $14682375.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $838.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1026.00           | $260.12            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1600.00           | $1612.52           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $201884.00         | $199467.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $1060.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $920.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $8009980.00        | $3688753.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1487153.00        | $1529137.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $113000.00         | $33154.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $28857065.00       | $29252686.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $1067.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $11428280.00       | $11249578.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $640.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $588.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1017.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1991274.00        | $1274977.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $305795.00         | $310566.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $6681713.00        | $6695499.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $930.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $693327.00         | $49799.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $6391000.00        | $5972285.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1000.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $855184.00         | $887868.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $139.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $1000.00           | $37.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $746.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1002.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $847.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $667.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $116.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $134244.00         | $111515.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $68.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $4581720.00        | $753013.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $154.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.2089%  | N/A     | $23513696.00       | $16314200.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 2.5000%  | N/A     | $1000.00           | $110.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.3090%  | N/A     | $13019369.00       | $130208.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $300000.00         | $41120.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $11548357.00       | $10111709.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1361014.00        | $1423184.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-15      | 7.0000%  | N/A     | $1000.00           | $988.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $981.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $433.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-25      | 2.2500%  | N/A     | $61127.00          | $55310.92          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $32000.00          | $14119.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $51026799.00       | $49781342.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2024.00           | $2046.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.0000%  | N/A     | $4385376.00        | $183717.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $866.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $647369.00         | $639353.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0989%  | N/A     | $56226176.00       | $49093122.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $9188912.00        | $6180636.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1250325.00        | $973980.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.0000%  | N/A     | $1008.00           | $1065.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $83423.00          | $86102.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $886960.00         | $1058360.14        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $865.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.3489%  | N/A     | $1045.00           | $493.70            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $373999.00         | $232429.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $498.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $34000.00          | $9861.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $222.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.0000%  | N/A     | $11378872.00       | $10335389.12       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1014.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4989%  | N/A     | $11450722.00       | $10489570.78       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $983.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $217370.00         | $154150.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1012.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1032.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $24335200.00       | $18467229.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.2489%  | N/A     | $72061000.00       | $53668984.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $378.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1452736.00        | $1336886.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.2089%  | N/A     | $1052.00           | $481.62            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $669.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $6972488.00        | $3701913.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $549998.00         | $418655.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1041.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 7.0000%  | N/A     | $2001.00           | $1626.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $36.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $976.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1030.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $605122.00         | $404628.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.5000%  | N/A     | $24000.00          | $7217.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2235616.00        | $2228897.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1495000.00        | $406417.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $780.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $638.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $977.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $1024.00           | $3.85              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $973.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1008.00           | $806.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $220000.00         | $163468.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $298000.00         | $184540.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $797.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $847.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3670140.00        | $3701454.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $495512.00         | $482742.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $999000.00         | $527914.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2489%  | N/A     | $7218080.00        | $7096386.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $4805848.00        | $2552070.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $15262336.00       | $14945798.28       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $897.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $121.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $915992.00         | $797395.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $14999.00          | $10394.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $76.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $791.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1002.00           | $1001.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 2.5000%  | N/A     | $260768.00         | $14268.05          | Agency Mortgage-Backed Securities         |

### Security 152: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIN9961Q6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2039-01-15      | 7.0000%  | N/A     | $10831.00          | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $32715656.00       | $31276252.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $49675052.00       | $48538492.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $41232308.00       | $40049022.29       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $29764317.00       | $30024353.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $5587184.00        | $5721112.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $31496556.00       | $30965318.59       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.5000%  | N/A     | $31552784.00       | $31410686.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $28911293.00       | $28133624.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $39930977.00       | $39467170.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $32101271.00       | $32306971.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.5000%  | N/A     | $34492053.00       | $31656818.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $31587501.00       | $32045734.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $38367276.00       | $38850118.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $71136740.00       | $72471692.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $30297687.00       | $30629752.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.0000%  | N/A     | $51255493.00       | $49198126.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $34468389.00       | $34654544.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $40198257.00       | $39543512.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $117143911.00      | $114054676.74      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $32574137.00       | $30517530.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $63603445.00       | $64593520.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $29072324.00       | $28243717.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $34134852.00       | $33293845.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 5.5000%  | N/A     | $38117552.00       | $38300386.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $31865408.00       | $31368902.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-10-20      | 6.2000%  | N/A     | $4991605.00        | $6418.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 6.8750%  | N/A     | $110000.00         | $2316.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.0000%  | N/A     | $34899874.00       | $32675237.62       | Agency Mortgage-Backed Securities |

### Security 153: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1206730799.82
- **C.18.a - Value (excl. sponsor support):** $1206730799.82
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25VV8
- **C.18 - Value (incl. sponsor support):** $7750000000.00
- **C.18.a - Value (excl. sponsor support):** $7750000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Fitch Short Rating: F1; Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $503737.00         | $161710.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $2925572.00        | $2604937.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4934000.00        | $3477424.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.5000%  | N/A     | $23795.00          | $5044.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $6334000.00        | $4422286.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $228000.00         | $26450.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $27246144.00       | $38157.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $100000.00         | $46647.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $1356000.00        | $1164996.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 6.0000%  | N/A     | $2050000.00        | $5721.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $3841372.00        | $2857447.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $50000.00          | $23303.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $34175872.00       | $34984584.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8500%  | N/A     | $13117232.00       | $11633937.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $3352112.00        | $3222095.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1157788.00        | $799125.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.5000%  | N/A     | $1851300.00        | $214550.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $113160320.00      | $6873751.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $36000.00          | $22573.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.0000%  | N/A     | $300000.00         | $32214.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $7176872.00        | $6007589.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 5.5000%  | N/A     | $455000.00         | $15194.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $5581608.00        | $4533057.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $28126.00          | $18837.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $2000000.00        | $232751.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $4698168.00        | $153019.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $89842.00          | $11372.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-01-16      | 1.2500%  | N/A     | $17000000.00       | $6994144.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $46000.00          | $40049.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $85000.00          | $7079.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-06-01      | 3.0000%  | N/A     | $3053072.00        | $2436020.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $4000000.00        | $28541.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 7.0000%  | N/A     | $1246816.00        | $11393.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $431305.00         | $308600.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-15      | 4.0000%  | N/A     | $56009.00          | $7011.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $2914596.00        | $1949762.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.6900%  | N/A     | $9679440.00        | $8099806.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $21245568.00       | $21403067.92       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $25000.00          | $5855.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $1355006.00        | $471621.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1355188.00        | $1402096.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3515044.00        | $89965.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $219004.00         | $115977.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $4800000.00        | $533361.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-25      | 2.0000%  | N/A     | $200000.00         | $150533.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $2200000.00        | $729446.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $5816000.00        | $5876085.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $96992768.00       | $9163082.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1675732.00        | $1740388.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.0000%  | N/A     | $464751.00         | $51068.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $6817800.00        | $637026.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $4567816.00        | $346255.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $1488710.00        | $215525.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $810928.00         | $137580.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $8057296.00        | $6243101.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $12818208.00       | $1021493.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.5000%  | N/A     | $884493.00         | $70965.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 6.0000%  | N/A     | $15003.00          | $8343.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $15000.00          | $12840.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $1398818.00        | $528594.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $100000.00         | $55236.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $5354840.00        | $3011506.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.3100%  | N/A     | $1000000.00        | $25447.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 4.0000%  | N/A     | $31095.00          | $8400.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 5.0000%  | N/A     | $445000.00         | $41632.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $2000000.00        | $22714.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $17955040.00       | $18430417.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.0000%  | N/A     | $222722.00         | $28052.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $50203.00          | $10623.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $32300000.00       | $2479470.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.5000%  | N/A     | $54000000.00       | $856162.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $22000.00          | $15296.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.0000%  | N/A     | $1148294.00        | $26835.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $79000.00          | $8693.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.0000%  | N/A     | $318163.00         | $16542.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $83967.00          | $7048.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 5.0000%  | N/A     | $1070124.00        | $330340.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.5000%  | N/A     | $5107056.00        | $196810.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 4.5000%  | N/A     | $1025000.00        | $68291.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.5000%  | N/A     | $156000.00         | $124876.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $5000000.00        | $3094971.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.1189%  | N/A     | $12570000.00       | $6782085.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $16724832.00       | $262181.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 6.5000%  | N/A     | $1200000.00        | $100574.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $6562528.00        | $667115.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $1261642.00        | $1019274.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.0000%  | N/A     | $24000.00          | $20159.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1503402.00        | $135580.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.5200%  | N/A     | $44611776.00       | $45689150.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 2.5000%  | N/A     | $26234.00          | $5449.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $1500000.00        | $53433.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 2.0000%  | N/A     | $400000.00         | $142962.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $14941000.00       | $12314733.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 3.5000%  | N/A     | $3631328.00        | $781118.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 1.5000%  | N/A     | $500000.00         | $248327.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $2447028.00        | $21859.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $91966000.00       | $74936318.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 5.0000%  | N/A     | $2297916.00        | $295283.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-15      | 4.1200%  | N/A     | $106920.00         | $101688.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $3135000.00        | $33269.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 2.0000%  | N/A     | $100000.00         | $32927.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 6.5000%  | N/A     | $1000000.00        | $12823.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1300000.00        | $149434.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 5.0000%  | N/A     | $148126.00         | $104173.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $408738.00         | $343598.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $7476184.00        | $3708988.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1025000.00        | $753296.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $2231310.00        | $1509985.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $897363.00         | $935212.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $717844.00         | $553302.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $200000.00         | $108996.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 4.0000%  | N/A     | $51057984.00       | $11071819.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $1048384.00        | $758245.38         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $72100.00          | $53448.41          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $247895.00         | $192399.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $5029496.00        | $5152207.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | 5.0000%  | N/A     | $1734000.00        | $188853.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4289520.00        | $4423632.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $731000.00         | $10251.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1075384.00        | $1104174.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $55105000.00       | $2961438.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.5000%  | N/A     | $590150.00         | $15333.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $1187704.00        | $5583.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1158824.00        | $846653.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $125000.00         | $111150.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1840882.00        | $1912067.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $3880000.00        | $302975.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $123326976.00      | $124540013.94      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $792000.00         | $251833.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.0000%  | N/A     | $100000.00         | $10861.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $100000000.00      | $99746509.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2378492.00        | $2482715.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2169552.00        | $2265753.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $255000.00         | $43863.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $860000.00         | $11872.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-08-01      | 4.0000%  | N/A     | $9115790.00        | $5144399.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $200000.00         | $146340.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $100000.00         | $79390.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 3.5000%  | N/A     | $245000.00         | $28267.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1181930.00        | $1228800.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1279746.00        | $1348942.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $3020608.00        | $2448256.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4010304.00        | $3696708.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $210555.00         | $131877.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-16      | 4.5000%  | N/A     | $50223936.00       | $49602328.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $978383.00         | $620093.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $32000.00          | $24926.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $2968000.00        | $49062.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2628420.00        | $2620489.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $1449042.00        | $1433923.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $10900000.00       | $7268384.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1464776.00        | $1522674.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $2900000.00        | $900071.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $55287168.00       | $55674882.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.0000%  | N/A     | $3373916.00        | $1884470.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $13215088.00       | $11209900.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $4394660.00        | $2387344.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $3396672.00        | $3471087.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $1625184.00        | $1614077.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.0000%  | N/A     | $2264756.00        | $381863.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $2123468.00        | $598125.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.3850%  | N/A     | $6891000.00        | $6974489.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1283104.00        | $1308050.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $2600000.00        | $1016941.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $61741360.00       | $5298721.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $3267604.00        | $44234.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $40000.00          | $9788.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.0000%  | N/A     | $1000000.00        | $204718.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.0000%  | N/A     | $7255.00           | $5791.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1850982.00        | $1834775.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1000000.00        | $119237.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $200000.00         | $149008.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 4.0000%  | N/A     | $740900.00         | $456857.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.0000%  | N/A     | $500000.00         | $37614.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $494000.00         | $253663.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $33000.00          | $25297.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.0000%  | N/A     | $2337432.00        | $8879.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $5358616.00        | $1446127.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $100000.00         | $62508.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1168686.00        | $1215554.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-15      | 4.0000%  | N/A     | $25000.00          | $6202.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $5587384.00        | $5482123.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $28068224.00       | $24314753.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $5120944.00        | $920785.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.0000%  | N/A     | $40000000.00       | $29611956.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 1.5000%  | N/A     | $115100.00         | $78909.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $375000.00         | $13270.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $77737.00          | $59450.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $7274190.00        | $6027126.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1416460.00        | $1479930.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $7216704.00        | $144406.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.5000%  | N/A     | $1633300.00        | $1390903.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.3989%  | N/A     | $5000000.00        | $4862274.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $4127952.00        | $2661185.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2716432.00        | $2434720.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $136000.00         | $16374.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $14708540.00       | $9805016.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 4.0000%  | N/A     | $677519.00         | $64186.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $7954680.00        | $6622691.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.0000%  | N/A     | $700000.00         | $164187.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1288000.00        | $118897.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $100000.00         | $79294.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1298328.00        | $1371875.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $5161864.00        | $172611.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $62175.00          | $40560.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $408847.00         | $359474.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $100000.00         | $34642.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-16      | 2.7500%  | N/A     | $485032.00         | $305417.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $957656.00         | $970132.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6590272.00        | $5548363.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $9358992.00        | $6857791.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $82000.00          | $55023.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 3.5000%  | N/A     | $165123.00         | $148840.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $35060.00          | $22768.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1029020.00        | $811381.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $925750.00         | $32353.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $4462200.00        | $1272308.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0400%  | N/A     | $18698000.00       | $19664312.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $365000.00         | $87560.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.0000%  | N/A     | $158000.00         | $16106.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $8004560.00        | $7113213.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $14543488.00       | $14652893.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $692000.00         | $209440.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1150000.00        | $149336.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $20000000.00       | $13654312.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $686119.00         | $475826.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $30386528.00       | $23067912.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $761000.00         | $67126.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 7.0000%  | N/A     | $36252480.00       | $2415210.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 5.0000%  | N/A     | $370000.00         | $31514.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $325000.00         | $33132.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 3.5000%  | N/A     | $386363.00         | $351917.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $425000.00         | $159241.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-16      | 2.4785%  | N/A     | $250000.00         | $262785.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $5236312.00        | $5367204.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $3818420.00        | $2599386.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $209000.00         | $24865.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3943092.00        | $4055000.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 2.5000%  | N/A     | $253810.00         | $209989.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $172000.00         | $116893.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3865756.00        | $3997933.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $8000.00           | $7001.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 7.0000%  | N/A     | $184805.00         | $105570.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $7968464.00        | $8187936.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $1036418.00        | $148691.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $110174.00         | $9392.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $1012000.00        | $116965.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2464110.00        | $2565928.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $66834.00          | $54137.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $10000.00          | $7675.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $22878112.00       | $449087.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.5000%  | N/A     | $433718.00         | $260016.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3250000.00        | $3174203.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 1.5000%  | N/A     | $33363.00          | $12266.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-16      | 2.2500%  | N/A     | $97129472.00       | $72195608.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $15780112.00       | $11127941.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $1002482.00        | $16588.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $7453000.00        | $448691.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2389000.00        | $398759.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $249000.00         | $29514.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1128242.00        | $1179048.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $65488888.00       | $45716849.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $100000.00         | $83704.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.3800%  | N/A     | $11230160.00       | $10022220.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 2.5000%  | N/A     | $75034.00          | $23098.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $300000.00         | $256228.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $798000.00         | $71669.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1095000.00        | $100086.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.0000%  | N/A     | $360700.00         | $62908.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $4488240.00        | $1992846.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $200000.00         | $100277.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $4590704.00        | $3573929.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.7400%  | N/A     | $9659792.00        | $9597017.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $50661888.00       | $46985038.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $37950000.00       | $114206.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 5.3600%  | N/A     | $1176000.00        | $1240657.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $445000.00         | $440518.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 6.0000%  | N/A     | $1651790.00        | $1475206.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $215127.00         | $99845.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1206846.00        | $1248108.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $542280.00         | $526090.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-12-20      | 3.5000%  | N/A     | $2514444.00        | $15256.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $618266.00         | $29712.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $475002.00         | $17357.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3003072.00        | $2024350.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $3696388.00        | $749076.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $6230192.00        | $4727907.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $560029.00         | $494274.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $86765.00          | $52835.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $105000.00         | $9495.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8161968.00        | $8502087.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $2378000.00        | $1785127.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $635052.00         | $31285.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $86581248.00       | $86809192.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $65000.00          | $6680.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000000.00        | $742268.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 5.0000%  | N/A     | $8049440.00        | $6503332.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $180000.00         | $30340.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 3.5000%  | N/A     | $100000.00         | $10685.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $4893320.00        | $603850.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-04-01      | 5.0000%  | N/A     | $44140.00          | $9751.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $758954.00         | $790986.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 2.5000%  | N/A     | $5000000.00        | $662245.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $7450352.00        | $5255704.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $1661084.00        | $5415.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $106000.00         | $55180.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1445034.00        | $1546769.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2017284.00        | $2116518.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2732012.00        | $2392059.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $400000.00         | $32164.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $1469998.00        | $658364.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3584892.00        | $3698853.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $1100000.00        | $212959.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $571998.00         | $23232.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $4000000.00        | $9130.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $656189.00         | $47569.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-15      | 3.1000%  | N/A     | $469665.00         | $185018.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $95056640.00       | $50907501.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 3.5000%  | N/A     | $18203072.00       | $981443.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1130000.00        | $106158.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.6600%  | N/A     | $3460316.00        | $2954015.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 5.5000%  | N/A     | $561122.00         | $543838.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 3.0000%  | N/A     | $1146004.00        | $702859.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1317252.00        | $1369837.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1259100.00        | $1312054.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $50000.00          | $43180.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-03-01      | 2.5000%  | N/A     | $2457100.00        | $1112230.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $278774784.00      | $150038933.79      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $1885000.00        | $419565.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $19844704.00       | $18003317.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $100000000.00      | $75253336.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1716988.00        | $1678219.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $2583488.00        | $2223337.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $3800000.00        | $2341530.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $483251.00         | $258092.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $319000.00         | $77513.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.3500%  | N/A     | $19557000.00       | $19486565.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $104497.00         | $10073.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $71000.00          | $7920.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1017870.00        | $655684.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1999836.00        | $2066662.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 2.5000%  | N/A     | $235161.00         | $191698.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $165410048.00      | $331983.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.0000%  | N/A     | $6444760.00        | $250512.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.0000%  | N/A     | $2846364.00        | $92457.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $20000000.00       | $7813018.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $775000.00         | $479262.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $73300000.00       | $1563210.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.5000%  | N/A     | $350000.00         | $7009.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 5.0000%  | N/A     | $3695524.00        | $3745679.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $2068864.00        | $2048168.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 3.0700%  | N/A     | $29686464.00       | $26094623.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $36691.00          | $23631.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-15      | 3.8700%  | N/A     | $2448204.00        | $2286036.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $1312222.00        | $979314.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $92552832.00       | $164715.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $325000.00         | $17846.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $300000.00         | $241936.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.5000%  | N/A     | $150000.00         | $144351.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $7835776.00        | $5009682.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $297376.00         | $9960.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2057400.00        | $1655822.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 3.5000%  | N/A     | $61000.00          | $44449.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2150852.00        | $2233228.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $1048404.00        | $80507.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 6.0000%  | N/A     | $1616314.00        | $1668539.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $7904496.00        | $7805455.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $2216220.00        | $586346.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $10709760.00       | $38506.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $700000.00         | $553964.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $17445344.00       | $17686347.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $800000.00         | $684578.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-20      | 3.5000%  | N/A     | $1316970.00        | $149558.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $772929.00         | $26677.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.0000%  | N/A     | $55000.00          | $5139.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.5000%  | N/A     | $1520000.00        | $92455.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1027000.00        | $697790.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.6100%  | N/A     | $1841000.00        | $1994150.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $2021000.00        | $901770.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $370000.00         | $7315.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1033046.00        | $1080593.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 5.0000%  | N/A     | $15775000.00       | $232292.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $714010.00         | $613552.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $20795320.00       | $2348529.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $267332.00         | $52579.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $121720.00         | $101924.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 4.0000%  | N/A     | $2519940.00        | $522233.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.0000%  | N/A     | $3000000.00        | $368036.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1859386.00        | $1621701.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.7700%  | N/A     | $6462288.00        | $6854794.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $23263648.00       | $99140.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $6325070.00        | $6297120.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $186790.00         | $98435.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.5000%  | N/A     | $121064.00         | $9548.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $45947648.00       | $47035642.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $61231.00          | $47311.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1775000.00        | $762002.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $3300000.00        | $290791.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.0000%  | N/A     | $1608516.00        | $169494.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $10000.00          | $7651.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $44078144.00       | $39330027.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $2069036.00        | $1222573.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $264767.00         | $46621.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $500000.00         | $480791.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1224768.00        | $834202.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-02      | 3.0000%  | N/A     | $25000000.00       | $17827284.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $359884.00         | $6039.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $50329.00          | $44790.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $216878848.00      | $105298869.86      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $889329.00         | $820303.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 2.0000%  | N/A     | $105305.00         | $82858.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $18102.00          | $10733.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.8200%  | N/A     | $1975000.00        | $2053478.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $553678.00         | $22313.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $200000.00         | $140349.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $82000.00          | $74965.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $2220000.00        | $364669.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $753725.00         | $520374.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $269000.00         | $85221.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $32500000.00       | $31809802.42       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 4.5000%  | N/A     | $1995000.00        | $150191.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1473742.00        | $1536335.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-15      | 6.0000%  | N/A     | $1050000.00        | $1104984.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $1275956.00        | $1109764.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $660000.00         | $26870.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $3042484.00        | $1951281.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $58000.00          | $12290.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 3.0000%  | N/A     | $1059974.00        | $334272.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $4885000.00        | $1121048.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $6524176.00        | $6647455.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $534505.00         | $376679.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $14769152.00       | $12145646.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1378000.00        | $1311393.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $1759772.00        | $6102.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $5200000.00        | $3862269.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $3020700.00        | $376364.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $57810.00          | $48311.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $7000000.00        | $660686.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $722390.00         | $434012.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.0000%  | N/A     | $239000.00         | $16562.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.5000%  | N/A     | $671000.00         | $659924.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 3.0000%  | N/A     | $207000.00         | $27475.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $915044.00         | $885782.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $525000.00         | $46461.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1155808.00        | $1158130.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4087440.00        | $3612149.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $140000.00         | $12402.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3214496.00        | $567871.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $742524.00         | $751539.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.0000%  | N/A     | $2950000.00        | $203569.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.5000%  | N/A     | $873378.00         | $656624.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $546723.00         | $571186.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $819490.00         | $686755.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $190600.00         | $135795.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $185263.00         | $166441.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 4.0000%  | N/A     | $237200.00         | $222743.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1137476.00        | $1126832.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $100000.00         | $80309.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 2.0000%  | N/A     | $1108302.00        | $872060.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $4171960.00        | $561869.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $150000.00         | $141476.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $970112.00         | $936626.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $70000.00          | $27190.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1523326.00        | $1479109.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $84000.00          | $10334.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-16      | 2.2133%  | N/A     | $300000.00         | $239702.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 2.0000%  | N/A     | $25000.00          | $13408.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $3850000.00        | $3021478.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $345769.00         | $260589.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $7350000.00        | $45862.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.5000%  | N/A     | $3835436.00        | $496226.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1379906.00        | $821087.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.5000%  | N/A     | $242381.00         | $26105.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.0000%  | N/A     | $56143.00          | $30533.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $1142384.00        | $475536.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $308886.00         | $5469.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $2000000.00        | $189519.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.5000%  | N/A     | $152362.00         | $15524.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $3000000.00        | $8656.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $7932192.00        | $544051.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 1.5000%  | N/A     | $57547.00          | $36327.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $2020550.00        | $2037963.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $125087872.00      | $105501125.25      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.0000%  | N/A     | $2000000.00        | $184411.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $5000000.00        | $61768.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $731047.00         | $9513.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 2.9900%  | N/A     | $627673.00         | $203157.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $100000.00         | $80842.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $2758788.00        | $1030133.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $500000.00         | $224119.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $200000.00         | $9623.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-15      | 3.5000%  | N/A     | $1000000.00        | $313279.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.5000%  | N/A     | $1478670.00        | $237328.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $13080.00          | $9491.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1837208.00        | $1890198.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $22640032.00       | $23005875.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 5.0000%  | N/A     | $2935332.00        | $458854.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $100000.00         | $62616.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $10034992.00       | $158618.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.7390%  | N/A     | $11547696.00       | $9096422.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $70129.00          | $34161.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1959490.00        | $323157.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $962732.00         | $990388.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $210892.00         | $22655.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 4.5000%  | N/A     | $12485216.00       | $18397.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $364342.00         | $22824.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $37000.00          | $32149.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 3.5000%  | N/A     | $94577664.00       | $88117256.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $740626.00         | $82449.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $810468.00         | $845596.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.5000%  | N/A     | $216000.00         | $157926.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $3044780.00        | $2926988.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $83610.00          | $57630.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $5005410.00        | $4463739.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $393170.00         | $251955.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 6.0000%  | N/A     | $9395328.00        | $357157.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $4431200.00        | $4003582.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $7940416.00        | $1303587.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $2188036.00        | $78020.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $51000.00          | $25171.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2793584.00        | $2919568.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $100000.00         | $73183.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 5.0000%  | N/A     | $101219.00         | $9624.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8000%  | N/A     | $6060160.00        | $5192847.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $53826.00          | $41727.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.5000%  | N/A     | $2635000.00        | $232497.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $510000.00         | $361918.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2807476.00        | $1707221.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $75000.00          | $46142.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $8033616.00        | $8261184.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $4648808.00        | $4157931.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.5000%  | N/A     | $136872.00         | $16266.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $79518976.00       | $81597442.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $6438500.00        | $88311.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $1135000.00        | $8890.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $120000000.00      | $1754396.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.0000%  | N/A     | $26887160.00       | $2696562.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $384500.00         | $397305.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $9122000.00        | $2195403.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $3007170.00        | $12937.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $615000.00         | $282548.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $75000000.00       | $53062078.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.0000%  | N/A     | $424962.00         | $403591.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $20000.00          | $16853.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 2.5000%  | N/A     | $6272920.00        | $1277911.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $432436.00         | $35566.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $3109288.00        | $3180370.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 5.0000%  | N/A     | $42000.00          | $23101.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 6.0000%  | N/A     | $6823288.00        | $7101596.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 5.0000%  | N/A     | $706000.00         | $72215.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $1231348.00        | $1250325.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $2193624.00        | $1372969.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $6819160.00        | $6582848.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $4568128.00        | $4580726.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1475000.00        | $111671.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $33363072.00       | $4348484.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $10000.00          | $6027.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $5211952.00        | $687652.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $92371.00          | $39514.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.5000%  | N/A     | $377519.00         | $20259.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $1118000.00        | $18575.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-15      | 4.0000%  | N/A     | $25000.00          | $8127.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.0000%  | N/A     | $997000.00         | $108041.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 5.5000%  | N/A     | $14717680.00       | $71513.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1841008.00        | $1835012.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $172000.00         | $166292.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $109651.00         | $14692.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $293000.00         | $255207.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2301348.00        | $2417893.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 4.5000%  | N/A     | $1059368.00        | $387314.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $120000000.00      | $118753599.80      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4402208.00        | $512048.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $724000.00         | $15580.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2197016.00        | $2307062.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1485490.00        | $1072262.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $441061.00         | $82618.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $375000.00         | $290990.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $872386.00         | $23672.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $48361152.00       | $10445321.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 2.0000%  | N/A     | $587813.00         | $463645.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $3235020.00        | $409963.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2848556.00        | $2717825.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $483003.00         | $306047.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $25000.00          | $17782.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 6.0000%  | N/A     | $4170887.00        | $11511.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.5000%  | N/A     | $1199000.00        | $90168.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5529256.00        | $5814202.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2934040.00        | $2343371.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $47303872.00       | $28820758.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $6357624.00        | $942490.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $1288000.00        | $310096.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $600000.00         | $17237.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $3486180.00        | $2580119.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $40057152.00       | $32808346.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $22352.00          | $14704.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.6400%  | N/A     | $3130256.00        | $2848911.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.0000%  | N/A     | $3111750.00        | $2850771.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.0000%  | N/A     | $1345120.00        | $69491.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $900000.00         | $535891.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.4800%  | N/A     | $22209920.00       | $22402990.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $188500.00         | $155209.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $1301536.00        | $859232.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.0000%  | N/A     | $9219488.00        | $1207701.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $11849760.00       | $9584788.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-15      | 2.6300%  | N/A     | $7772128.00        | $6617031.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | 2.0000%  | N/A     | $566000.00         | $237369.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $725789.00         | $756021.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $2637708.00        | $242652.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $68545280.00       | $70793436.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $2175000.00        | $408068.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $12243392.00       | $10419264.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.0000%  | N/A     | $15972000.00       | $131648.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $22024000.00       | $8757942.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $5742816.00        | $5937009.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 3.5000%  | N/A     | $5000000.00        | $729777.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 5.0000%  | N/A     | $282000.00         | $7809.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000100.00        | $146351.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.0000%  | N/A     | $150000.00         | $104677.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $399000.00         | $39113.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $335000.00         | $30047.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $54332288.00       | $11246596.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $44499200.00       | $38052023.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $161140480.00      | $102999224.70      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $457000.00         | $319152.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.5000%  | N/A     | $5544520.00        | $208750.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 6.0000%  | N/A     | $400000.00         | $7844.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.0000%  | N/A     | $33000.00          | $25960.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $200000.00         | $42834.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.0000%  | N/A     | $1099914.00        | $1022208.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $400000.00         | $70576.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 4.0000%  | N/A     | $1233000.00        | $133356.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2599000.00        | $2245031.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $9448576.00        | $9720970.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.5000%  | N/A     | $1000000.00        | $86079.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $8001800.00        | $69602.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1466576.00        | $79277.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $16676032.00       | $14061258.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.8500%  | N/A     | $74941312.00       | $75528664.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.0000%  | N/A     | $3400000.00        | $393448.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $2010000.00        | $277064.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $300000.00         | $55748.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1141676.00        | $1139723.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.7200%  | N/A     | $900000.00         | $933005.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.7500%  | N/A     | $542880.00         | $90216.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $13253080.00       | $822568.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $14000.00          | $7893.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $375000.00         | $100405.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $210318336.00      | $213709719.17      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $2490000.00        | $186577.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.5000%  | N/A     | $16500000.00       | $316386.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $3090000.00        | $1291242.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $500000.00         | $315924.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $615000.00         | $782547.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2055128.00        | $2134776.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $767816.00         | $799253.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $14734864.00       | $2628327.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.5000%  | N/A     | $25001.00          | $8333.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $794000.00         | $662564.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $36000.00          | $28927.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $6914280.00        | $7083265.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $149333.00         | $137493.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 5.0000%  | N/A     | $5314000.00        | $398518.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $582900.00         | $111400.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | 4.0000%  | N/A     | $10878576.00       | $687292.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $1687454.00        | $1262577.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1270836.00        | $1306656.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1700000.00        | $1029862.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $120666.00         | $8732.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $4087960.00        | $502438.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $2000000.00        | $175203.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $15149280.00       | $14551710.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $629000.00         | $73053.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $164000.00         | $142481.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $200000.00         | $132868.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $1973710.00        | $145470.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0000%  | N/A     | $40000000.00       | $1130914.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1765046.00        | $1806692.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $67000.00          | $40868.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $105000.00         | $10923.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1541370.00        | $678788.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $1455000.00        | $22412.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $14165904.00       | $959318.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.0000%  | N/A     | $6616416.00        | $1361294.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 5.0000%  | N/A     | $10000000.00       | $156141.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $332000.00         | $78682.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $32000.00          | $29439.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1083864.00        | $575308.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-10-16      | 3.2500%  | N/A     | $16243776.00       | $11414964.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $5401570.00        | $5460187.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $2100000.00        | $1587582.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $2976560.00        | $405047.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 4.0000%  | N/A     | $2101088.00        | $390738.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $135681.00         | $13279.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $660902.00         | $23899.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $30000000.00       | $26974550.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 3.5000%  | N/A     | $175448832.00      | $55086232.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $75557120.00       | $73593015.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1554294.00        | $1622046.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 6.0000%  | N/A     | $26775616.00       | $57772.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 4.4743%  | N/A     | $13000000.00       | $3076535.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $3630740.00        | $171122.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $23424280.00       | $23796460.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $20500000.00       | $16315087.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.5000%  | N/A     | $283667.00         | $26698.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $275000.00         | $46753.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $600000.00         | $7703.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $234976.00         | $153605.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $2005680.00        | $1303764.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.0000%  | N/A     | $41496448.00       | $2098619.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $80560.00          | $65480.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $280789.00         | $219157.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 2.0000%  | N/A     | $62000000.00       | $38656678.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $1000000.00        | $1030200.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 5.0000%  | N/A     | $182218.00         | $5984.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $219928.00         | $203188.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $334852.00         | $114830.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $269000.00         | $223838.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 4.0000%  | N/A     | $1496160.00        | $80240.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $60000.00          | $7132.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $50000.00          | $16622.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $616711.00         | $213694.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $10075424.00       | $80648.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25511936.00       | $192937.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $125000.00         | $67562.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1635328.00        | $1678925.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $604530.00         | $553399.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $372040.00         | $258666.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $3267152.00        | $1490625.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.5200%  | N/A     | $9950750.00        | $10375436.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $99465984.00       | $88411719.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $9551856.00        | $6576995.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 6.0000%  | N/A     | $4492000.00        | $53348.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $16906784.00       | $15137214.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 4.0000%  | N/A     | $1185400.00        | $58130.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 3.5000%  | N/A     | $2674328.00        | $1895462.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $3354924.00        | $3487756.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 3.0000%  | N/A     | $383323.00         | $338645.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $14065584.00       | $6440759.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $45000.00          | $38033.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 2.0000%  | N/A     | $125000.00         | $42990.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $6984160.00        | $509067.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $415000.00         | $298461.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $1149990.00        | $153466.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.5000%  | N/A     | $120000.00         | $36961.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $15934.00          | $8642.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $275303.00         | $223715.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $2215000.00        | $1556660.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-20      | 1.5000%  | N/A     | $106845.00         | $59703.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $134057.00         | $101587.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 4.0000%  | N/A     | $2315000.00        | $203585.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.0000%  | N/A     | $5024592.00        | $1257470.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 5.0000%  | N/A     | $1098000.00        | $138644.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-06-20      | 4.5000%  | N/A     | $210194.00         | $203389.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $10448192.00       | $725552.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $100000.00         | $77868.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1327112.00        | $1321981.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $28000000.00       | $3977234.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.2489%  | N/A     | $100000000.00      | $78284266.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-01      | 3.5000%  | N/A     | $49000.00          | $43960.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $958930.00         | $860072.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $178027.00         | $22809.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $48760000.00       | $6373190.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $608000.00         | $458427.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $2075984.00        | $293995.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1433128.00        | $1488158.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 2.5000%  | N/A     | $95000.00          | $12758.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $87506048.00       | $89491711.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $10630000.00       | $8186263.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 4.4500%  | N/A     | $8800000.00        | $8840625.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.6100%  | N/A     | $5717272.00        | $4841210.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2077560.00        | $1809853.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 2.0000%  | N/A     | $950000.00         | $493932.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.9489%  | N/A     | $300000000.00      | $172315132.43      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3260256.00        | $3346835.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $2300000.00        | $1861968.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $71000.00          | $6244.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 3.0000%  | N/A     | $69751.00          | $46552.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $30320000.00       | $23123414.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $39000.00          | $30120.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $835817.00         | $90602.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $39218.00          | $33817.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $3300000.00        | $2202465.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1863336.00        | $1083594.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.5000%  | N/A     | $3236840.00        | $1973752.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $313562.00         | $37869.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $6081592.00        | $1326852.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $5317680.00        | $16786.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.0000%  | N/A     | $13010000.00       | $1159753.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $787841.00         | $575024.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-20      | 3.5000%  | N/A     | $938700.00         | $109954.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | 2.0000%  | N/A     | $1474720.00        | $982173.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $3280000.00        | $2325237.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $100000.00         | $66631.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1388448.00        | $1480595.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $15000.00          | $11073.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $572625.00         | $479079.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 5.0000%  | N/A     | $806500.00         | $722456.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $51809.00          | $32591.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.5000%  | N/A     | $56000.00          | $43482.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-09-16      | 2.5000%  | N/A     | $44156096.00       | $41841463.99       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1291000.00        | $643020.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $380828.00         | $308276.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 1.5000%  | N/A     | $483453.00         | $286975.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $2130056.00        | $2124855.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $70205.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $2423216.00        | $611091.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2849556.00        | $2814971.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1131420.00        | $879054.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $10156192.00       | $2155126.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1832788.00        | $1929843.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $1188524.00        | $1207775.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3547704.00        | $387179.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $4409216.00        | $320477.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $3013320.00        | $2303281.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $850000.00         | $151113.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $397000.00         | $42450.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $112213.00         | $110360.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $100000.00         | $68118.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $420000.00         | $19845.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.2600%  | N/A     | $21746000.00       | $21936821.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $500000.00         | $121087.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 2.5000%  | N/A     | $518314.00         | $208638.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 5.0000%  | N/A     | $1920824.00        | $60296.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1431118.00        | $1491319.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $34623552.00       | $35425507.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.0000%  | N/A     | $5000000.00        | $578754.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $2877216.00        | $2022994.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3004000.00        | $3035939.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $1201226.00        | $44641.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $38000.00          | $26616.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $80000000.00       | $30401552.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $9598672.00        | $9174737.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2000000.00        | $2139945.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 6.0000%  | N/A     | $23684320.00       | $16629747.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $514242.00         | $47233.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $1417994.00        | $27243.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $750000.00         | $167543.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $7604752.00        | $7864724.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 6.0000%  | N/A     | $390000.00         | $49813.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $41460.00          | $30960.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 3.8500%  | N/A     | $918143.00         | $848887.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $25717120.00       | $24026817.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1630000.00        | $373434.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $883496.00         | $835858.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1225000.00        | $972648.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $101000.00         | $34868.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $2886964.00        | $2882931.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $3900000.00        | $24111.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $5000000.00        | $5306395.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-01-16      | 1.1000%  | N/A     | $3000000.00        | $1975939.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $148816.00         | $119976.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $1500000.00        | $163662.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-20      | 3.0000%  | N/A     | $754706.00         | $36034.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1402770.00        | $1441872.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.0000%  | N/A     | $886537.00         | $791331.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.0000%  | N/A     | $507145.00         | $45377.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.0000%  | N/A     | $28216448.00       | $118606.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $3748492.00        | $2747059.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $7917860.00        | $6445077.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $191000.00         | $14315.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.0000%  | N/A     | $2877128.00        | $208059.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $2310036.00        | $1761590.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $6744920.00        | $3917093.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1158622.00        | $217849.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1025978.00        | $772012.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $109905792.00      | $77396392.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $150000.00         | $125023.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $50000.00          | $5682.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.0000%  | N/A     | $20000.00          | $17807.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $2184712.00        | $292828.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1500000.00        | $236100.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 4.0000%  | N/A     | $10105632.00       | $9423440.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $146866.00         | $131859.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 4.5500%  | N/A     | $29571000.00       | $30006595.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $11345152.00       | $10851674.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.0000%  | N/A     | $344000.00         | $39144.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1449642.00        | $1448999.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $3250000.00        | $2904799.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $117614208.00      | $13733263.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.9900%  | N/A     | $5926056.00        | $5145452.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2869236.00        | $2448066.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $22933000.00       | $24046947.54       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $4721390.00        | $277931.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $10311024.00       | $10530545.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $300001000.00      | $35081586.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $52920.00          | $39428.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $2695000.00        | $231585.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $1766148.00        | $98366.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $456842.00         | $38056.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 4.0000%  | N/A     | $467139.00         | $44833.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3874976.00        | $4035751.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $27076960.00       | $27596463.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1338960.00        | $560276.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.0000%  | N/A     | $127216.00         | $11849.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $155000.00         | $29044.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3795056.00        | $2871215.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $10000000.00       | $7156648.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $326414848.00      | $31926665.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $779349.00         | $62564.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 2.0000%  | N/A     | $5614528.00        | $3361790.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2311850.00        | $2352152.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.0000%  | N/A     | $984000.00         | $190055.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $50055.00          | $20405.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 6.0000%  | N/A     | $200000.00         | $120617.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $251920.00         | $252450.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $1360094.00        | $554912.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.0000%  | N/A     | $3175000.00        | $1220252.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $40086656.00       | $35731445.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.0000%  | N/A     | $5132552.00        | $4491378.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $4091688.00        | $3500637.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $555000.00         | $145291.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $507000.00         | $47987.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $8023424.00        | $8309039.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $1853854.00        | $133937.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $104438784.00      | $100788656.45      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $9112256.00        | $58282.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $1008798.00        | $413694.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1219114.00        | $1264352.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1018648.00        | $730605.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $170569.00         | $44961.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $4191000.00        | $2048364.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 3.5000%  | N/A     | $45000.00          | $18435.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.5000%  | N/A     | $288008.00         | $24697.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.5000%  | N/A     | $887208.00         | $701740.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $8982704.00        | $1692920.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $231000.00         | $183129.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $6149.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $116000.00         | $9877.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $75000.00          | $8482.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $200000.00         | $123945.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1271470.00        | $1122400.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $1874086.00        | $111369.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $2900528.00        | $2956377.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.5000%  | N/A     | $2650000.00        | $322166.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $28961.00          | $22576.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $782500.00         | $59276.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $34297280.00       | $31870007.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $100000000.00      | $64048251.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $36051264.00       | $31353724.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $140000.00         | $110018.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-11-20      | 7.0000%  | N/A     | $109989.00         | $114375.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.4580%  | N/A     | $5478384.00        | $5279426.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1293650.00        | $1355019.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $30000.00          | $25217.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $50044.00          | $29226.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2904492.00        | $2986769.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $375000.00         | $71413.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.1000%  | N/A     | $370243.00         | $64149.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $9046624.00        | $6263235.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $124107.00         | $7547.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 1.5000%  | N/A     | $920000.00         | $555790.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $9189216.00        | $9545564.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.5000%  | N/A     | $1879480.00        | $170091.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $35762.00          | $26952.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $35505152.00       | $32666691.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $4079152.00        | $5057.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $302000.00         | $175949.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $751346.00         | $501369.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | 4.0000%  | N/A     | $6223184.00        | $4981248.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 6.0000%  | N/A     | $3110000.00        | $28577.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $575000.00         | $64398.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1407000.00        | $697757.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5894336.00        | $6136311.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.5000%  | N/A     | $6335944.00        | $181211.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $650000.00         | $124845.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $1459000.00        | $407475.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.5000%  | N/A     | $375000.00         | $66132.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $382000.00         | $221109.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1030000.00        | $508459.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.5000%  | N/A     | $92545.00          | $8645.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 6.0000%  | N/A     | $5065312.00        | $4137073.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $9081904.00        | $8862696.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $104862.00         | $31967.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $686161.00         | $129055.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $13249920.00       | $13486388.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $1298800.00        | $27689.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1584846.00        | $1598620.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-15      | 3.5000%  | N/A     | $1008522.00        | $142670.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2125856.00        | $2087128.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $209042.00         | $218347.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $886087.00         | $173236.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $355616.00         | $81211.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $598658.00         | $308474.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.0000%  | N/A     | $153000.00         | $27791.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $100000.00         | $51652.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $1318132.00        | $257233.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $200000.00         | $152919.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $5036000.00        | $4268184.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-15      | 3.0000%  | N/A     | $466797.00         | $212515.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $10690000.00       | $1623372.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $98000.00          | $78674.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 6.5000%  | N/A     | $1073456.00        | $1117640.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 3.5000%  | N/A     | $1212500.00        | $318036.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 4.0000%  | N/A     | $1027568.00        | $5344.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $70000.00          | $8548.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 4.0000%  | N/A     | $3884424.00        | $1433203.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $2000000.00        | $294807.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1676936.00        | $355162.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2429956.00        | $2528744.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.5000%  | N/A     | $26389040.00       | $24782447.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $410000.00         | $319415.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $71000.00          | $65025.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | 3.0000%  | N/A     | $7725368.00        | $92756.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3015092.00        | $3084447.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $500000.00         | $259381.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $6890856.00        | $72612.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $8928848.00        | $6179596.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $110000.00         | $6258.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $50004000.00       | $2655078.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-15      | 4.0000%  | N/A     | $125000.00         | $9457.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.0000%  | N/A     | $208741.00         | $69571.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1674284.00        | $1741327.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $599945.00         | $425599.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.0000%  | N/A     | $3644908.00        | $608103.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $385791.00         | $5227.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1829878.00        | $1878326.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 3.5000%  | N/A     | $1057960.00        | $532840.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $4508456.00        | $4525342.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $97457152.00       | $91669970.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $6000000.00        | $36443.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $11848560.00       | $12217322.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 4.0000%  | N/A     | $751068.00         | $41811.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 2.5000%  | N/A     | $450600.00         | $369088.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $4555000.00        | $1466933.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $1001098.00        | $12250.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $140826880.00      | $121792928.63      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $212000.00         | $210454.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $37140.00          | $25196.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 6.5000%  | N/A     | $16784640.00       | $677493.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $170000.00         | $16259.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $4618504.00        | $850063.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.5000%  | N/A     | $1215810.00        | $100337.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1224762.00        | $1276024.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $317000.00         | $278123.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $30000000.00       | $28863817.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $300000.00         | $211603.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.0000%  | N/A     | $3960000.00        | $285990.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $25373.00          | $23305.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $1207944.00        | $973541.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1480578.00        | $1130384.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 6.5000%  | N/A     | $453191.00         | $191316.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1017586.00        | $1065587.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $1500000.00        | $182417.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.5000%  | N/A     | $1515672.00        | $111246.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $700000.00         | $526881.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-16      | 4.0000%  | N/A     | $23000000.00       | $17980012.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $37018.00          | $29279.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $1692898.00        | $6016.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2901664.00        | $2213396.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $45840.00          | $35581.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.0000%  | N/A     | $114600.00         | $71795.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $5609000.00        | $3891256.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-16      | 2.6000%  | N/A     | $520000.00         | $469461.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $36898432.00       | $35567305.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $25000000.00       | $18547519.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.0000%  | N/A     | $383146.00         | $56212.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 2.5000%  | N/A     | $1326952.00        | $962047.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 2.5000%  | N/A     | $180000.00         | $23276.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1368000.00        | $346252.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-15      | 3.5000%  | N/A     | $1354880.00        | $133893.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $63415.00          | $48633.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1212108.00        | $1236811.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $877000.00         | $106706.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-15      | 4.1000%  | N/A     | $3932140.00        | $3692553.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 5.0000%  | N/A     | $15000000.00       | $181066.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $29279800.00       | $29916957.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $29000000.00       | $30649.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $300000.00         | $31033.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $627492.00         | $141460.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $250000.00         | $48453.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $26107136.00       | $5876844.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $17563.00          | $15718.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1132118.00        | $1162348.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $889346.00         | $940628.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $483905.00         | $414377.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1703676.00        | $1739947.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $1000000.00        | $15726.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 4.0000%  | N/A     | $496349.00         | $64847.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $5933400.00        | $5550333.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1217096.00        | $1153313.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $662701.00         | $521095.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-20      | 3.0000%  | N/A     | $500000.00         | $30420.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 6.0000%  | N/A     | $1116960.00        | $888163.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.0000%  | N/A     | $23342080.00       | $18362987.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1289212.00        | $1303254.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.0000%  | N/A     | $45000.00          | $7551.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $2896136.00        | $1815390.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $3640712.00        | $2665424.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $999900.00         | $11928.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $455183.00         | $438642.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $62746.00          | $11719.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $1955000.00        | $70228.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $21963424.00       | $1657540.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1819828.00        | $1599534.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $400000.00         | $276854.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $300000.00         | $187992.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $783465.00         | $336563.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $150000000.00      | $102672775.63      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $600000.00         | $539544.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $10625776.00       | $7757851.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 3.5000%  | N/A     | $257111.00         | $232233.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $799715.00         | $504900.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $26881888.00       | $27400297.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $7866464.00        | $1216889.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 4.0000%  | N/A     | $250000.00         | $50381.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 5.0000%  | N/A     | $214000.00         | $22325.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.5000%  | N/A     | $4000000.00        | $141496.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $8000000.00        | $961144.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $4000000.00        | $31933.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1005094.00        | $986670.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $122474080.00      | $116519583.60      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.0000%  | N/A     | $60000.00          | $45451.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.2800%  | N/A     | $3577000.00        | $3190296.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $2500000.00        | $12567.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $50051.00          | $23701.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $1299000.00        | $857757.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $814201.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-20      | 4.0000%  | N/A     | $619093.00         | $25627.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $600000.00         | $385219.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $513632.00         | $274742.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.3200%  | N/A     | $7626400.00        | $7935154.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $5000000.00        | $2511785.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $10157024.00       | $9825266.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $3589000.00        | $839082.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $18850000.00       | $13823661.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1114458.00        | $1107753.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $4201000.00        | $374922.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $22242464.00       | $114543.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 2.5000%  | N/A     | $155694.00         | $13499.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $5208664.00        | $749298.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-15      | 4.0000%  | N/A     | $1327180.00        | $835590.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $90000.00          | $53790.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1242060.00        | $1303243.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $135000.00         | $201520.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.5000%  | N/A     | $102677888.00      | $63579809.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2225000.00        | $46976.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-15      | 2.5000%  | N/A     | $3540132.00        | $2860999.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1923682.00        | $265906.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $1503548.00        | $135272.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3361832.00        | $3487171.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $502128.00         | $45997.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1025412.00        | $681450.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2966792.00        | $1827981.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 4.5000%  | N/A     | $5992192.00        | $763257.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.0000%  | N/A     | $347967488.00      | $116093033.78      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $4267992.00        | $84083.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $76000.00          | $15870.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.0000%  | N/A     | $594000.00         | $5047.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $25000000.00       | $2857032.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $109000.00         | $15879.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $738000.00         | $613625.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 2.5000%  | N/A     | $173930.00         | $55722.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1240996.00        | $1276228.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $25000000.00       | $7599479.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1381958.00        | $1188331.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $12904608.00       | $4017093.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.2500%  | N/A     | $600000.00         | $106501.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $139952.00         | $123400.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $36403500.00       | $23749064.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $151946.00         | $26073.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.9100%  | N/A     | $6827000.00        | $7153716.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $3774464.00        | $3756470.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 5.5000%  | N/A     | $369735.00         | $27996.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $51679.00          | $5060.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1966506.00        | $1442795.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $2784156.00        | $1629360.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1102860.00        | $854588.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1012330.00        | $10780.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $3186332.00        | $2729788.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $17534528.00       | $17681296.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 4.0000%  | N/A     | $35675392.00       | $1566879.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $107175.00         | $73641.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 2.5000%  | N/A     | $18298000.00       | $1680343.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1961294.00        | $2048260.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1468004.00        | $1532489.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $838567.00         | $568031.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $12295904.00       | $12636070.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $213707.00         | $22126.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-10-20      | 4.0000%  | N/A     | $7437000.00        | $541556.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $600000.00         | $425857.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $98946080.00       | $40945499.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $30062.00          | $22685.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1772972.00        | $1781358.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $1784154.00        | $812970.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $16480352.00       | $589643.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1101552.00        | $1142807.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1662570.00        | $1741352.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-15      | 4.0000%  | N/A     | $35000.00          | $9345.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | 2.5000%  | N/A     | $316316.00         | $252058.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $188403.00         | $158814.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.0000%  | N/A     | $1696494.00        | $895089.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $5000000.00        | $570067.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $250000.00         | $27120.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $51199000.00       | $20297027.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.0000%  | N/A     | $2647612.00        | $413957.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $102547328.00      | $102868399.69      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.0000%  | N/A     | $2500000.00        | $43613.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $5895608.00        | $2405362.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $29621344.00       | $8588002.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $5481928.00        | $574390.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $24000.00          | $12327.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $4495896.00        | $80959.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2181476.00        | $1947784.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1273478.00        | $1307809.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $215000.00         | $53323.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.0000%  | N/A     | $776589.00         | $26265.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $59075.00          | $9552.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $94000.00          | $28283.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1854680.00        | $1938354.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $991476.00         | $872094.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1183000.00        | $187133.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $78000.00          | $5490.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $5000000.00        | $1071654.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 3.5000%  | N/A     | $8425060.00        | $249110.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $3573164.00        | $50431.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.0000%  | N/A     | $200000.00         | $17716.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $426791.00         | $49941.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.0000%  | N/A     | $46000.00          | $26711.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2497076.00        | $1961783.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $204992.00         | $173385.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $1963694.00        | $926879.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $250000.00         | $44576.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $3016488.00        | $5753.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $691585.00         | $468056.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 4.5000%  | N/A     | $2539000.00        | $28246.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $229807.00         | $6494.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $2996308.00        | $810600.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2100000.00        | $1782787.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $78430336.00       | $77548893.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $55000.00          | $5793.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.5000%  | N/A     | $340300.00         | $263406.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $243878.00         | $147629.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $65000.00          | $6553.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-20      | 5.0000%  | N/A     | $131725.00         | $131550.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $232000.00         | $175229.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $2387228.00        | $591114.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $93928.00          | $56865.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $400000.00         | $319218.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $2000000.00        | $205884.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $220000.00         | $168992.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $489235.00         | $431008.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $850000.00         | $140159.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $1410094.00        | $251748.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $2096412.00        | $515671.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $346221.00         | $285533.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.0000%  | N/A     | $1450000.00        | $31526.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $1000000.00        | $13405.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $23429216.00       | $23933096.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 3.5000%  | N/A     | $115000.00         | $7226.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-10-15      | 5.5100%  | N/A     | $250000.00         | $257316.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $545000.00         | $286997.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $14958980.00       | $13644556.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1076352.00        | $32182.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $4555128.00        | $3932324.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-20      | 3.0000%  | N/A     | $11636640.00       | $1274332.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4400000.00        | $246592.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $65000.00          | $58076.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-16      | 3.5000%  | N/A     | $467543.00         | $328005.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.9500%  | N/A     | $8885000.00        | $9264829.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $2100000.00        | $1608123.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1805618.00        | $1771287.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $242035.00         | $211074.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.3600%  | N/A     | $724600.00         | $691932.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $800000.00         | $156157.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 5.5000%  | N/A     | $1075366.00        | $7640.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $26117664.00       | $26155436.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 4.4500%  | N/A     | $13732000.00       | $13795421.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2091204.00        | $2030355.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $50000.00          | $34707.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2089052.00        | $2159060.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 2.0000%  | N/A     | $113000.00         | $60918.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $9548064.00        | $9282106.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $5045000.00        | $820453.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $46667.00          | $17091.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 4.0000%  | N/A     | $36000.00          | $13237.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 3.0000%  | N/A     | $1012134.00        | $286181.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $550000.00         | $110145.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $100000.00         | $78521.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2354000.00        | $1604603.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.0000%  | N/A     | $1421618.00        | $10327.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $3032348.00        | $3163018.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.0000%  | N/A     | $80831872.00       | $73160344.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2297624.00        | $2377082.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $450000.00         | $18781.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.0000%  | N/A     | $379862.00         | $175738.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $287032.00         | $88683.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.5000%  | N/A     | $7220000.00        | $883580.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 2.5000%  | N/A     | $1164264.00        | $190409.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $132026.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $1430102.00        | $328773.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $4075368.00        | $3920575.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $259913.00         | $171596.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $325000.00         | $35872.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1025498.00        | $752602.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $4900000.00        | $4625589.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $1691490.00        | $332018.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $11943408.00       | $4014820.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $100988160.00      | $65891700.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $13686620.00       | $13977994.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $500000.00         | $299614.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $40000.00          | $33149.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $7126860.00        | $50323.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 4.5000%  | N/A     | $284000.00         | $18739.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $645000.00         | $325696.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-12-16      | 3.0000%  | N/A     | $145044.00         | $95418.14          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 6.5000%  | N/A     | $141693.00         | $238141.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.5000%  | N/A     | $10057328.00       | $8071819.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 4.5000%  | N/A     | $1644768.00        | $147874.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $70000.00          | $5207.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $10000000.00       | $1945872.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 5.0000%  | N/A     | $449000.00         | $241231.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $16591.00          | $11930.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1900518.00        | $1913999.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-07-20      | 7.0750%  | N/A     | $2379304.00        | $2262560.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $5080250.00        | $3470172.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 4.5500%  | N/A     | $4956216.00        | $4996991.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.0000%  | N/A     | $689563.00         | $112311.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $57486784.00       | $58075362.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.0000%  | N/A     | $108295.00         | $7882.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $567560.00         | $97890.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.5000%  | N/A     | $3853372.00        | $435985.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $13500000.00       | $2241373.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $32866.00          | $23640.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $185720.00         | $180544.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.0000%  | N/A     | $179294.00         | $27078.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 5.0000%  | N/A     | $500000.00         | $23617.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $124100992.00      | $846816.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.0000%  | N/A     | $160000.00         | $18158.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.5000%  | N/A     | $471839.00         | $12733.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $988000.00         | $959844.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 4.0000%  | N/A     | $1137140.00        | $82687.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1273376.00        | $1329631.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 5.4500%  | N/A     | $8011000.00        | $8492969.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 3.5000%  | N/A     | $3506784.00        | $293303.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $100000.00         | $79646.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1218000.00        | $633595.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 1.5000%  | N/A     | $75000.00          | $42816.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.2100%  | N/A     | $2250000.00        | $2124817.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $101000.00         | $71528.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 6.0000%  | N/A     | $637354.00         | $18198.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $56951.00          | $44752.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $70000.00          | $5579.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1042006.00        | $1092024.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.0000%  | N/A     | $156000.00         | $20231.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $8211392.00        | $1943885.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $882484.00         | $924968.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $695165.00         | $728091.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $32306.00          | $25859.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $6203400.00        | $6506864.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $12818576.00       | $13367474.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1001450.00        | $1047385.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $200000.00         | $182950.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4600%  | N/A     | $444573.00         | $373098.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $1150000.00        | $60916.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $802583.00         | $38808.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.0000%  | N/A     | $2165652.00        | $265791.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $92184640.00       | $28962057.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $433399.00         | $339391.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $29499.00          | $29202.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $3566740.00        | $3499291.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $2690648.00        | $2643078.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $300000.00         | $103471.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.5000%  | N/A     | $115000.00         | $13352.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.5000%  | N/A     | $1138728.00        | $311945.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.0000%  | N/A     | $31000000.00       | $1653221.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-10-15      | 4.4700%  | N/A     | $11479840.00       | $11018780.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2363252.00        | $2431174.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $300000.00         | $212401.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-15      | 2.9800%  | N/A     | $842472.00         | $736271.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 4.5000%  | N/A     | $1675950.00        | $7746.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $55796736.00       | $53414559.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $48000.00          | $36907.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $50809728.00       | $52497492.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $4260440.00        | $3871243.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $944993.00         | $17613.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $4600000.00        | $42793.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1007848.00        | $755568.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.2500%  | N/A     | $200000.00         | $32016.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $4180000.00        | $370271.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2450016.00        | $1788731.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $492810.00         | $6374.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.0000%  | N/A     | $400000.00         | $152384.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $244328320.00      | $23039526.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $435000.00         | $197082.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 3.5000%  | N/A     | $1235384.00        | $265613.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $938499.00         | $685885.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $324861.00         | $285535.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $10772736.00       | $10977972.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $784615.00         | $20169.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.5000%  | N/A     | $1046696.00        | $14713.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $15000000.00       | $21067.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $475000.00         | $249793.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $15632780.00       | $14913360.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 5.0000%  | N/A     | $4374456.00        | $10522.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $2900000.00        | $2106184.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $110713.00         | $89416.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $7722980.00        | $2310030.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1035004.00        | $1059168.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $1345000.00        | $251785.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $993602.00         | $772818.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $46380.00          | $14195.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.0000%  | N/A     | $1000000.00        | $535773.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1431000.00        | $1470257.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $50339000.00       | $6239559.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $9911000.00        | $1175653.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $7549800.00        | $2766844.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 7.0000%  | N/A     | $3529852.00        | $44582.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.0000%  | N/A     | $169398.00         | $6061.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $400000.00         | $275893.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.0000%  | N/A     | $25000.00          | $8132.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $781908.00         | $816291.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $859105.00         | $608335.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1208742.00        | $983245.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1294298.00        | $1352406.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1359450.00        | $1356653.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 3.5000%  | N/A     | $50000.00          | $11117.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $10772224.00       | $10405221.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $121941.00         | $91462.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 4.5000%  | N/A     | $5416656.00        | $70126.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.0000%  | N/A     | $425000.00         | $37187.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $75000.00          | $39162.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-06-20      | 3.0000%  | N/A     | $98000.00          | $5470.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $2042592.00        | $175452.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1388240.00        | $1461422.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $69000.00          | $48253.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $50512000.00       | $37809340.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1286726.00        | $1231167.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $1677000.00        | $150330.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1530000.00        | $1274403.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $190000.00         | $16896.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $244034000.00      | $9390906.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5680%  | N/A     | $6132176.00        | $6277526.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $1463000.00        | $683222.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | 2.5000%  | N/A     | $1111960.00        | $112120.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $1000000.00        | $498777.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $394348.00         | $75410.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $995750.00         | $71906.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.0000%  | N/A     | $715000.00         | $15002.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1045798.00        | $1064876.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $335000.00         | $46991.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-12-15      | 4.2500%  | N/A     | $5520100.00        | $5230100.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $850000.00         | $57247.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $2950000.00        | $361161.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $80000.00          | $42456.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.3600%  | N/A     | $650000.00         | $617616.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $432813.00         | $297029.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1067710.00        | $1113782.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $163897.00         | $25548.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $2950000.00        | $444084.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $13432140.00       | $13704185.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1150096.00        | $1192793.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $18944960.00       | $19731707.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $55105600.00       | $41960994.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $14997640.00       | $13565842.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $1000000.00        | $77932.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $1351000.00        | $164506.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $154000.00         | $121523.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $39201000.00       | $30636050.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $5533000.00        | $475387.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $489000.00         | $366076.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 5.0000%  | N/A     | $1048750.00        | $1025145.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $8642416.00        | $7672298.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.5000%  | N/A     | $12107664.00       | $12065347.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $18385.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $200000.00         | $131660.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $786000.00         | $601879.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1191646.00        | $1228709.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $196728832.00      | $176946253.10      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 3.0000%  | N/A     | $1908958.00        | $674580.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $10997760.00       | $8365.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $134000.00         | $10033.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1328842.00        | $545233.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 5.0000%  | N/A     | $200000.00         | $21494.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $300000.00         | $200116.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $15209312.00       | $13936697.48       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $5378470.00        | $35660.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3152000.00        | $2593118.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2521108.00        | $2243348.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $580000.00         | $64741.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $8783968.00        | $8904343.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.0000%  | N/A     | $120200.00         | $9398.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $273997.00         | $170610.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $81000.00          | $76199.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $1912026.00        | $1263573.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.5000%  | N/A     | $249120.00         | $53566.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.5000%  | N/A     | $22184800.00       | $17746911.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $6755024.00        | $24608.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $217925.00         | $146975.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $21000000.00       | $137773.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.0000%  | N/A     | $49499584.00       | $50037594.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 2.5000%  | N/A     | $2175000.00        | $100652.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.5000%  | N/A     | $130254.00         | $7367.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $1210000.00        | $20289.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 4.0000%  | N/A     | $3410400.00        | $323066.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $661013.00         | $129408.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $286511.00         | $47122.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1453450.00        | $1285096.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $622034.00         | $659276.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $171000.00         | $133841.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.0000%  | N/A     | $2850996.00        | $375838.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $130000.00         | $82363.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $16752384.00       | $17554276.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 3.5000%  | N/A     | $165000.00         | $141503.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 1.5000%  | N/A     | $1000000.00        | $593614.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $3282768.00        | $39143.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 6.0000%  | N/A     | $9817728.00        | $68176.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 5.5000%  | N/A     | $1275568.00        | $7589.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.7400%  | N/A     | $210000.00         | $27196.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 3.5000%  | N/A     | $3595016.00        | $243180.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $51950592.00       | $31648649.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $6297728.00        | $5573408.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $2506800.00        | $2230757.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $7836656.00        | $6602352.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $729371.00         | $739701.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 6.0000%  | N/A     | $7000000.00        | $243076.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $647281.00         | $474002.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1959466.00        | $36101.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-07-20      | 3.0000%  | N/A     | $275092.00         | $242987.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $10609616.00       | $10807965.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $5874128.00        | $736614.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $87319040.00       | $87176868.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $200000.00         | $196896.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $1500000.00        | $179303.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $7832528.00        | $1464059.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2403552.00        | $2183920.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $182396.00         | $11008.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.5000%  | N/A     | $19961.00          | $5197.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.7000%  | N/A     | $268035.00         | $277585.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.5000%  | N/A     | $4393544.00        | $1366059.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 3.5000%  | N/A     | $619538.00         | $557066.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2082592.00        | $2079697.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.5000%  | N/A     | $150000.00         | $54552.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $100000.00         | $85370.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2669448.00        | $2437190.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $30000000.00       | $18995186.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $761393.00         | $812811.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $4478672.00        | $1220934.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.0000%  | N/A     | $1037296.00        | $428519.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $3258796.00        | $1564524.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $782709.00         | $705883.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.5000%  | N/A     | $591701.00         | $62172.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $3104440.00        | $2430323.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.0000%  | N/A     | $4532816.00        | $2693502.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 3.0000%  | N/A     | $21342.00          | $17086.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $2502000.00        | $207500.09         | Agency Mortgage-Backed Securities         |

### Security 155: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3062469519.99
- **C.18.a - Value (excl. sponsor support):** $3062469519.99
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1486581582.50
- **C.18.a - Value (excl. sponsor support):** $1486581582.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005PR8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Long Rating: AA; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $245623800.00      | $272464024.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $1682003700.00     | $1767536027.05     | U.S. Treasuries (including strips) |

### Security 158: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008GB2
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $135000.00         | $132885.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $169100000.00      | $125812846.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $103115000.00      | $82259214.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $7252100.00        | $6915613.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $30600.00          | $29141.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $107486500.00      | $112551911.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $126239700.00      | $91501369.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $959300.00         | $842633.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $8642600.00        | $7233704.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $2313100.00        | $2480041.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $76520300.00       | $76947369.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $84.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $213500.00         | $162628.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $58300.00          | $59283.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $7015000.00        | $7145134.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $21.25             | $13.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $14120300.00       | $9817536.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $30800.00          | $20007.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $1074800.00        | $689756.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $7202600.00        | $7267829.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $13597400.00       | $9990202.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $23000000.00       | $23185510.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $54524400.00       | $56342292.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $60410800.00       | $61867038.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $137000.00         | $128636.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $30673700.00       | $23896809.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $107232400.00      | $107743263.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $20485400.00       | $7464859.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $22354200.00       | $20573499.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $203566000.00      | $191437714.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $2764000.00        | $2768393.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $255400.00         | $169849.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $47291900.00       | $33817502.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $230274200.00      | $236172858.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $16278600.00       | $16738667.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $10800.00          | $11006.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $2160400.00        | $2058406.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-30      | 0.0000%  | N/A     | $119400.00         | $118988.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $100.00            | $85.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $79604500.00       | $51384937.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $2575000.00        | $2447148.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $1705600.00        | $1686428.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $29700.00          | $29712.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $100.00            | $102.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $49265900.00       | $52397875.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $2805300.00        | $2879542.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $44683600.00       | $32326580.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $175.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $114248000.00      | $115756228.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $5000000.00        | $3273199.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $33094600.00       | $33277053.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $29636100.00       | $28398696.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $798300.00         | $458873.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $2302300.00        | $2284725.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $51437000.00       | $54093530.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $400.00            | $352.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $6585.84           | $5764.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $52317300.00       | $26944101.85       | U.S. Treasuries (including strips) |

### Security 159: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PY6, C.4 - ISIN: US313385PY62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162951779.71
- **C.18.a - Value (excl. sponsor support):** $162951779.71
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BA9, C.4 - ISIN: US3130B8BA95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499986690.00
- **C.18.a - Value (excl. sponsor support):** $499986690.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005SR4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Long Rating: A1; Standard & Poor's Long Rating: A+; Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $7667094.00        | $9003104.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $943727.72         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $100.00            | $81.61             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1429690.00        | $1476895.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.9700%  | N/A     | $1877142.00        | $1832159.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.5000%  | N/A     | $1750028.00        | $1146997.23        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $1100.00           | $1132.44           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $45145728.00       | $39380579.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $3042039.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $53633664.00       | $38917343.78       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $200.00            | $179.78            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3554889.74        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1300896.00        | $1348273.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2031382.00        | $2055161.02        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $26732000.00       | $24010106.70       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $1051951.00        | $311676.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7200%  | N/A     | $28014000.00       | $28924987.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4796634.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3940%  | N/A     | $28996325.00       | $25587492.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $2304843.00        | $1331796.64        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $10797800.00       | $11004109.34       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 3.0000%  | N/A     | $2000000.00        | $1991411.05        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $5442395.00        | $3455831.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $854388.00         | $815856.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $14000000.00       | $13468994.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-15      | 3.5000%  | N/A     | $1007353.00        | $1208320.50        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $8000000.00        | $5086398.70        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1425654.00        | $1505311.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $2602000.00        | $1801954.91        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $9000000.00        | $4635119.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $6176000.00        | $6205422.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $100.24            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.0000%  | N/A     | $1500000.00        | $1426106.38        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $6700000.00        | $6884948.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $1000000.00        | $1042168.86        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $5277669.70        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2038-01-15      | 0.0000%  | N/A     | $1000.00           | $567.41            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $2000000.00        | $847315.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $9390160.00        | $1626095.47        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $4786300.00        | $4559278.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $1800.00           | $1080.79           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1461217.00        | $881663.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.5000%  | N/A     | $4753517.00        | $5132285.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $11610531.00       | $11884122.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2475213.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $6183158.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $12210000.00       | $1753885.09        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $39859000.00       | $41342995.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $1888000.00        | $1942973.15        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1888469.00        | $1949779.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $19993000.00       | $20453558.75       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2025-12-31      | 4.2500%  | N/A     | $9108100.00        | $9269940.54        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $4863960.00        | $3014003.05        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $4667500.00        | $4607843.31        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.5000%  | N/A     | $49743193.00       | $4055565.79        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $1000.00           | $964.18            | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2039-09-15      | 0.0000%  | N/A     | $16349000.00       | $8444585.48        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $1999900.00        | $2022467.00        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $4888000.00        | $4771345.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $5958802.00        | $5287396.96        | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 0.0000%  | N/A     | $1505000.00        | $296879.31         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $100.00            | $99.24             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.9520%  | N/A     | $55437376.00       | $45216838.95       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $14250000.00       | $14367230.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $100.00            | $103.82            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $1922844.00        | $1192394.96        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $630100.00         | $649986.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $106800.00         | $109447.64         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $555000.00         | $333482.40         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $5547700.00        | $5637335.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $1300.00           | $1321.31           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $2888610.00        | $833149.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.8600%  | N/A     | $5248.00           | $5156.89           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $100.00            | $98.78             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.4900%  | N/A     | $286815.00         | $199199.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2318745.00        | $2435068.75        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $900.00            | $920.88            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $3505000.00        | $2641553.80        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2068-04-20      | 4.8618%  | N/A     | $1000.00           | $381.27            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-09-01      | 3.0000%  | N/A     | $8328705.00        | $2997411.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7300%  | N/A     | $1397364.00        | $1342891.26        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $99900.00          | $105369.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $1000.00           | $1010.11           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $3113099.00        | $299011.66         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $4154800.00        | $3005811.47        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $9797315.00        | $6422659.08        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $6792328.00        | $6441425.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $1904000.00        | $1363420.15        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $18867072.00       | $2960611.56        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $4311800.00        | $4284295.08        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $4931173.00        | $3809464.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.5900%  | N/A     | $44822000.00       | $46057271.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6100%  | N/A     | $8540000.00        | $8704860.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 3.0000%  | N/A     | $6604235.00        | $2781043.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4476156.00        | $4394162.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $87300000.00       | $14856961.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $997610.00         | $1172791.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $465152.00         | $372101.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2279122.00        | $2366845.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.5200%  | N/A     | $25155000.00       | $25817079.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $32250000.00       | $7862458.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $4999970.00        | $4631232.21        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $9100.00           | $9591.16           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1830650.00        | $1911328.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $32476528.00       | $31690742.17       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $1000.00           | $994.20            | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 5.3750%  | N/A     | $689000.00         | $720588.87         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $3156348.00        | $3491032.57        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $32305300.00       | $32597867.51       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $83000000.00       | $85440333.34       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3447000.00        | $2411828.92        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $794024.00         | $770406.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $814700.00         | $847418.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $1642538.00        | $1026393.32        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.4800%  | N/A     | $4072100.00        | $4142909.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1991118.00        | $2043143.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 2.0000%  | N/A     | $1581428.00        | $853738.54         | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $1387200.00        | $1433450.49        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1407386.00        | $1465691.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1180319.00        | $1214535.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $2000000.00        | $1418382.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2378650.00        | $2440188.40        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $5000100.00        | $5211302.17        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $63628.00          | $66671.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 2.3000%  | N/A     | $1467500.00        | $1388143.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $12000000.00       | $11868312.00       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $95.49             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $9598100.00        | $9766480.68        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $3375000.00        | $3543446.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1065426.00        | $1094480.54        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $5158800.00        | $5496734.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $91700.00          | $93408.12          | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $6585329.00        | $6206968.92        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $400.00            | $378.94            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $1300000.00        | $1008096.42        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-12-25      | 4.5000%  | N/A     | $9900000.00        | $1224292.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3693773.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.2100%  | N/A     | $1500000.00        | $1316801.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.5000%  | N/A     | $2220000.00        | $1302995.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3615860.00        | $3703412.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $100.00            | $101.48            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8900%  | N/A     | $25000000.00       | $24956262.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.5000%  | N/A     | $2920359.00        | $2071941.47        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $14280000.00       | $14083185.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $110881024.00      | $100669592.11      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0850%  | N/A     | $8000000.00        | $7615206.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $3004595.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $22465000.00       | $22924128.44       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $300.00            | $305.78            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1380193.00        | $1172294.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4130434.00        | $3775280.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2063903.00        | $2118253.77        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $1000.00           | $1001.96           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.1550%  | N/A     | $8674928.00        | $9078921.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5241124.00        | $2927062.30        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $100.00            | $69.53             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $6114418.00        | $5741496.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1287113.00        | $1333622.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $8228361.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $100.00            | $83.81             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.3750%  | N/A     | $69798522.00       | $2133747.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $10540700.00       | $11096377.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $1038000.00        | $1073013.37        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1615236.00        | $847863.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-25      | 3.0000%  | N/A     | $1289930.00        | $711621.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95766718.00       | $28199182.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $4274859.94        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $1000.00           | $1004.21           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $2000000.00        | $1316704.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2005395.00        | $2080464.84        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $2200.00           | $2252.02           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $6000000.00        | $6057057.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $4960100.00        | $4725932.20        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8012607.00        | $6310140.57        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $900.00            | $900.43            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 2.5000%  | N/A     | $1864788.00        | $1246886.14        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $24892987.00       | $22088182.14       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $801600.00         | $799016.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $16100000.00       | $15003209.81       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $22704521.00       | $2731161.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2226474.35        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $100.00            | $101.45            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1280.00           | $1027.55           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $3550000.00        | $3116817.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $22000000.00       | $24211651.73       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1093412.00        | $503477.67         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $100.00            | $101.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $20000000.00       | $12910058.37       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2276500.00        | $2377224.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $1500000.00        | $1477111.78        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $4699300.00        | $4831117.61        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 2.9200%  | N/A     | $17222592.00       | $14428915.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $589840.00         | $386096.13         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $10000000.00       | $8544211.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $100.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $54.59             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.7650%  | N/A     | $24378900.00       | $25156970.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5815734.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $16225000.00       | $16308291.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1272.00           | $980.13            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $72000000.00       | $68483522.36       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $8997000.00        | $8333262.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $10567300.00       | $9937709.45        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $4485052.00        | $2456690.77        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $444100.00         | $440709.92         | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.5000%  | N/A     | $14626782.00       | $3602561.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.6050%  | N/A     | $44574607.00       | $35084659.35       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $100.00            | $95.02             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1016823.00        | $942228.27         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $98.07             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $1117300.00        | $1131101.22        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5100%  | N/A     | $3832731.00        | $3683149.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1171312.00        | $1225008.80        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $200.00            | $189.51            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4173193.00        | $4187777.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1153042.00        | $975084.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $4282579.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 3.0000%  | N/A     | $1614454.00        | $1291826.84        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.5000%  | N/A     | $2204431.00        | $2617657.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.2600%  | N/A     | $1928031.00        | $1707310.01        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $26300600.00       | $26038177.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $3059000.00        | $3006157.90        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1715164.83        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $300.00            | $298.88            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $4165450.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $6110714.67        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $5000000.00        | $5142167.39        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $15240584.00       | $15008469.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.6800%  | N/A     | $11250608.00       | $11522118.92       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $7672000.00        | $6712273.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $4799500.00        | $4837468.42        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1021663.00        | $1067571.22        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $1200.00           | $1143.72           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3052818.00        | $3135217.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $1000000.00        | $740707.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $11343.00          | $11740.00          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1582047.00        | $1648421.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4524866.87        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $100.00            | $100.44            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $11999800.00       | $10242882.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 2.4500%  | N/A     | $3306303.00        | $2951631.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5200%  | N/A     | $12000000.00       | $11106124.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $44666068.00       | $9066956.99        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $23000000.00       | $23551254.37       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4838438.57        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $20000000.00       | $19164934.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $19925000.00       | $19471009.10       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3374866.00        | $3463199.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $3432937.00        | $1888690.78        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $4000000.00        | $3801396.30        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2050-01-01      | 5.0000%  | N/A     | $1052585.00        | $376316.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5452517.54        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $100.00            | $98.41             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $28440600.00       | $29191661.70       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $17960512.00       | $16759610.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $4938325.00        | $5168352.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $2868913.00        | $2451641.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $4297759.00        | $3090653.28        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.0000%  | N/A     | $1014013.00        | $499190.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $19915654.00       | $23824669.61       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $26482989.00       | $2550509.67        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $61384000.00       | $55379881.40       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $6139718.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.6500%  | N/A     | $27471540.00       | $27832337.47       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $1300.00           | $1271.40           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $588150.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.8000%  | N/A     | $264740.00         | $256081.41         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $64.96             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $800.00            | $841.32            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $2429232.00        | $2056832.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9450%  | N/A     | $41509000.00       | $43052543.30       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $49999200.00       | $51322441.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $100.00            | $104.69            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $4142600.00        | $4087828.44        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.7010%  | N/A     | $2273600.00        | $2295453.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $15750000.00       | $2668510.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $26664000.00       | $4196265.35        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $2135400.00        | $1979826.93        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $744992.80         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $5213000.00        | $5338437.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $2570382.00        | $2532731.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3627015.44        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $1100.00           | $1074.84           | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $533000.00         | $405583.39         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $100.00            | $103.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $100.00            | $98.50             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.0000%  | N/A     | $2255145.00        | $1326839.21        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.2700%  | N/A     | $4999000.00        | $3896222.16        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $75.04             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $60800.00          | $62839.01          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $400.00            | $401.91            | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000000.00        | $2565460.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3396265.00        | $3573276.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 4.0600%  | N/A     | $5743000.00        | $5754078.25        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $1000000.00        | $988617.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $621600.00         | $764568.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $100.00            | $102.40            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2048-07-25      | 3.5000%  | N/A     | $3095000.00        | $1298324.31        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $3000000.00        | $3040879.98        | U.S. Treasuries (including strips)        |
| TENNESSEE VALLEY AUTH | 2042-12-15      | 0.0000%  | N/A     | $15535000.00       | $6366336.21        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $27100.00          | $23804.19          | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-06-15      | 3.0000%  | N/A     | $5159000.00        | $3359428.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5100%  | N/A     | $1192615.00        | $1034447.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-25      | 3.5000%  | N/A     | $1295951.00        | $1077493.57        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $7866600.00        | $8111637.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $17500900.00       | $17959705.81       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.8300%  | N/A     | $7888515.00        | $7783808.16        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $1000.00           | $1027.46           | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $5360000.00        | $4945059.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1207240.00        | $790860.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.5100%  | N/A     | $2404589.00        | $2203987.36        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $11314700.00       | $11568344.21       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $5500000.00        | $4715602.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1170639.00        | $1098017.15        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $400.00            | $375.58            | U.S. Treasuries (including strips)        |

### Security 162: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110029936.50
- **C.18.a - Value (excl. sponsor support):** $110029936.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365077478.55
- **C.18.a - Value (excl. sponsor support):** $365077478.55
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000065130.00
- **C.18.a - Value (excl. sponsor support):** $1000065130.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RA4, C.4 - ISIN: US3130B7RA49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499971730.00
- **C.18.a - Value (excl. sponsor support):** $499971730.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200146202.00
- **C.18.a - Value (excl. sponsor support):** $200146202.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BN1, C.4 - ISIN: US3130B8BN17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999999770.00
- **C.18.a - Value (excl. sponsor support):** $999999770.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8472743102.15
- **C.18.a - Value (excl. sponsor support):** $8472743102.15
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002RT6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Moody's Short Rating: P-1; Moody's Long Rating: Aa3; Fitch Short Rating: F1+; Fitch Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $38000000.00       | $38330600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $35000000.00       | $36037364.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $25000000.00       | $25612720.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $26042900.00       | $25924499.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $40000000.00       | $40157891.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $30000000.00       | $30557502.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $20000000.00       | $19456375.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $25000000.00       | $26234572.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $55000000.00       | $48396293.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $65000000.00       | $61438705.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $45000000.00       | $46029839.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $337908300.00      | $197270497.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $50000000.00       | $47587651.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-16      | 0.0000%  | N/A     | $75000000.00       | $74877382.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $35000000.00       | $37065608.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $25000000.00       | $24541108.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $25000000.00       | $25643565.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $150000000.00      | $108787486.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $50000000.00       | $51153370.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $25000000.00       | $25070000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $50000000.00       | $29942608.50       | U.S. Treasuries (including strips) |

### Security 170: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008Q83
- **C.18 - Value (incl. sponsor support):** $912000000.00
- **C.18.a - Value (excl. sponsor support):** $912000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: NR; Moody's Long Rating: NR; Fitch Long Rating: NR; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $91.20             | $86.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $2872.80           | $2890.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $12906213.60       | $13342644.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $410.40            | $417.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $33744.00          | $9744.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $23436074.40       | $22821862.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $182.40            | $184.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2151408.00        | $571069.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $45.60             | $33.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $273.60            | $281.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $136617.60         | $115841.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $147470.40         | $151884.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $4197480.00        | $3976509.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $9211792.80        | $9763910.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $23714736.00       | $21357182.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $96672.00          | $45588.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $259737.60         | $267374.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $4677648.00        | $3244369.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $4334097.60        | $4448552.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 4.8750%  | N/A     | $22714773.60       | $23262327.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $1124040.00        | $1155807.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $168537.60         | $185132.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $9091226.40        | $7879656.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $12645746.40       | $12484117.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $3676135.20        | $3649277.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $2143200.00        | $1669692.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $84177.60          | $57603.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $182.40            | $187.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $45.60             | $46.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1149576.00        | $469499.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $3660631.20        | $3600962.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $80712.00          | $27227.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $8098560.00        | $6252396.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $2601343.20        | $2585345.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $7250.40           | $7184.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $2221632.00        | $1122692.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $6570549.60        | $6856562.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $1628832.00        | $401769.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $4378056.00        | $1949622.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $68856.00          | $64224.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $82444.80          | $81518.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $18410452.80       | $14373629.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $402192.00         | $261820.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $1459.20           | $1246.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $3878280.00        | $1315574.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $16416.00          | $16159.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $9325200.00        | $9086997.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $21674181.60       | $15932334.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $210672.00         | $121509.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $3452832.00        | $1512630.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $280440.00         | $148135.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $113892520.80      | $120039707.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $286368.00         | $111259.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $3693.60           | $3675.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $5954904.00        | $3824620.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $4423.20           | $4442.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 6.0000%  | N/A     | $45.60             | $46.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $501.60            | $487.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $1674660.00        | $1737562.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $6890524.80        | $7341897.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $45.60             | $43.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $194256.00         | $141579.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $45.60             | $40.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $45.60             | $59.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $13337635.20       | $13049412.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $14905272.00       | $6825526.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $127725.60         | $133120.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $2869152.00        | $849630.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $45.60             | $32.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $22800.00          | $21441.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $17316600.00       | $6021328.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $6820846.14        | $5505882.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $459100.80         | $408641.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $364.80            | $370.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $4856856.00        | $2253974.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $129504.00         | $44460.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $445512.00         | $168639.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $91.20             | $90.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $5449200.00        | $2253707.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $765943.20         | $789761.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $11500320.00       | $8080676.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $91.20             | $65.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $2135356.80        | $2191869.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $429096.00         | $135090.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $349615.20         | $354565.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $45.60             | $46.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $45.60             | $44.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $18240.00          | $17665.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $11400182.40       | $11503426.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $3488491.20        | $3598369.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-03      | 0.0000%  | N/A     | $91.20             | $90.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $4386264.00        | $3273574.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 1.6250%  | N/A     | $45.60             | $42.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $10807.20          | $13292.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $91.20             | $85.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $45.60             | $38.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $45.60             | $45.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $25934544.00       | $9932152.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $41936657.66       | $36705311.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $164251.20         | $144275.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $5740584.00        | $1852142.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $12074880.00       | $8271498.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $190334.40         | $193455.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $45.60             | $46.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $45.60             | $44.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $41952.00          | $13378.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $7040184.00        | $6983792.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $1367954.40        | $1451348.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $312496.80         | $296948.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $803289.60         | $809644.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $182.40            | $183.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $912.00            | $920.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $2142288.00        | $1149316.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $11400045.60       | $14988216.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $228.00            | $234.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $91.20             | $92.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $19138548.00       | $19539065.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $21021.60          | $20782.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $34656.00          | $19436.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $16598.40          | $17758.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $5242176.00        | $1957402.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $319200.00         | $120982.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $3000024.00        | $2897828.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $99818.40          | $28891.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-12-31      | 0.3750%  | N/A     | $16826.40          | $16799.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $45.60             | $46.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $2097.60           | $2127.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $23213136.00       | $14141953.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $3937104.00        | $3346247.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $3299616.00        | $1202376.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $6604248.00        | $4130118.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $6877164.00        | $7363519.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $29313960.00       | $24415098.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $364.80            | $367.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $5676288.00        | $7298887.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $2614202.40        | $1738530.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $45.60             | $46.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $368220.00         | $380416.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $68400.00          | $67963.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $228.00            | $216.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $88281.60          | $63573.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $68399088.00       | $50889911.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $91.20             | $92.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $18604.80          | $18262.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $82080.00          | $25517.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $45.60             | $46.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 3.6250%  | N/A     | $176152.80         | $147626.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $37049544.00       | $33667328.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $3154152.00        | $969217.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $1830840.00        | $874971.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $45.60             | $45.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $2838007.20        | $2719511.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $20168424.00       | $10494619.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $4353432.00        | $2944273.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $45.60             | $46.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $19495368.00       | $11098713.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $91.20             | $86.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $364.80            | $359.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $45.60             | $46.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $399000.00         | $167493.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $227544.00         | $98301.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $45.60             | $44.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $45.60             | $45.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $182856.00         | $99540.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $19132392.00       | $6329511.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $14818267.20       | $15168647.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $11217.60          | $11216.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $182.40            | $187.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $17054.40          | $17129.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $45.60             | $43.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $914280.00         | $880347.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $58869.60          | $32134.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $9368976.00        | $3458454.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $1716657.60        | $1632816.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $25900.80          | $26162.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $6845928.00        | $6332038.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $45.60             | $45.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $228.00            | $212.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $136.80            | $135.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $507619.20         | $520927.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $5622024.00        | $1481965.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $6420024.00        | $1948926.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $1705987.20        | $1813965.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $45.60             | $44.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $45.60             | $46.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $29539224.00       | $24348355.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $63247.20          | $62763.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $1465128.00        | $1391090.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $364.80            | $368.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $364.80            | $364.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $8443752.00        | $3593551.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $1936130.40        | $2002040.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $45.60             | $46.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $45.60             | $46.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $8985890.40        | $8974221.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $377149.85         | $185297.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $1075658.40        | $1073993.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $45.60             | $46.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $5029224.00        | $5701317.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $792345.60         | $809363.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $385776.00         | $97832.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $136.80            | $137.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 2.3750%  | N/A     | $59827.20          | $39130.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $112176.00         | $32789.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $5411352.00        | $1452136.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $4970.40           | $4896.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $410.40            | $421.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $193024.80         | $128945.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $132696.00         | $178727.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $2402664.00        | $602835.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $11587872.00       | $8245524.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $6643920.00        | $1717160.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $45.60             | $44.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $456.00            | $434.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $8927029.83        | $6429862.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $3312566.40        | $3419473.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $2051772.00        | $2046049.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $45.60             | $40.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $45.60             | $43.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $23757.60          | $24218.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $3320592.00        | $948198.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $94620.00          | $92455.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $18593857.14       | $16428825.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $3036823.20        | $1208604.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $29169722.64       | $22006338.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $456.00            | $473.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $2173752.00        | $567305.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $4104.00           | $3263.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $400641.60         | $413286.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $38167.20          | $38871.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $7919488.80        | $6208279.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $820.80            | $849.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $997910.40         | $653271.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $93847.18          | $55766.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $20337.60          | $20826.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $1136124.00        | $1140899.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $6888336.00        | $5795060.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $1118978.40        | $1122107.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $456.00            | $463.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $41641920.00       | $39178592.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $8664.00           | $5712.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $5167392.00        | $1414625.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 3.8750%  | N/A     | $91.20             | $92.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $3542755.20        | $3602525.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $1419892.80        | $1090772.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $2872.80           | $2832.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $117648.00         | $95994.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $206704.80         | $191245.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $3180964.80        | $3238558.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $442776.00         | $155970.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $456.00            | $465.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $6962208.00        | $2085069.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $1499328.00        | $418984.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $19129005.01       | $12122873.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $145464.00         | $39334.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $182.40            | $191.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $3015938.40        | $3143117.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $186504.00         | $174816.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $45.60             | $45.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $1713648.00        | $472920.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $4392192.00        | $4206490.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $8981239.20        | $6858074.25        | U.S. Treasuries (including strips) |

### Security 171: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $497935765.00
- **C.18.a - Value (excl. sponsor support):** $497935765.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004IT9
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: A2; Standard & Poor's Long Rating: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $10049000.00       | $1511346.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 5.0163%  | N/A     | $48750000.00       | $5550139.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 3.0000%  | N/A     | $7800000.00        | $958179.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 3.0000%  | N/A     | $9815027.00        | $289656.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 2.5000%  | N/A     | $1000000.00        | $465815.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $2000000.00        | $411517.90         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2025-12-02      | 5.8600%  | N/A     | $40000.00          | $41145.96          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 4.2840%  | N/A     | $20000000.00       | $20347800.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2045-11-28      | 5.5550%  | N/A     | $2560000.00        | $2559257.60        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2031-11-28      | 4.5000%  | N/A     | $120000.00         | $119867.52         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-11-26      | 4.8819%  | N/A     | $6250000.00        | $6248448.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $6500000.00        | $1687400.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-25      | 4.9018%  | N/A     | $15000000.00       | $10515518.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 4.5989%  | N/A     | $14500000.00       | $8011865.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-25      | 3.0851%  | N/A     | $57100000.00       | $33876825.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-05-01      | 1.5000%  | N/A     | $14417043.00       | $4299442.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 3.0000%  | N/A     | $4000000.00        | $1790037.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 5.0163%  | N/A     | $61074000.00       | $12797435.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 2.5000%  | N/A     | $32000.00          | $7585.22           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.0000%  | N/A     | $150000000.00      | $71254705.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 2.0000%  | N/A     | $12100000.00       | $712060.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.0000%  | N/A     | $2100000.00        | $1035345.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $5250000.00        | $1342829.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-17      | 3.7500%  | N/A     | $250000.00         | $249968.96         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $23325000.00       | $564840.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $63591474.00       | $48489594.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $68410856.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $27272832.00       | $23467212.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $13000.00          | $12616.27          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.6488%  | N/A     | $13000000.00       | $7997502.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | 2.0000%  | N/A     | $2601048.00        | $1614858.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.7563%  | N/A     | $28552000.00       | $14452528.23       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-25      | 3.0000%  | N/A     | $78000.00          | $56192.25          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.0000%  | N/A     | $3150000.00        | $1450297.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 2.5000%  | N/A     | $7375000.00        | $403526.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $30370774.00       | $26455974.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 1.5000%  | N/A     | $13164871.00       | $10155492.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-12      | 3.7500%  | N/A     | $23871000.00       | $23892662.93       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.0000%  | N/A     | $7506726.00        | $1351047.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.5000%  | N/A     | $112086879.00      | $666119.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.0000%  | N/A     | $9220000.00        | $562943.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2042-11-28      | 5.5400%  | N/A     | $165000.00         | $164957.10         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $13000.00          | $12159.85          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $30000.00          | $29519.97          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $136721.00         | $128226.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 4.8250%  | N/A     | $26620000.00       | $27662459.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $173802000.00      | $84703959.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $4700000.00        | $421003.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 0.9400%  | N/A     | $750000.00         | $517496.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $2000000.00        | $1986326.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-05-20      | 6.0000%  | N/A     | $22000.00          | $9265.44           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 3.5000%  | N/A     | $5056267.00        | $1030513.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $24000.00          | $23505.00          | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 5.0163%  | N/A     | $103145000.00      | $47503261.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 5.0163%  | N/A     | $24529000.00       | $5363639.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30511408.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6500%  | N/A     | $1500000.00        | $1498814.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.0000%  | N/A     | $2454391.00        | $1875089.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $50000.00          | $245.35            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-25      | 4.8018%  | N/A     | $16000000.00       | $16016370.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.9263%  | N/A     | $20509000.00       | $8805697.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2036-11-25      | 5.0000%  | N/A     | $370000.00         | $369717.57         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-05-25      | 2.8300%  | N/A     | $4500000.00        | $2664755.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $34.17             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.4920%  | N/A     | $10000000.00       | $9914120.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.7200%  | N/A     | $10000000.00       | $9949070.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2026-06-25      | 4.7563%  | N/A     | $5360000.00        | $619164.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.1600%  | N/A     | $22500000.00       | $6517013.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 3.0000%  | N/A     | $15000000.00       | $1517536.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.7000%  | N/A     | $20000000.00       | $8281128.52        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-09-25      | 5.0163%  | N/A     | $17500000.00       | $2842875.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $8138498.00        | $738186.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 2.5000%  | N/A     | $1000000.00        | $344006.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $15000000.00       | $1412816.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-25      | 3.2910%  | N/A     | $8910000.00        | $8854261.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 4.0000%  | N/A     | $42097753.00       | $1867122.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $2089838.00        | $354634.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-03-30      | 4.0500%  | N/A     | $145000.00         | $144993.84         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $5097997.00        | $4188816.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $13367961.00       | $13689153.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2030-11-13      | 3.7500%  | N/A     | $580000.00         | $580192.85         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $31725000.00       | $18495474.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 2.0000%  | N/A     | $8100000.00        | $325084.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-25      | 2.5000%  | N/A     | $38102.00          | $17694.97          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 5.0163%  | N/A     | $30000000.00       | $5852620.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.5000%  | N/A     | $4746159.00        | $613700.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 1.0000%  | N/A     | $323860946.00      | $142047447.74      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.8363%  | N/A     | $57250000.00       | $13218731.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $22042346.00       | $19978741.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $47137.00          | $45330.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.5000%  | N/A     | $953543.00         | $309724.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $13020812.00       | $793895.79         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2030-02-25      | 4.9300%  | N/A     | $50000.00          | $50642.79          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2042-07-15      | 3.0000%  | N/A     | $15000.00          | $12849.90          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.5000%  | N/A     | $193000.00         | $49209.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $3260000.00        | $452307.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 3.5000%  | N/A     | $4601616.00        | $374416.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-27      | 5.1018%  | N/A     | $50000000.00       | $39079615.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 2.5000%  | N/A     | $9433000.00        | $492997.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $100000.00         | $103728.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 1.5000%  | N/A     | $100000.00         | $48329.40          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.9818%  | N/A     | $13000000.00       | $10752374.74       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.6018%  | N/A     | $63440000.00       | $7008287.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-12-15      | 1.8000%  | N/A     | $550000.00         | $526574.40         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.0000%  | N/A     | $10100000.00       | $930497.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 2.5000%  | N/A     | $3197197.00        | $2653076.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 3.0000%  | N/A     | $20000000.00       | $450064.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $178248000.00      | $170390828.16      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 4.0000%  | N/A     | $5000000.00        | $524110.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 0.9370%  | N/A     | $60766000.00       | $57789362.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.8763%  | N/A     | $4344789.00        | $2286143.20        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2055-02-01      | 5.2500%  | N/A     | $200000.00         | $206747.70         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-11-28      | 3.9700%  | N/A     | $88430000.00       | $88341746.86       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $63240000.00       | $64157454.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $6309122.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $5000000.00        | $677415.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $5750000.00        | $807979.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.0000%  | N/A     | $21000000.00       | $2140525.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $955000.00         | $463670.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-25      | 3.0952%  | N/A     | $3089567.00        | $2766609.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.0000%  | N/A     | $1000000.00        | $433988.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2032-02-06      | 5.1250%  | N/A     | $200000.00         | $203142.89         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $9000.00           | $1683.20           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.0000%  | N/A     | $2545000.00        | $2095516.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.0000%  | N/A     | $2156483.00        | $518158.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $177711000.00      | $84543348.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.0000%  | N/A     | $33000.00          | $32584.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.0000%  | N/A     | $5000000.00        | $906579.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $15950000.00       | $564442.61         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2040-10-29      | 5.3900%  | N/A     | $54000.00          | $54036.82          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-10-25      | 5.0230%  | N/A     | $50450000.00       | $22197676.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-04-15      | 3.0000%  | N/A     | $20558266.00       | $17689229.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $5000000.00        | $795119.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.0000%  | N/A     | $7497692.00        | $646214.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 1.2500%  | N/A     | $30000.00          | $14043.65          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 5.0163%  | N/A     | $21185000.00       | $6177627.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $26.90             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $107416000.00      | $104520558.21      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 3.5000%  | N/A     | $2055818.00        | $472833.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 2.5000%  | N/A     | $17942605.00       | $1460546.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.0000%  | N/A     | $10000000.00       | $416574.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $58390000.00       | $58605371.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 3.0000%  | N/A     | $1785449.00        | $1599439.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | 3.0000%  | N/A     | $519000.00         | $51929.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 4.5000%  | N/A     | $40773546.00       | $1222358.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.8263%  | N/A     | $25950000.00       | $6872400.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $55797037.47       | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.5000%  | N/A     | $30000.00          | $28572.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 1.5000%  | N/A     | $2000000.00        | $707856.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9900%  | N/A     | $37229912.00       | $37360533.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.9018%  | N/A     | $9000000.00        | $6144057.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $88956120.00       | $22671552.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 5.1830%  | N/A     | $1000.00           | $18.09             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $25192512.50       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.0000%  | N/A     | $7922315.00        | $733194.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $2610000.00        | $393059.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-25      | 3.0256%  | N/A     | $55090000.00       | $41635892.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.0000%  | N/A     | $30000000.00       | $2596759.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-18      | 3.8750%  | N/A     | $10000.00          | $9999.63           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 1.7520%  | N/A     | $22350000.00       | $21041318.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.0000%  | N/A     | $9908824.00        | $969264.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.9260%  | N/A     | $66451000.00       | $66808473.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $9420504.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $9678380.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $18000907.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.0000%  | N/A     | $16214465.00       | $3169315.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $23360814.32       | Agency Collateralized Mortgage Obligation |
| FHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  | N/A     | $630000.00         | $447900.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.0000%  | N/A     | $9154311.00        | $1041680.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $20000000.00       | $16500095.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.5000%  | N/A     | $1431452.00        | $312166.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.5262%  | N/A     | $104967927.00      | $79143051.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 5.0163%  | N/A     | $36000000.00       | $10760160.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.0000%  | N/A     | $8877000.00        | $895085.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-25      | 3.1500%  | N/A     | $15000000.00       | $3526217.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $10000000.00       | $953199.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 5.0163%  | N/A     | $17500000.00       | $5137791.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.0000%  | N/A     | $11394853.00       | $968487.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.7050%  | N/A     | $11424053.00       | $10888964.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.7519%  | N/A     | $9000000.00        | $6820326.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.2500%  | N/A     | $55000.00          | $17015.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $5291041.00        | $1641042.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 5.0163%  | N/A     | $32140000.00       | $7022063.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.6763%  | N/A     | $80387000.00       | $36743109.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-10-25      | 5.0163%  | N/A     | $4770000.00        | $411565.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $25000.00          | $21846.38          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 3.0000%  | N/A     | $6340000.00        | $8059053.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 2.5000%  | N/A     | $10000000.00       | $377943.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $10000.00          | $9740.28           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-06-25      | 3.0000%  | N/A     | $25000000.00       | $13478750.09       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.1230%  | N/A     | $12483000.00       | $11791257.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-25      | 2.5000%  | N/A     | $6077005.00        | $6467271.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $17763402.00       | $194916.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-25      | 3.5000%  | N/A     | $12993330.00       | $10981352.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-02-25      | 3.2730%  | N/A     | $11585652.00       | $10412492.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-20      | 2.5000%  | N/A     | $988125.00         | $26810.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $6000.00           | $5681.09           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 2.5000%  | N/A     | $1535000.00        | $318415.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-13      | 3.7500%  | N/A     | $250000.00         | $250213.13         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2032-05-26      | 4.0000%  | N/A     | $50000.00          | $49925.01          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-06-25      | 2.0000%  | N/A     | $628780.00         | $208942.19         | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $182000.00         | $177197.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $78422867.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.7863%  | N/A     | $39250000.00       | $20161805.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.5000%  | N/A     | $3000000.00        | $335287.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 1.2500%  | N/A     | $154672000.00      | $71797053.20       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.5000%  | N/A     | $24298651.00       | $2931988.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 3.0000%  | N/A     | $12321962.00       | $11289764.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-25      | 3.4214%  | N/A     | $18260000.00       | $14274750.93       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-10-25      | 3.8000%  | N/A     | $50000000.00       | $49109400.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $79186427.18       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 5.0163%  | N/A     | $28250000.00       | $9876950.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $69794206.41       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 2.5000%  | N/A     | $700000.00         | $488685.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $9000.00           | $4906.36           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-07-01      | 2.0000%  | N/A     | $3300000.00        | $440033.23         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2034-03-24      | 4.9400%  | N/A     | $100000.00         | $100604.32         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.6563%  | N/A     | $16500000.00       | $9291015.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2037-11-19      | 5.0700%  | N/A     | $605000.00         | $604575.59         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $209.71            | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 5.0163%  | N/A     | $21375887.00       | $6361845.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.0000%  | N/A     | $7075000.00        | $1253805.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 4.9363%  | N/A     | $18500000.00       | $2712224.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $15000.00          | $7118.85           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $53711095.00       | $441504.46         | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $69727.80          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $155388000.00      | $83386149.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2027-11-19      | 3.7800%  | N/A     | $360000.00         | $360071.28         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 4.0000%  | N/A     | $3800000.00        | $344789.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BAN | 2027-11-17      | 4.0200%  | N/A     | $60000.00          | $59979.60          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.1990%  | N/A     | $45000000.00       | $42735206.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8563%  | N/A     | $36206332.00       | $5152652.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0500%  | N/A     | $3069235.00        | $2180421.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 2.5000%  | N/A     | $4091196.00        | $451980.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 2.5000%  | N/A     | $1000000.00        | $451148.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 3.9260%  | N/A     | $19000.00          | $19133.85          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $3500000.00        | $404883.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.0000%  | N/A     | $7193159.00        | $846482.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.0000%  | N/A     | $10000000.00       | $4258652.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4035833.00        | $4154115.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.0000%  | N/A     | $1025000.00        | $443072.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $127874777.00      | $50521578.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | 2.0007%  | N/A     | $3500000.00        | $2616723.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $22000000.00       | $21286738.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $21192379.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 4.5000%  | N/A     | $2130325.00        | $1661236.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $26638904.00       | $23690435.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.5000%  | N/A     | $46900000.00       | $1238151.69        | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT B | 2027-10-14      | 1.1500%  | N/A     | $250000.00         | $239273.89         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $4200000.00        | $313727.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 3.0000%  | N/A     | $374769.00         | $310002.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $23200000.00       | $426843.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $27975000.00       | $25510388.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-01-01      | 2.0000%  | N/A     | $3000000.00        | $348033.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 5.0163%  | N/A     | $56250000.00       | $5949156.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-08-25      | 5.0230%  | N/A     | $840000.00         | $450502.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $4000000.00        | $360467.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.8363%  | N/A     | $36275000.00       | $4005759.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.0000%  | N/A     | $9776009.00        | $2634966.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.7463%  | N/A     | $51247000.00       | $4369107.74        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2027-10-25      | 1.0700%  | N/A     | $67111000.00       | $63684211.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.0000%  | N/A     | $7003186.00        | $944191.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.7519%  | N/A     | $50000000.00       | $30227509.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $163.13            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-11-15      | 6.6250%  | N/A     | $16857000.00       | $19182800.09       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $10000000.00       | $1233936.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 1.5000%  | N/A     | $11672759.00       | $10706135.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-15      | 1.2500%  | N/A     | $45000000.00       | $14117490.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $10000.00          | $9781.86           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $6000.00           | $4080.28           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.5000%  | N/A     | $10600000.00       | $387823.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $8926705.00        | $5221874.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.8018%  | N/A     | $34000000.00       | $30958547.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.5000%  | N/A     | $750000.00         | $324311.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $1500000.00        | $820394.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 3.0000%  | N/A     | $1001000.00        | $190628.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.6863%  | N/A     | $15950000.00       | $8404923.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $28420000.00       | $26250942.97       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-09-01      | 3.5000%  | N/A     | $4246095.00        | $4083956.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.8363%  | N/A     | $26150000.00       | $3937869.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $7378370.00        | $7603500.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.4800%  | N/A     | $7500000.00        | $4127676.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.7790%  | N/A     | $8590000.00        | $2352646.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.5603%  | N/A     | $21000000.00       | $12292873.33       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $92404638.00       | $85133395.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-25      | 3.0323%  | N/A     | $17240000.00       | $11296381.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT B | 2040-11-19      | 5.3000%  | N/A     | $40000.00          | $40040.60          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 0.7990%  | N/A     | $7545000.00        | $5262391.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.5000%  | N/A     | $2781024.00        | $1615546.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $139000.00         | $136145.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-10-29      | 0.7000%  | N/A     | $65000.00          | $63243.95          | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $128849000.00      | $74457620.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 2.0310%  | N/A     | $9500000.00        | $9076663.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $6041.00           | $6066.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 5.0419%  | N/A     | $17000000.00       | $16537173.89       | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2033-07-15      | 4.7000%  | N/A     | $20000.00          | $21265.56          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 4.4318%  | N/A     | $44110000.00       | $12730983.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.0000%  | N/A     | $10000000.00       | $1052810.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $566995.00         | $592393.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.1270%  | N/A     | $23035000.00       | $20028714.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BAN | 2028-10-02      | 3.8000%  | N/A     | $25000.00          | $25128.88          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.0000%  | N/A     | $9380000.00        | $1156291.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 4.8063%  | N/A     | $30301000.00       | $4346985.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 2.5000%  | N/A     | $46900000.00       | $2265465.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $7800000.00        | $278633.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 2.7700%  | N/A     | $5780000.00        | $4276804.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-02-02      | 0.0000%  | N/A     | $7000000.00        | $6950860.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 4.3819%  | N/A     | $8095000.00        | $1462831.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-11-20      | 4.0000%  | N/A     | $611000.00         | $610938.22         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 1.5000%  | N/A     | $2000000.00        | $874392.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8500%  | N/A     | $52700000.00       | $52922789.25       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.7600%  | N/A     | $17400000.00       | $17258852.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $26107384.60       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 5.0163%  | N/A     | $42562000.00       | $6931273.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $64470972.41       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 3.0000%  | N/A     | $15000000.00       | $465617.21         | Agency Mortgage-Backed Securities         |

### Security 173: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YP5, C.4 - ISIN: US3130B6YP51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499986260.00
- **C.18.a - Value (excl. sponsor support):** $499986260.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09AO1
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Fitch Long Rating: A; Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.0000%  | N/A     | $5165984.00        | $81080.06          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $137547380.00      | $139239204.96      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1915000.00        | $957250.29         | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $200.00            | $195.67            | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $3421000.00        | $2409151.04        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $5409563.00        | $4810241.94        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $50663000.00       | $51960773.33       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $1214124.00        | $649997.47         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.0000%  | N/A     | $1000.00           | $297.54            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $1000.00           | $63.96             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1497000.00        | $1577165.24        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $670000000.00      | $629583604.09      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $993.13            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $5543390.00        | $4963112.61        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1849604.00        | $1903299.39        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1008.00           | $1031.81           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $592802.00         | $605275.49         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $99004.00          | $83321.31          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $1000.00           | $733.85            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $33140096.00       | $20337281.51       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2060-12-01      | 3.0000%  | N/A     | $3453300.00        | $3020117.05        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.6600%  | N/A     | $1000.00           | $1057.89           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $3817500.00        | $3792273.88        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $138000.00         | $102244.21         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $499000.00         | $256405.93         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $2168000.00        | $412652.49         | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $6354600.00        | $6405854.21        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $3217400.00        | $3340373.60        | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $133000.00         | $88870.29          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1008.00           | $1032.92           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $4794600.00        | $4626693.11        | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $1024.00           | $470.76            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.5000%  | N/A     | $1000.00           | $23.08             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $1000.00           | $107.49            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $1000.00           | $48.32             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $2491000.00        | $447237.90         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $1000.00           | $25.06             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $48418.00          | $30765.28          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $40926720.00       | $22622412.77       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1000.00           | $41.39             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2295600.00        | $2350161.28        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2051-11-20      | 5.0000%  | N/A     | $111000.00         | $51391.28          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BAN | 2026-09-04      | 3.6250%  | N/A     | $2000000.00        | $2015596.67        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1000.00           | $1023.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $28246016.00       | $10989178.18       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $3374709.00        | $403342.62         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $1479010.00        | $338214.93         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.5000%  | N/A     | $1000.00           | $34.04             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $1000.00           | $988.84            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2031-08-20      | 3.0000%  | N/A     | $1000.00           | $227.08            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $979000.00         | $94954.36          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $3661356.00        | $3496786.68        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5015.00           | $5120.20           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2025-12-26      | 0.0000%  | N/A     | $16582700.00       | $16531791.11       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $46322300.00       | $47856633.04       | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2025-12-11      | 0.0000%  | N/A     | $2000000.00        | $1997020.00        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1000.00           | $1039.66           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1439004.00        | $1503723.20        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $440493.00         | $457188.57         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $6310498.00        | $28604.59          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2052-09-20      | 3.5000%  | N/A     | $1000.00           | $728.67            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $530000000.00      | $532921892.09      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.5000%  | N/A     | $3141996.00        | $35115.19          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1080934.00        | $1100658.66        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $2200.00           | $2208.86           | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $3475000.00        | $820551.37         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1062.10           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1106930.00        | $1154444.97        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT B | 2026-08-14      | 4.5000%  | N/A     | $1500000.00        | $1527600.00        | Agency Debentures and Agency Strips |

### Security 175: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16CV3
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Long Rating: A+; Moody's Short Rating: P-1; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.2489%  | N/A     | $40000000.00       | $36359407.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | 4.8689%  | N/A     | $8200000.00        | $8187196.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 5.0000%  | N/A     | $31565018.00       | $76238.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5750%  | N/A     | $12198000.00       | $12184560.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $32304726.00       | $31622547.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0989%  | N/A     | $50000000.00       | $18272657.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-07-20      | 4.8989%  | N/A     | $18446094.00       | $17711992.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.2689%  | N/A     | $5500000.00        | $5507264.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-08-20      | 4.8989%  | N/A     | $55999660.00       | $53314838.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $5000000.00        | $86558.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0989%  | N/A     | $50000000.00       | $20135621.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.8989%  | N/A     | $30000000.00       | $15715325.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.4000%  | N/A     | $50000000.00       | $51074300.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.2989%  | N/A     | $32926600.00       | $26920819.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-08-16      | 4.2500%  | N/A     | $30000000.00       | $29352285.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.1589%  | N/A     | $50000000.00       | $38384830.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-08-01      | 4.6300%  | N/A     | $63393387.00       | $64722080.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.4689%  | N/A     | $58670000.00       | $57153202.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.2500%  | N/A     | $64855.00          | $50871.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.9489%  | N/A     | $8596987.00        | $7423376.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9489%  | N/A     | $5800000.00        | $4332873.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $17584601.00       | $123864.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4289%  | N/A     | $25000000.00       | $24900961.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.1989%  | N/A     | $7925000.00        | $4894799.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-03-16      | 4.7500%  | N/A     | $85000000.00       | $84493497.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0989%  | N/A     | $49552798.00       | $49533116.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 2.5000%  | N/A     | $30000000.00       | $640645.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0989%  | N/A     | $25867722.00       | $24624591.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0989%  | N/A     | $110439827.00      | $46920811.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.4000%  | N/A     | $200000.00         | $128100.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.2489%  | N/A     | $2400000.00        | $2160916.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.3489%  | N/A     | $40000000.00       | $38108316.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.4089%  | N/A     | $99990331.00       | $96816568.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 3.0000%  | N/A     | $1537500.00        | $1697876.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.1489%  | N/A     | $50000000.00       | $39909846.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.1989%  | N/A     | $50000000.00       | $42039980.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $139876.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.1989%  | N/A     | $50000000.00       | $40020428.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.7500%  | N/A     | $10398681.00       | $10529699.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.2489%  | N/A     | $50000000.00       | $46739444.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-05-16      | 1.7500%  | N/A     | $3710662.00        | $1686917.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 2.5000%  | N/A     | $12718574.00       | $457294.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0989%  | N/A     | $14400000.00       | $10456542.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0489%  | N/A     | $37000000.00       | $28629343.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.1500%  | N/A     | $80000000.00       | $80908035.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.2489%  | N/A     | $6544199.00        | $6084122.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $15153.00          | $7717.44           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.8489%  | N/A     | $35000000.00       | $34943434.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9989%  | N/A     | $90232885.00       | $90271910.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-04-01      | 3.5000%  | N/A     | $32620000.00       | $51248.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-10-16      | 4.2500%  | N/A     | $16677597.00       | $16489982.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5189%  | N/A     | $40000000.00       | $30625795.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0989%  | N/A     | $24000000.00       | $22574108.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 2.6000%  | N/A     | $4075862.00        | $2450913.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.1100%  | N/A     | $10254496.00       | $10120187.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0328%  | N/A     | $72780201.00       | $73213053.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.6489%  | N/A     | $30000000.00       | $16075854.63       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.2085%  | N/A     | $8881980.00        | $8300832.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-03-16      | 5.0000%  | N/A     | $17960927.00       | $17130038.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 1.7500%  | N/A     | $33131130.00       | $27096648.79       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0989%  | N/A     | $40000000.00       | $40047073.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-16      | 5.0000%  | N/A     | $262789.00         | $264957.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 3.0000%  | N/A     | $180308.00         | $108496.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.9089%  | N/A     | $40000000.00       | $25361120.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.3489%  | N/A     | $505000.00         | $390513.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.8789%  | N/A     | $5900000.00        | $5897603.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-03-20      | 4.9338%  | N/A     | $1599000.00        | $1490833.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-16      | 3.0000%  | N/A     | $51708136.00       | $45887933.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 2.0000%  | N/A     | $1029272.00        | $65765.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $35000000.00       | $34689340.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $13489465.00       | $62675.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-16      | 4.7500%  | N/A     | $976197.00         | $968562.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-02-16      | 2.6000%  | N/A     | $1500000.00        | $665793.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.7489%  | N/A     | $99964408.00       | $75797219.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.1189%  | N/A     | $50000000.00       | $41539901.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.3489%  | N/A     | $24984755.00       | $24705053.13       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $66955600.00       | $68356796.86       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4489%  | N/A     | $25000000.00       | $24102645.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0989%  | N/A     | $25000000.00       | $19413004.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4989%  | N/A     | $50000000.00       | $36550422.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.3989%  | N/A     | $50000000.00       | $49995242.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.2789%  | N/A     | $100000000.00      | $84106623.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.2789%  | N/A     | $30000000.00       | $18844737.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.8989%  | N/A     | $30000000.00       | $22164380.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.8989%  | N/A     | $800464.00         | $799844.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.3489%  | N/A     | $40000000.00       | $29283268.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0200%  | N/A     | $6617000.00        | $6512610.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.6489%  | N/A     | $3540572.00        | $1214153.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 2.5000%  | N/A     | $4250000.00        | $129855.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.1539%  | N/A     | $60553298.00       | $61088910.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0489%  | N/A     | $387652.00         | $187067.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.9989%  | N/A     | $11653226.00       | $11551378.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.4300%  | N/A     | $9728000.00        | $9665356.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.4489%  | N/A     | $20000000.00       | $16261016.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8989%  | N/A     | $23350244.00       | $23308289.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.2989%  | N/A     | $50000000.00       | $37986246.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | 5.0000%  | N/A     | $91617.00          | $77332.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | 5.0989%  | N/A     | $55000000.00       | $48918068.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1000.00           | $997.85            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.8989%  | N/A     | $1510000.00        | $1296905.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2489%  | N/A     | $36124016.00       | $35676205.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $29908781.00       | $30033171.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $7367958.00        | $6672190.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.1989%  | N/A     | $50000000.00       | $36894445.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-16      | 2.5000%  | N/A     | $154000.00         | $70596.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.1989%  | N/A     | $71492130.00       | $71062024.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.2489%  | N/A     | $50000000.00       | $32861744.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.7989%  | N/A     | $99889313.00       | $97667537.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-05-20      | 5.2800%  | N/A     | $31070000.00       | $914750.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.8989%  | N/A     | $60253900.00       | $59032063.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-16      | 4.7500%  | N/A     | $41601586.00       | $41610426.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5989%  | N/A     | $52720028.00       | $52320631.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0489%  | N/A     | $6471000.00        | $5360469.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-16      | 3.0000%  | N/A     | $6143042.00        | $3981809.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.7489%  | N/A     | $25000000.00       | $9461806.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 4.7500%  | N/A     | $9108396.00        | $9096870.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0989%  | N/A     | $40000000.00       | $39783558.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0989%  | N/A     | $20704741.00       | $16673019.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.2900%  | N/A     | $23874000.00       | $23653798.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0989%  | N/A     | $94903023.00       | $93425878.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.1589%  | N/A     | $50000000.00       | $21472409.97       | Agency Collateralized Mortgage Obligation |

### Security 176: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UJ3, C.4 - ISIN: US313385UJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247214445.00
- **C.18.a - Value (excl. sponsor support):** $247214445.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6361408896.00
- **C.18.a - Value (excl. sponsor support):** $6361408896.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $397462500.00
- **C.18.a - Value (excl. sponsor support):** $397462500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CY5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA-; Moody's Short Rating: P-1; Fitch Long Rating: AA; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.9887%  | N/A     | $9000000.00        | $9147864.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $15456800.00       | $5316638.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 2.5000%  | N/A     | $1320000.00        | $511775.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $874124.00         | $795989.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.3718%  | N/A     | $120785537.00      | $74427987.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1050000.00        | $324126.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $43977131.00       | $4585691.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $5026504.00        | $408896.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.5218%  | N/A     | $23372000.00       | $16349605.39       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $403722.00         | $420178.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.2718%  | N/A     | $4000000.00        | $3137277.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $48940703.00       | $4439794.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1539500.00        | $1585291.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 5.3718%  | N/A     | $49998000.00       | $31680855.86       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $523443229.00      | $60959786.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.2718%  | N/A     | $2900000.00        | $2001780.25        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1428433.00        | $291567.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-25      | 5.2718%  | N/A     | $2300000.00        | $1674741.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $5973145.00        | $285126.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.8218%  | N/A     | $165650585.00      | $89656602.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $20330960.00       | $15985457.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1024.00           | $748.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5011.00           | $5292.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 2.5000%  | N/A     | $1075000.00        | $330942.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $6724715.00        | $5270223.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5083208.00        | $5347707.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.2718%  | N/A     | $1100.00           | $936.26            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.0718%  | N/A     | $9536700.00        | $5872812.82        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-08-15      | 4.6065%  | N/A     | $6493068.00        | $5006697.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $70456.00          | $14339.49          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $89556700.00       | $91210743.13       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $7471431.00        | $7765455.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1739597.00        | $1790560.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5000.00           | $5220.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.2718%  | N/A     | $7400000.00        | $6475955.20        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2062-03-01      | 4.0000%  | N/A     | $2799900.00        | $2148623.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1887887.00        | $369336.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3310912.00        | $2765709.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $5041573.00        | $3941862.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.6218%  | N/A     | $50000000.00       | $44089364.71       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $95697000.00       | $89572620.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $2689624.00        | $53537.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $189872.00         | $164521.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.1218%  | N/A     | $14397728.00       | $13342431.40       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $3883905.00        | $3076515.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $5743300.00        | $3563946.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1340309.00        | $119717.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 7.0000%  | N/A     | $71186.00          | $46908.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $5020153.00        | $4927943.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3200%  | N/A     | $5194884.00        | $5252526.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $6414350.00        | $6623437.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2071.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-25      | 5.3718%  | N/A     | $22218582.00       | $19366337.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $499977.00         | $311938.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2677335.00        | $2643733.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $338.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5718%  | N/A     | $50000000.00       | $36873460.25       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $2705082.00        | $2158002.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1075697.00        | $1124262.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.1218%  | N/A     | $19589578.00       | $18218256.96       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.5000%  | N/A     | $1420.00           | $34.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $159687.00         | $166717.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $4194000.00        | $3811514.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $1305799.00        | $523048.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $4153477.00        | $296170.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.3218%  | N/A     | $19499900.00       | $16099060.36       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.0000%  | N/A     | $13329166.00       | $3225863.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.0000%  | N/A     | $14100000.00       | $4764843.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1995.00           | $998.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $12679040.00       | $12117953.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2197577.00        | $2247608.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 4.6500%  | N/A     | $1000.00           | $1026.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.0118%  | N/A     | $23262110.00       | $19614726.73       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $1427482.00        | $1366638.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.3700%  | N/A     | $4506123.00        | $3976849.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $17432025.00       | $8142445.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $1697570.00        | $117440.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $4100.00           | $4294.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $200000.00         | $135155.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $6844000.00        | $5354208.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $68717222.00       | $10474323.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $12784186.00       | $12118287.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2135845.00        | $2059120.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-05-01      | 4.5000%  | N/A     | $39675674.00       | $12219927.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $986.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $876.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $33326208.00       | $28923787.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $1985.00           | $193.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $3602126.00        | $2819154.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.5218%  | N/A     | $120000000.00      | $86553218.53       | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1284.00           | $1286.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $17000000.00       | $3041748.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $1995850.00        | $271604.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | 4.5565%  | N/A     | $12955332.00       | $9993621.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $355004.00         | $236390.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $368092.00         | $376995.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $5282962.00        | $5141470.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $6854600.00        | $6649153.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $2578000.00        | $763347.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1658533.00        | $1718231.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $36406311.00       | $10201232.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.4218%  | N/A     | $86387002.00       | $75003442.21       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1070034.00        | $1109915.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1976000.00        | $1643595.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1041.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $3105117.00        | $1847119.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 5.2100%  | N/A     | $635600.00         | $665832.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0718%  | N/A     | $4900000.00        | $4074067.28        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.2400%  | N/A     | $6559000.00        | $5544759.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11148103.00       | $133364.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1335433.00        | $1318854.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $10853643.00       | $9908869.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $78448107.00       | $63203354.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1000.00           | $298.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $28120469.00       | $26953307.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.2718%  | N/A     | $4100000.00        | $3086544.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $5513515.00        | $3994051.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $12718584.00       | $132655.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $4840978.00        | $3722283.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $1024.00           | $420.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $14256484.00       | $14009907.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-25      | 1.2971%  | N/A     | $1000.00           | $715.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 4.8718%  | N/A     | $100000000.00      | $95806484.77       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2504692.00        | $1854718.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $1173.00           | $41.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3495170.00        | $3504809.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $57568.00          | $757.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $18210260.00       | $13536702.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $13972768.00       | $14042333.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1055888.00        | $750216.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1185716.00        | $1218650.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 5.2718%  | N/A     | $2173933.00        | $2113110.17        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.0000%  | N/A     | $58568035.00       | $10574114.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $3121336.00        | $2963901.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1025.00           | $218.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1884300.00        | $524526.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $140254000.00      | $109153100.00      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $17693504.00       | $17605882.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $8571064.00        | $3011665.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8200%  | N/A     | $1784176.00        | $1507419.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $28862133.00       | $5441876.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3446548.00        | $3220989.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.5000%  | N/A     | $2950240.00        | $2786067.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 2.5000%  | N/A     | $303000.00         | $14219.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1069120.00        | $510999.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $15627168.00       | $14332025.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $48085179.00       | $12782527.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $63607.00          | $48697.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $35722183.00       | $3612270.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $5713325.00        | $266730.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $13533518.00       | $12019006.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $462618.00         | $481116.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $966.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $3901024.00        | $144088.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $12388880.00       | $11586501.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1039.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.0000%  | N/A     | $1640035.00        | $1518252.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1301471.00        | $1371672.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $5921371.00        | $4990315.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1646594.00        | $1715686.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1023.00           | $275.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $26926396.00       | $250441.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $8249.00           | $8502.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.5218%  | N/A     | $14205000.00       | $10232019.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1322343.00        | $1376740.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $8342305.00        | $3218685.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $756.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $7407274.00        | $7614516.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $1025.00           | $254.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $4244940.00        | $3162762.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-15      | 5.1146%  | N/A     | $7903545.00        | $6282578.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.0000%  | N/A     | $1457878.00        | $748843.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $940.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $5687123.00        | $5844505.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.1718%  | N/A     | $8636544.00        | $7481481.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $4639423.00        | $985922.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $104745412.00      | $88590840.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1368199.00        | $1421062.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $239038.00         | $192811.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1271650.00        | $111786.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $4149680.00        | $1331829.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1008.00           | $990.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-25      | 3.0000%  | N/A     | $20000000.00       | $12600939.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1250150.00        | $245552.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-25      | 2.5394%  | N/A     | $294294.00         | $136780.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.5718%  | N/A     | $43433989.00       | $21487761.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $697193.00         | $212492.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $637.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1003.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $4973085.00        | $3955463.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3581667.00        | $3646099.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1724269.00        | $487681.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $1134996.00        | $375908.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $23492805.00       | $5185074.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $1405842.00        | $397662.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $9612444.00        | $9471348.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $9745000.00        | $7749217.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-25      | 0.8500%  | N/A     | $4684660.00        | $2468513.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $93531064.00       | $13091703.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-15      | 5.5000%  | N/A     | $12254120.00       | $11823488.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $55366592.00       | $12095103.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1873694.00        | $1463261.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5000%  | N/A     | $2750057.00        | $28592.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $997.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $55455552.00       | $13836998.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4488061.00        | $4644747.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $221904.00         | $216179.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $212920.00         | $26519.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.1718%  | N/A     | $2100000.00        | $1943692.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 2.5000%  | N/A     | $20260605.00       | $14819410.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $7364900.00        | $3927197.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.0000%  | N/A     | $1675.00           | $22.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3028.00           | $3116.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $235170.00         | $130869.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $4000.00           | $4146.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $5134122.00        | $4031495.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.5000%  | N/A     | $1527.00           | $17.94             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2295860.00        | $2364724.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $15155664.00       | $14112916.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1086939.00        | $324546.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $67043141.00       | $12866810.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $13805360.00       | $13491068.23       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $5400696.00        | $3844511.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $56057792.00       | $12591901.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $74578940.00       | $7062853.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $971.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5000.00           | $5145.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.4218%  | N/A     | $149510615.00      | $100721518.34      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1038.00           | $1046.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $31707769.00       | $228185.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $3987819.00        | $4102682.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1011.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $2465170.00        | $517287.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $1000.00           | $122.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $902.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $996.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $6427089.00        | $2940997.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1048.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $50000000.00       | $21775345.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2063-06-01      | 2.5000%  | N/A     | $380571.00         | $251926.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $4284340.00        | $4015186.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.1718%  | N/A     | $4300000.00        | $3987811.31        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2062-12-01      | 3.5000%  | N/A     | $1024.00           | $708.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $3507964.00        | $232336.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $118879156.00      | $13922573.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1324579.00        | $1378027.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5076936.00        | $4460395.32        | Agency Mortgage-Backed Securities         |

### Security 180: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1214336950.75
- **C.18.a - Value (excl. sponsor support):** $1214336950.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275179990.25
- **C.18.a - Value (excl. sponsor support):** $275179990.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997333.30
- **C.18.a - Value (excl. sponsor support):** $89997333.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Short Rating: F1+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495876955.00
- **C.18.a - Value (excl. sponsor support):** $495876955.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Fitch Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005EA4
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $10000000.00       | $10381386.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $103624600.00      | $108264356.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $8000000.00        | $8251614.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $149661400.00      | $153602677.59      | U.S. Treasuries (including strips) |

### Security 185: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16D00
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Short Rating: F1; Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $445000.00         | $59139.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9300%  | N/A     | $5788263.00        | $5485631.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | 5.3800%  | N/A     | $2019000.00        | $2119537.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 4.8150%  | N/A     | $7900000.00        | $8102249.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $6000000.00        | $704170.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.5500%  | N/A     | $55945455.00       | $57371980.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $16978698.00       | $1974899.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.4600%  | N/A     | $20975000.00       | $21406581.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 5.0300%  | N/A     | $3340000.00        | $3484818.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.4900%  | N/A     | $7300069.00        | $7430911.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.1300%  | N/A     | $43463000.00       | $43490968.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.8200%  | N/A     | $115050000.00      | $114819900.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.7051%  | N/A     | $33500000.00       | $34582343.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $750000.00         | $68171.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $625000.00         | $90365.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 5.2300%  | N/A     | $8806000.00        | $9144322.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.2300%  | N/A     | $33862000.00       | $34341841.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7000%  | N/A     | $11121571.00       | $11337941.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.3600%  | N/A     | $4549087.00        | $4612046.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.0500%  | N/A     | $63250000.00       | $63643762.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.5000%  | N/A     | $1053972.00        | $94895.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $18499132.00       | $2489206.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.7200%  | N/A     | $6300000.00        | $6474667.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.8900%  | N/A     | $38345000.00       | $38305907.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.5950%  | N/A     | $21214939.00       | $19207551.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 4.7950%  | N/A     | $9620000.00        | $9956942.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.2600%  | N/A     | $62790000.00       | $63252762.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $775000.00         | $55785.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.8600%  | N/A     | $800000.00         | $829040.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5900%  | N/A     | $27816000.00       | $27445254.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.0000%  | N/A     | $1189487.00        | $330864.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.6800%  | N/A     | $7865000.00        | $8126495.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.0000%  | N/A     | $2385531.00        | $207922.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.9450%  | N/A     | $4211000.00        | $4389153.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 5.4100%  | N/A     | $2220000.00        | $2319865.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.9300%  | N/A     | $5000000.00        | $5177617.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 2.5000%  | N/A     | $1000.00           | $35.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.0000%  | N/A     | $459851.00         | $55145.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.3500%  | N/A     | $18136000.00       | $18397167.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.7400%  | N/A     | $2990000.00        | $2684296.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5900%  | N/A     | $11206000.00       | $11056640.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8300%  | N/A     | $14737604.00       | $14673782.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $11533341.00       | $1132094.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9700%  | N/A     | $34153000.00       | $34226719.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.0450%  | N/A     | $17492000.00       | $17387340.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 3.8800%  | N/A     | $4340000.00        | $4287073.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.6700%  | N/A     | $1581089.00        | $66457.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-12-01      | 5.4900%  | N/A     | $1000000.00        | $1045347.50        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 4.5000%  | N/A     | $5931305.00        | $94587.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.7100%  | N/A     | $952160.00         | $982048.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.0450%  | N/A     | $22556000.00       | $22694217.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.9350%  | N/A     | $7203000.00        | $7420995.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1100000.00        | $80098.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.0800%  | N/A     | $17698900.00       | $17794916.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 2.5000%  | N/A     | $508665.00         | $179572.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.8150%  | N/A     | $2710000.00        | $2809893.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.1300%  | N/A     | $8300000.00        | $8268140.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7000%  | N/A     | $7176338.00        | $6670002.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.5000%  | N/A     | $2020305.00        | $1568260.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.6900%  | N/A     | $2259000.00        | $2312913.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $400000.00         | $67243.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 5.0000%  | N/A     | $780906.00         | $68074.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 2.5000%  | N/A     | $28010000.00       | $1301668.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.5000%  | N/A     | $25527000.00       | $26085913.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.9900%  | N/A     | $8000000.00        | $8142516.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 3.9800%  | N/A     | $9993104.00        | $10012080.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3300%  | N/A     | $22781400.00       | $23010432.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.0300%  | N/A     | $33039000.00       | $33214750.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2065582.00        | $151142.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6200%  | N/A     | $3517000.00        | $3584989.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.5000%  | N/A     | $5880000.00        | $6016615.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.3000%  | N/A     | $17840000.00       | $18112684.40       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 7.5000%  | N/A     | $20000000.00       | $55405.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 4.6300%  | N/A     | $31863.00          | $32530.83          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.4900%  | N/A     | $6390000.00        | $6532097.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.2250%  | N/A     | $1937000.00        | $2020089.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 4.8800%  | N/A     | $23455249.00       | $24141080.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-07-01      | 3.6200%  | N/A     | $8664673.00        | $8526284.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.0000%  | N/A     | $43127000.00       | $43297826.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.1950%  | N/A     | $27600000.00       | $27735605.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.1200%  | N/A     | $42140000.00       | $42538223.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $862330.00         | $80831.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.7768%  | N/A     | $14000000.00       | $14504962.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 3.0000%  | N/A     | $427967.00         | $50831.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 5.2700%  | N/A     | $3870000.00        | $4045950.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.2400%  | N/A     | $4050000.00        | $4087377.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9700%  | N/A     | $59995000.00       | $60124499.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.9800%  | N/A     | $10000000.00       | $9913681.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.1900%  | N/A     | $41245450.00       | $41370114.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.3500%  | N/A     | $9000000.00        | $9157666.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.9000%  | N/A     | $55575000.00       | $55543488.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 2.5000%  | N/A     | $1059304.00        | $110643.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $9000000.00        | $386487.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.1900%  | N/A     | $1281090.00        | $1352820.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.6800%  | N/A     | $1181000.00        | $1177421.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.6120%  | N/A     | $1670699.00        | $83130.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 2.5000%  | N/A     | $10000000.00       | $473220.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 5.5700%  | N/A     | $3738000.00        | $3752856.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-06-01      | 5.8100%  | N/A     | $79400000.00       | $83033145.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.4400%  | N/A     | $33878000.00       | $34526187.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.1400%  | N/A     | $1200000.00        | $1264219.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.7200%  | N/A     | $1100000.00        | $1102508.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.9000%  | N/A     | $3053000.00        | $3138728.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.4000%  | N/A     | $1858000.00        | $1976120.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.5000%  | N/A     | $687224.00         | $79417.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 3.0000%  | N/A     | $1000000.00        | $110062.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.4000%  | N/A     | $28775000.00       | $29024403.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.6300%  | N/A     | $16654761.00       | $17119853.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.3738%  | N/A     | $27000000.00       | $27104194.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.4200%  | N/A     | $9436000.00        | $9522355.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.4500%  | N/A     | $141000000.00      | $143269042.50      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3000%  | N/A     | $2854000.00        | $2880927.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.0800%  | N/A     | $50000000.00       | $50384700.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $750423.00         | $58239.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9400%  | N/A     | $44501000.00       | $44556359.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.2016%  | N/A     | $11330000.00       | $11490359.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 4.6400%  | N/A     | $4884179.00        | $4991562.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.0500%  | N/A     | $27664275.00       | $27507349.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.3500%  | N/A     | $28871000.00       | $29228495.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.6400%  | N/A     | $25125000.00       | $25875860.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.7700%  | N/A     | $3300000.00        | $3390669.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.2900%  | N/A     | $20150000.00       | $20349374.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-09-01      | 4.8150%  | N/A     | $6332000.00        | $6517788.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 4.3200%  | N/A     | $31296000.00       | $31641758.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 5.5700%  | N/A     | $3630000.00        | $3815391.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-06-01      | 4.6800%  | N/A     | $10789967.00       | $11078382.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.0300%  | N/A     | $1050000.00        | $1093803.38        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.9500%  | N/A     | $10710000.00       | $10985466.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.8000%  | N/A     | $21881000.00       | $22726503.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 5.3000%  | N/A     | $10100000.00       | $10678174.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5600%  | N/A     | $5070000.00        | $5111891.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 1.4100%  | N/A     | $7198000.00        | $6315586.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.5000%  | N/A     | $1379892.00        | $59498.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-04-01      | 3.0000%  | N/A     | $591775.00         | $53251.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $3598780.00        | $103392.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.3850%  | N/A     | $4316000.00        | $4368291.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.7100%  | N/A     | $6200000.00        | $6187541.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-05-01      | 5.1500%  | N/A     | $267000.00         | $279022.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8700%  | N/A     | $33962000.00       | $33971050.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $137400.00         | $638.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $323874.00         | $73417.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 3.0000%  | N/A     | $3050000.00        | $364855.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 5.2000%  | N/A     | $6000000.00        | $6248591.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.1850%  | N/A     | $26550000.00       | $26655078.26       | Agency Mortgage-Backed Securities |

### Security 186: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1343387197.82
- **C.18.a - Value (excl. sponsor support):** $1343387197.82
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1599961904.00
- **C.18.a - Value (excl. sponsor support):** $1599961904.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996078.40
- **C.18.a - Value (excl. sponsor support):** $79996078.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362298067.18
- **C.18.a - Value (excl. sponsor support):** $362298067.18
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $746267371.65
- **C.18.a - Value (excl. sponsor support):** $746267371.65
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25U56
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Moody's Short Rating: NR; Moody's Long Rating: NR; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $400000.00         | $42690.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $6561552.00        | $6083432.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.0000%  | N/A     | $1004202.00        | $8755.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $500000.00         | $70532.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2702596.00        | $2769573.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $1530766.00        | $1294099.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $106000.00         | $62742.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $154000.00         | $30053.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1007864.00        | $884170.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | 1.5000%  | N/A     | $286945.00         | $105866.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $7070432.00        | $6646197.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $18084200.00       | $18277754.60       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $465000.00         | $185790.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $2034000.00        | $856242.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $3208312.00        | $1197524.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $5000000.00        | $51395.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.0000%  | N/A     | $4032776.00        | $8351.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1907426.00        | $1592873.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $7649300.00        | $5990545.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $300000.00         | $42897.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $4255000.00        | $1286155.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 4.0000%  | N/A     | $200000.00         | $13647.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $11127760.00       | $49493.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1016000.00        | $762691.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.5000%  | N/A     | $612848.00         | $54813.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $7000000.00        | $6161582.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $150000.00         | $118762.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $900000.00         | $748804.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $8000000.00        | $4961190.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3590236.00        | $3735974.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $2200000.00        | $947902.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4562696.00        | $4694392.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $64515968.00       | $62282650.33       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $31254336.00       | $26694533.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $29000000.00       | $28490931.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $1422398.00        | $604089.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $170000.00         | $125828.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000028.00        | $1004129.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $276217.00         | $31768.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $31421000.00       | $1148507.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $97000.00          | $16051.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6210980.00        | $3838238.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $429421.00         | $391830.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.0000%  | N/A     | $316769.00         | $5598.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $6000000.00        | $1478455.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 4.5000%  | N/A     | $29047552.00       | $26706217.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2418208.00        | $1966379.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $2800000.00        | $171850.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 5.5000%  | N/A     | $1269568.00        | $1214883.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2000000.00        | $1614904.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $11964928.00       | $11004151.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $13317184.00       | $12247284.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 2.0000%  | N/A     | $4621976.00        | $2913556.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $3994988.00        | $1505937.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $36962432.00       | $23036451.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $185000.00         | $23487.88          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $3200000.00        | $530673.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 4.0000%  | N/A     | $760000.00         | $84228.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $2374436.00        | $981655.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1111882.00        | $1088798.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2853448.00        | $2953434.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1104798.00        | $1181275.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $7500000.00        | $582457.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.0000%  | N/A     | $2500000.00        | $381504.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1389238.00        | $900129.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $41629376.00       | $37363410.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 1.5000%  | N/A     | $303085.00         | $197777.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1061778.00        | $1123835.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 5.0000%  | N/A     | $2055492.00        | $1987116.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $13395328.00       | $13461586.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $100000.00         | $7034.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $200000.00         | $65139.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2126188.00        | $1708554.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $513383.00         | $330810.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 5.0000%  | N/A     | $5016424.00        | $4366472.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1000000.00        | $15325.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2437416.00        | $2551676.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.5000%  | N/A     | $5778040.00        | $26253.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2503000.00        | $1794244.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $2679000.00        | $471464.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $21478267.00       | $27205.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $94540544.00       | $70817646.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.0000%  | N/A     | $3002860.00        | $12450.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $2180610.00        | $623009.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.0000%  | N/A     | $583000.00         | $71137.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $500000.00         | $36835.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1912010.00        | $1419029.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $347000.00         | $191581.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $135500.00         | $125612.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $31601696.00       | $32161582.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $3006576.00        | $2657816.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.5000%  | N/A     | $500000.00         | $43283.26          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $6682368.00        | $6677304.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 3.5000%  | N/A     | $1419998.00        | $114302.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $4449392.00        | $12115.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $19811840.00       | $13118269.90       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $2320376.00        | $25659.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $647788.00         | $608196.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $13284360.00       | $1925832.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 4.0000%  | N/A     | $3569628.00        | $2116143.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2561228.00        | $2408231.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-16      | 1.7500%  | N/A     | $20000000.00       | $15025428.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.0000%  | N/A     | $1336058.00        | $22097.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $3800000.00        | $2846526.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 3.0000%  | N/A     | $3575000.00        | $1392198.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $21800960.00       | $20212279.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5000000.00        | $4014691.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $300000.00         | $45074.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.0000%  | N/A     | $464000.00         | $35721.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $300000.00         | $211913.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $6056864.00        | $4490167.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.0000%  | N/A     | $3131992.00        | $2754739.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2809028.00        | $2773832.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1274412.00        | $1186349.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $11323104.00       | $9566181.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $969344.00         | $767951.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $2385100.00        | $387898.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $760678.00         | $12236.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $12400000.00       | $9733338.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1047308.00        | $450767.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $3271312.00        | $3138357.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $8162800.00        | $1012828.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $775059.00         | $12237.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1703606.00        | $1770397.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $5844504.00        | $3049792.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $108825088.00      | $87658849.59       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1462818.00        | $1408257.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $219000.00         | $194931.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $3300000.00        | $915103.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $250000.00         | $209642.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.5000%  | N/A     | $1086154.00        | $83959.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 4.5000%  | N/A     | $2659048.00        | $2361348.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $1121228.00        | $5115.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $354665.00         | $293394.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $322087000.00      | $242851151.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1937342.00        | $1535096.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $68553088.00       | $63808467.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-20      | 3.0000%  | N/A     | $695785.00         | $118217.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.5000%  | N/A     | $4105976.00        | $489032.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $34036.00          | $34222.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $5735000.00        | $714335.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $4051128.00        | $3678781.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.0000%  | N/A     | $2080772.00        | $1797989.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2600000.00        | $215768.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 2.5000%  | N/A     | $4877488.00        | $759086.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $4170008.00        | $4127381.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.3489%  | N/A     | $1000000.00        | $711469.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $121975.00         | $85724.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5276848.00        | $4976851.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 2.5000%  | N/A     | $24335712.00       | $2807701.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1270546.00        | $1327122.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 6.0000%  | N/A     | $6156112.00        | $4914872.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $140000.00         | $58012.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $4700000.00        | $987730.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $1675000.00        | $32269.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $4015792.00        | $1811833.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $71845000.00       | $7785074.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $2520000.00        | $1705544.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.0000%  | N/A     | $2378656.00        | $18961.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-20      | 2.0000%  | N/A     | $364000.00         | $127433.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $29453888.00       | $1397633.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 1.5000%  | N/A     | $3551776.00        | $1862546.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1725000.00        | $1089418.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $8122.00           | $6861.51           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $970000.00         | $104915.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $850000.00         | $520732.96         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2846000.00        | $2051374.21        | Agency Mortgage-Backed Securities         |

### Security 193: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09AP8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch Long Rating: A; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1; Moody's Short Rating: P-1; Moody's Long Rating: A1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $139930200.00      | $143535623.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $54156700.00       | $56953693.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $142744200.00      | $136049310.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $132163900.00      | $140307934.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $151055500.00      | $136632398.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $141092600.00      | $141685623.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $143655500.00      | $142557751.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $118697100.00      | $122277731.72      | U.S. Treasuries (including strips) |

### Security 194: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25VU0
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Short Rating: NR; Fitch Long Rating: A+; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2158492.00        | $1674352.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $2000000.00        | $119717.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $47000000.00       | $25127272.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $38957504.00       | $39746577.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1078324.00        | $1123581.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $122000000.00      | $767307.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $1965000.00        | $30817.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.0000%  | N/A     | $133490176.00      | $124574554.45      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $50000000.00       | $49261404.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $33090816.00       | $3414253.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $3317000.00        | $74149.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 5.0000%  | N/A     | $437273.00         | $126357.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $200000.00         | $11834.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.6400%  | N/A     | $7065696.00        | $5896658.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.0000%  | N/A     | $2734440.00        | $385380.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 4.9900%  | N/A     | $44095000.00       | $45580318.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 4.0000%  | N/A     | $210434560.00      | $53469856.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $510500.00         | $37209.74          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $3370300.00        | $3175705.95        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.5000%  | N/A     | $3537000.00        | $422170.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.0000%  | N/A     | $1423168.00        | $290888.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1802948.00        | $1788869.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $520720.00         | $525138.90         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $20950343.68       | $18510927.56       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1000000.00        | $714513.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $7500000.00        | $47683.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.0000%  | N/A     | $440000.00         | $349273.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.5000%  | N/A     | $3204000.00        | $247587.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $300000.00         | $268892.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $1194846.00        | $349061.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 5.0000%  | N/A     | $1498292.00        | $317378.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 3.5000%  | N/A     | $3593832.00        | $428038.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $86088.00          | $86609.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 7.0000%  | N/A     | $93956.00          | $97697.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $843426.00         | $814461.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 6.0000%  | N/A     | $1450000.00        | $8743.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $7688968.00        | $1345912.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $487000.00         | $70413.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $3370556.00        | $602593.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $93888000.00       | $94279325.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $106000.00         | $82007.65          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $15984180.00       | $16661021.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $341951.00         | $130910.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1071084.00        | $1065494.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.5000%  | N/A     | $14310080.00       | $14367205.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $144123.00         | $10439.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-03-01      | 3.5000%  | N/A     | $1900000.00        | $860350.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $3782936.00        | $2421880.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $12326480.00       | $12667972.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1189822.00        | $1224500.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 4.0000%  | N/A     | $4878864.00        | $551536.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1575934.00        | $1645061.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $1354444.00        | $1402444.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3481132.00        | $3614186.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-15      | 2.8000%  | N/A     | $864435.00         | $730712.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $15000000.00       | $2091884.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $2906108.00        | $108490.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 4.0000%  | N/A     | $7457000.00        | $806517.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 4.0000%  | N/A     | $95000.00          | $6990.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $353812.00         | $103779.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $200000.00         | $167768.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 2.0000%  | N/A     | $246976.00         | $194805.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 2.5700%  | N/A     | $15129296.00       | $12755481.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $37901888.00       | $1090307.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.8000%  | N/A     | $14341968.00       | $12306868.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $234707.00         | $232276.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 4.0000%  | N/A     | $3000000.00        | $369511.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $7441537.00        | $125939.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1103320.00        | $1137148.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $36206800.00       | $2451934.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $400000.00         | $282131.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $120058000.00      | $13876113.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-02-15      | 2.9400%  | N/A     | $895523.00         | $775233.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $269942272.00      | $121883724.58      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.0000%  | N/A     | $25000.00          | $6855.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $300000.00         | $139163.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $2689316.00        | $2762646.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $11701568.00       | $9444965.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $15010352.00       | $10289214.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-04-01      | 4.0000%  | N/A     | $64571392.00       | $28844114.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.5000%  | N/A     | $28250784.00       | $27116873.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $19530.00          | $9545.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.5000%  | N/A     | $530000.00         | $19471.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $696940.00         | $723679.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $2333000.00        | $28541.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $2597720.00        | $2036532.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.0000%  | N/A     | $55000.00          | $31537.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $12175440.00       | $11918198.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2818064.00        | $2624227.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $2198708.00        | $699419.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-20      | 2.5000%  | N/A     | $1046182.00        | $45923.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $173475.00         | $18455.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $17713952.00       | $236413.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $35000000.00       | $32626039.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $852865.00         | $893067.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-15      | 3.6100%  | N/A     | $7968920.00        | $7115125.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-15      | 4.0000%  | N/A     | $251462.00         | $21342.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $37047255.04       | $19277502.11       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $324990.00         | $331909.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.9489%  | N/A     | $129224320.00      | $127445039.07      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5489%  | N/A     | $17744928.00       | $13307061.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-09-16      | 2.0000%  | N/A     | $73312512.00       | $59352203.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $2000000.00        | $21808.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $790000.00         | $487295.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $67335424.00       | $63451978.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $3250000.00        | $16635.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $2555512.00        | $275154.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $810145.00         | $514835.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $45985280.00       | $37665557.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $406000.00         | $76232.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $20895040.00       | $21318270.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | 4.0000%  | N/A     | $1302530.00        | $47841.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.0000%  | N/A     | $5009632.00        | $379686.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $246754.00         | $21936.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-04-15      | 5.5300%  | N/A     | $11632000.00       | $12047283.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1224458.00        | $1281504.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 2.8800%  | N/A     | $2393764.00        | $2065798.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1339256.00        | $188969.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $8022000.00        | $73019.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1105644.00        | $960128.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $64430000.00       | $50939151.19       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2882000.00        | $2384158.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $51977536.00       | $1329214.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 3.5000%  | N/A     | $473697.00         | $345515.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $2545988.00        | $122861.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $1464550.00        | $22662.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 3.5000%  | N/A     | $1043672.00        | $346716.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2408260.00        | $2394936.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2943544.00        | $3059200.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-08-15      | 2.5300%  | N/A     | $753087.00         | $635794.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 6.0000%  | N/A     | $239283968.00      | $227597140.96      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $296521.00         | $227664.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 4.0000%  | N/A     | $30000000.00       | $30122100.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 4.0000%  | N/A     | $510997.00         | $70935.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $357658.00         | $310423.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $7257808.00        | $7566110.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $4613000.00        | $499231.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $200000.00         | $17851.45          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $44282100.00       | $30788379.07       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $4000000.00        | $5742.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $10999168.00       | $6712529.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 5.0000%  | N/A     | $15066752.00       | $14438705.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1326030.00        | $1301006.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $69404.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $43599.00          | $5589.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $3610868.00        | $439267.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $8633696.00        | $8908354.32        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $27304700.00       | $11663148.00       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2064-06-20      | 4.0000%  | N/A     | $496678.00         | $465552.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.5900%  | N/A     | $12087000.00       | $12436078.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 1.5000%  | N/A     | $1200000.00        | $686737.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $102469.00         | $79401.78          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $158009200.00      | $162497314.79      | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $6243016.00        | $6414753.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $20301024.00       | $406063.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-20      | 2.5000%  | N/A     | $496000.00         | $30045.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $2303000.00        | $3450738.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $50004000.00       | $15225243.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $64000.00          | $44683.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $600943.00         | $582217.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $1036640.00        | $197178.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-06-15      | 6.2000%  | N/A     | $4810664.00        | $5199930.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-11-15      | 5.5500%  | N/A     | $1657464.00        | $1740535.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2452308.00        | $2255605.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $5421904.00        | $5537336.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $57000.00          | $36294.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.5200%  | N/A     | $8203000.00        | $8408148.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 1.5000%  | N/A     | $15000000.00       | $7680031.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $206000.00         | $27210.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.0000%  | N/A     | $16866400.00       | $13610025.93       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.0000%  | N/A     | $600000.00         | $86357.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1125828.00        | $1177150.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 5.5000%  | N/A     | $108605.00         | $5458.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $15726784.00       | $16079976.12       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1338166.00        | $875010.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $10400000.00       | $8016672.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $60668000.00       | $47450817.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $159832.00         | $23109.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-15      | 3.0000%  | N/A     | $2039044.00        | $33665.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.5000%  | N/A     | $16246976.00       | $546008.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1305218.00        | $1352640.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $1050702.00        | $77308.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1262488.00        | $1321727.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 4.0000%  | N/A     | $2129940.00        | $1985218.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1912316.00        | $1977701.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $2451088.00        | $1318370.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1215182.00        | $1242546.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.5000%  | N/A     | $11369744.00       | $1003200.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $135000.00         | $15743.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-20      | 3.5000%  | N/A     | $1414098.00        | $54326.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1935308.00        | $2010761.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $3935080.00        | $1371552.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.7400%  | N/A     | $329049.00         | $301297.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $9463450.00        | $7894147.52        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $109594000.00      | $38438670.78       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $10500000.00       | $8229891.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5289%  | N/A     | $100000000.00      | $75532949.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.0000%  | N/A     | $3196676.00        | $280585.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $25643232.00       | $26002597.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $800000.00         | $414504.46         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $8137959.99        | $2063778.52        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1040824.00        | $1089312.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1406418.00        | $1406565.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.0000%  | N/A     | $45562752.00       | $2273285.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $14840000.00       | $11596324.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $662000.00         | $586446.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1352864.00        | $1403726.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $23091552.00       | $19218402.52       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $137928.00         | $5882.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2542308.00        | $2629237.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 5.0000%  | N/A     | $300000.00         | $12912.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $1870000.00        | $140504.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $600000.00         | $396639.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000000.00        | $357523.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $5510440.00        | $113291.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $1310000.00        | $140093.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $150000.00         | $9444.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1035050.00        | $1062414.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 4.0000%  | N/A     | $100190592.00      | $33649344.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.0000%  | N/A     | $100000.00         | $61414.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $600000.00         | $354085.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $899386.00         | $81242.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $123187584.00      | $123057877.99      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $200000.00         | $7992.55           | Agency Mortgage-Backed Securities         |

### Security 195: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005E89
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA; Moody's Long Rating: NR; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $1832598400.00     | $1883132575.77     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $155636500.00      | $156867460.21      | U.S. Treasuries (including strips) |

### Security 196: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165000249.15
- **C.18.a - Value (excl. sponsor support):** $165000249.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011II0
- **C.18 - Value (incl. sponsor support):** $1824000000.00
- **C.18.a - Value (excl. sponsor support):** $1824000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Moody's Long Rating: A1; Standard & Poor's Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $2952219.68        | $2022320.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $342000.00         | $361595.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $2684654.40        | $2753988.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $22.06             | $6.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $565166.40         | $578911.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $2627016.00        | $2210071.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $8046837.58        | $5654094.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $45.60             | $44.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $541317.60         | $807313.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $55449.60          | $43661.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $12495220.80       | $11175601.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $146115031.20      | $148836749.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $75103.20          | $76614.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $415963.20         | $435565.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2025-11-30      | 2.8750%  | N/A     | $4924.80           | $4994.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $353947.20         | $362464.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $583063.42         | $331938.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $15577447.15       | $10140668.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $459739.20         | $466288.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $158.55            | $65.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $45.60             | $45.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $57.00             | $17.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $7306989.60        | $9606868.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $57.00             | $36.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $45.60             | $48.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $228.00            | $236.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $42186292.80       | $41765366.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $7458655.20        | $7632339.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $42727.20          | $44481.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $57.00             | $31.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $10302465.00       | $8406265.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $91792.80          | $93572.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $834823.98         | $601297.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $45.60             | $40.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $2149138.89        | $1529252.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $22982308.80       | $22022722.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $2348628.00        | $2662493.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $3683625.00        | $2124608.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $45.60             | $17.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $633064.80         | $638019.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $386095.20         | $527465.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $151574.40         | $155479.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $8318271.79        | $6135116.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $317649.60         | $381788.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $64697325.72       | $47153351.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $807302.40         | $760690.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $163244531.54      | $86229842.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $2536151.57        | $1263525.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $273.60            | $257.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $107205.60         | $110253.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $342.00            | $156.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $22298.40          | $22047.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $4793016.00        | $4929157.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $7296000.00        | $6957476.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $10195932.00       | $4652036.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $9804.00           | $21097.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $406615.20         | $403511.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $364.80            | $418.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $25237320.00       | $6620253.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $769864.80         | $716682.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $688286.40         | $683026.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $1089384.00        | $292216.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $19367216.87       | $7057394.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $632985.00         | $370369.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $342045.60         | $701552.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $3149936.05        | $1919010.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $293344.80         | $302466.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $52713.60          | $50139.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $1629926.40        | $1650059.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $1638180.00        | $1637363.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $3599846.40        | $3552765.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $32133864.00       | $22506785.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $43912.80          | $46200.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $15339654.44       | $9476792.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $123074.40         | $123569.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $5912952.00        | $5876588.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $85785.00          | $67713.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $88205630.40       | $114506814.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $67735197.60       | $49095992.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $45.60             | $20.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $56.99             | $19.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $133163.40         | $129761.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $549665.65         | $244775.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $5838441.60        | $5795786.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $1576118.40        | $560013.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1444256.51        | $709577.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $1123675.20        | $1083422.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $250435.20         | $260984.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $1219297.58        | $803986.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $482220.00         | $496442.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $2350224.00        | $938329.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $647064.00         | $611473.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $45775605.60       | $50777675.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $1301332.80        | $695918.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $6326813.09        | $2692609.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $4377.60           | $4454.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $6506423.67        | $2317848.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $514185.60         | $489796.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $632985.00         | $329373.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $182.40            | $179.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $5611764.00        | $5706441.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $13720948.80       | $13077418.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $1647528.00        | $1715206.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $19204941.60       | $19784280.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $4035417.60        | $1240806.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $6519908.96        | $4131946.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $34125489.60       | $21900146.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $16645869.60       | $10203893.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $1166448.00        | $1102891.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $24.16             | $7.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $1014508.80        | $1048729.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $5896946.40        | $6021861.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $123.93            | $39.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $70452.00          | $73940.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $10547461.45       | $5658607.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $57.00             | $18.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $16370.40          | $5899.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $1626175.25        | $647190.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $12898416.00       | $5416006.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1513600.80        | $611304.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $6090381.93        | $2248197.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $60447086.40       | $61745363.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $25573694.68       | $21945835.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $57.92             | $29.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $72139.20          | $66744.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $940894.54         | $566303.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $884457.60         | $531060.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $125673.60         | $126072.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $29668454.40       | $34805081.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $52576.80          | $53991.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $11903606.40       | $10547772.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $72862.38          | $34821.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $44004.00          | $44352.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $57.00             | $44.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $23112588.00       | $23724268.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $10944.00          | $2754.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $1335988.80        | $1375976.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $12448.80          | $9461.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $378936.00         | $170668.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $5105433.00        | $4639363.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $65603352.00       | $68939377.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $6703880.66        | $2604591.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $1067404.80        | $1011843.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $151437.60         | $154001.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1164480.84        | $777902.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $3491820.00        | $3531221.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $5637528.00        | $5661426.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $6152169.60        | $6333677.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $153945.60         | $159857.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $117675451.20      | $125997508.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $40806585.00       | $33635725.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $22809484.80       | $6195808.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $25171473.96       | $8432896.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $47378.40          | $51255.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $57.00             | $17.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $90761328.00       | $99885530.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $530385.00         | $179915.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $3090448.80        | $3107486.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $1064349.60        | $1103760.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $291441.00         | $235255.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $2754832.80        | $2729832.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $181545.00         | $100193.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $69203061.60       | $17931066.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1876790.01        | $910312.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $45.60             | $46.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $645468.00         | $643377.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $564938.40         | $571541.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $57.00             | $42.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $64797.60          | $86193.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $5556907.20        | $2930440.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $91.20             | $122.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $14442843.02       | $10896027.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.8750%  | N/A     | $1093989.60        | $1097985.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $1110292.27        | $659763.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $364.80            | $371.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $4462188.00        | $1737040.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.9854%  | N/A     | $820.80            | $823.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $963984.00         | $767216.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $61879.20          | $65692.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1735216.26        | $876884.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $347517.60         | $355829.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $69647296.80       | $78677444.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $1912008.57        | $1673496.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $4648646.40        | $4555009.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $98159380.80       | $100508653.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $91.20             | $86.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $97467023.81       | $67602153.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $3.53              | $1.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $129230.40         | $122672.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $140356.80         | $172631.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $280166.40         | $253415.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $235296.00         | $96152.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $136.80            | $39.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $1540048.80        | $1530224.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $502831.20         | $477496.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $2696692.80        | $2797983.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $182.40            | $173.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 1.3750%  | N/A     | $336847.20         | $317624.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $250800.00         | $262553.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $13.27             | $8.98              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $53328242.40       | $30653785.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $147801.00         | $118010.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $547747.20         | $543797.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $91.20             | $98.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $213.29            | $83.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $77748.00          | $78819.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $20802674.40       | $6229818.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $1631568.00        | $1550391.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $182.40            | $174.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $158505.60         | $159209.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $3550963.20        | $2257701.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $95494015.20       | $97788377.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $136.80            | $145.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $111856.80         | $114629.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $20328456.61       | $7160841.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $819568.80         | $248592.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $306842.40         | $309944.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $64353.00          | $59006.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $57.00             | $43.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $182.40            | $49.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $129002.40         | $155406.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $2487643.38        | $1555705.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $2428884.00        | $2384942.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $100502.40         | $102833.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $57.00             | $23.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $2236725.60        | $2331203.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1867776.00        | $969876.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $8527.20           | $9103.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $410.40            | $428.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $15867158.40       | $17184260.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $607926.20         | $582223.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $2583836.81        | $932429.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $7244700.00        | $5912131.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $5235199.20        | $5563156.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $171.00            | $55.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $45.60             | $47.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $206568.00         | $151844.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $182.40            | $181.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $74191.20          | $71390.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $6948847.20        | $4658055.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $2154423.57        | $815513.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $729189.60         | $547212.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $356.50            | $136.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $57.00             | $53.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $229778.40         | $227735.27         | U.S. Treasuries (including strips) |

### Security 199: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999935870.00
- **C.18.a - Value (excl. sponsor support):** $999935870.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1250326879.20
- **C.18.a - Value (excl. sponsor support):** $1250326879.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Short Rating: NR; Fitch Long Rating: NR; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008Q91
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Long Rating: NR; Standard & Poor's Long Rating: A+; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1; Fitch Long Rating: NR; Moody's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $531000.00         | $177894.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $5052000.00        | $1840943.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $5721000.00        | $2304687.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $16000.00          | $5684.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $503000.00         | $268991.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $24250000.00       | $16255623.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $13493000.00       | $4806746.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $600000.00         | $307651.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $21326900.00       | $20941069.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $21957000.00       | $5889745.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $13093194.77       | $7780303.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $110600.00         | $35146.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $7223000.00        | $3295594.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $350800000.00      | $365592835.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $5974000.00        | $1966598.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $455300.00         | $116789.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $75000.00          | $28761.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $26074000.00       | $13750149.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $68300.00          | $21000.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $130900.00         | $34607.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $44876000.00       | $24766840.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $56300.00          | $14167.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $56000.00          | $15837.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $16580000.00       | $6454262.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $400000.00         | $134936.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $125813500.00      | $123391250.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1287000.00        | $624242.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $83000.00          | $27004.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $5052000.00        | $2414386.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $64000.00          | $18952.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $56000.00          | $22049.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $80000.00          | $22422.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $115900.00         | $32308.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $260200400.00      | $269058198.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $94000.00          | $33874.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $700200.00         | $710180.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $190500.00         | $49360.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $49846600.00       | $50564875.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $613800.00         | $588079.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $10547500.00       | $10156040.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $51461200.00       | $15225310.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $3072800.00        | $3098079.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $940000.00         | $454975.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $25062000.00       | $11113593.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $4852000.00        | $2451938.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $770000.00         | $332297.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $101000.00         | $45489.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $272000.00         | $74816.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $5052000.00        | $1552393.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $540000.00         | $189397.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $441000.00         | $126133.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $5052000.00        | $2344537.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $21910000.00       | $10139794.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $665000.00         | $265501.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $266077500.00      | $268644627.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $500000.00         | $253045.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $460000.00         | $193152.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $2240000.00        | $904677.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $75000.00          | $36853.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $94132100.00       | $92597728.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $23132800.00       | $23671475.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $175300.00         | $88519.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $7183500.00        | $1951275.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $32000.00          | $14378.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $35179000.00       | $13829040.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $14995000.00       | $4997413.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $157318900.00      | $163963985.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $29331000.00       | $17653683.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $6056000.00        | $2054292.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $170537700.00      | $166068250.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $131000.00         | $33296.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $44083800.00       | $13201863.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $748000.00         | $272824.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $258506500.00      | $264618921.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $24951000.00       | $8028807.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $34660800.00       | $9092221.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $40000.00          | $19079.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $25199200.00       | $24963929.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $398000.00         | $150654.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $6391000.00        | $1638927.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $34791500.00       | $9390191.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $24197000.00       | $7903611.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $437000.00         | $181040.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $62000.00          | $21463.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $15250000.00       | $3891647.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $5756100.00        | $6059546.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $12000000.00       | $6142932.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $164700.00         | $47670.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $50000.00          | $15708.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $2830000.00        | $1329548.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $575000.00         | $215120.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $150944600.00      | $152937273.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $25775000.00       | $10963138.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $8215500.00        | $2491933.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $42972000.00       | $25143561.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $526000.00         | $269859.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $898000.00         | $466508.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $339000.00         | $99191.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $496000.00         | $198531.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $16740000.00       | $5721062.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $33019000.00       | $9352697.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $806500.00         | $401978.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $282200.90         | $120101.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $15000.00          | $5685.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $65000.00          | $26561.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $796000.00         | $287252.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $250000.00         | $99495.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $42000.00          | $15544.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $9233000.00        | $4599936.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $111189700.00      | $115753892.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $397950500.00      | $406380302.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $2407000.00        | $1052816.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $39475000.00       | $24387536.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $391000.00         | $122890.52         | U.S. Treasuries (including strips) |

### Security 202: WELLS FARGO SECURITIES LLC (REPO)

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008Q67
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch Short Rating: NR; Standard & Poor's Long Rating: A+; Moody's Long Rating: NR; Moody's Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $743687.00         | $477299.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 5.0000%  | N/A     | $935000.00         | $246534.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $86295.00          | $58413.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $2972285.00        | $1485391.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $9121747.00        | $9315459.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $25825.00          | $3303.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.5000%  | N/A     | $1653612.00        | $11245.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $1061797.00        | $1093594.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $44143.00          | $40014.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1105268.00        | $661053.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $154348.00         | $953.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2824000.00        | $2281347.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2738505.00        | $2800344.50        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $760000.00         | $260157.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2165338.00        | $2036340.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000000.00        | $884570.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 2.0000%  | N/A     | $50000.00          | $12436.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11015112.00       | $9637866.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $190000.00         | $20236.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $3624577.00        | $3559719.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.5000%  | N/A     | $706000.00         | $421955.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1401099.00        | $1402808.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1051628.00        | $1095257.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $5599033.00        | $5515720.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6681771.00        | $6860834.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1500000.00        | $423797.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $4055761.00        | $2412622.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $42694345.00       | $27516291.85       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $56903573.00       | $40746421.64       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $9181682.00        | $8509542.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $732000.00         | $324661.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $175000.00         | $175397.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $196073.00         | $159315.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $782.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $50198215.00       | $40524817.96       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 6.0000%  | N/A     | $1774294.00        | $1814608.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.0000%  | N/A     | $3273760.00        | $3349917.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $564000.00         | $530715.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $18000.00          | $2597.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $139148229.00      | $142036667.94      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $100000.00         | $3313.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $38450945.00       | $40306510.70       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $37000.00          | $11217.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $620452.00         | $2703.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $13289766.00       | $11439321.28       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $9000.00           | $874.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $63494.00          | $26266.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $175000.00         | $42942.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.0000%  | N/A     | $1026136.00        | $717215.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $7432393.00        | $1067988.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $96510.00          | $1118.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $17527451.00       | $15687005.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $2000000.00        | $5938.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $100000.00         | $35927.93          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $4918618.00        | $3184351.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $16815644.00       | $6177960.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $235000.00         | $894.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $1947405.00        | $66736.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2868944.00        | $2450755.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $527945.00         | $354876.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $195000.00         | $104217.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $1566704.00        | $1536864.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $27283.00          | $21693.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1469000.00        | $341146.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 1.5000%  | N/A     | $10000000.00       | $5370157.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $90963.00          | $56726.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $1124928.00        | $1115513.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $30432031.00       | $28493275.24       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $13527690.00       | $13567096.16       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1135758.00        | $1141442.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $777803.00         | $438053.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 7.5000%  | N/A     | $556477.00         | $460452.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $424445.00         | $409198.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 3.0000%  | N/A     | $20807372.00       | $18732752.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 2.5000%  | N/A     | $600000.00         | $369394.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 5.0000%  | N/A     | $111130.00         | $54828.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 7.0000%  | N/A     | $174000.00         | $5169.12           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $30754.17          | $13088.57          | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $63162.00          | $40732.42          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 7.0000%  | N/A     | $1295273.00        | $625302.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $15822968.00       | $15710656.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $7636467.00        | $4614049.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $760294.00         | $668930.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2900000.00        | $2948113.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.0000%  | N/A     | $422274.00         | $83043.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $10000.00          | $1783.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.0000%  | N/A     | $10000000.00       | $5733308.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | 1.5000%  | N/A     | $250000.00         | $142031.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $158412.00         | $966.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $318440159.00      | $312744847.82      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $45887413.00       | $42772647.23       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $28105.00          | $28153.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $11420645.00       | $2938572.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $242076558.00      | $183838579.46      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.5000%  | N/A     | $1705000.00        | $208549.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1010000.00        | $979464.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1013721.00        | $514042.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 5.0000%  | N/A     | $2410762.00        | $5222.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1367881.00        | $1444925.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $112000.00         | $2667.12           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2689568.00        | $2599756.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $2000.00           | $927.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 6.0000%  | N/A     | $1830000.00        | $5611.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $409586.00         | $268228.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.0000%  | N/A     | $6517692.00        | $3246381.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $31439923.00       | $20686219.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $14130665.00       | $12977450.93       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $744.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $380311.00         | $296961.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.0000%  | N/A     | $1200000.00        | $28241.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $31173.00          | $22623.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $8000.00           | $4031.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $26000.00          | $19064.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $86000.00          | $83198.33          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1752250.00        | $1725291.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 6.0000%  | N/A     | $3136193.00        | $6517.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $145000.00         | $96807.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2059-01-01      | 5.0000%  | N/A     | $1200000.00        | $459388.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $125000.00         | $107262.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $113000.00         | $42607.08          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.0000%  | N/A     | $1000000.00        | $82106.29          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $100000.00         | $76795.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2272205.00        | $2169102.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $135000.00         | $102685.87         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1508580.00        | $762010.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $5097833.00        | $4931168.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2130216.00        | $1837489.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $2210000.00        | $211269.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $49603700.00       | $43645739.02       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $4858654.00        | $4219865.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 5.5000%  | N/A     | $1667179.00        | $1668257.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $158000.00         | $118690.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4754089.00        | $4955751.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1009359.00        | $1050332.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $90158146.00       | $73386683.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $10600000.00       | $4755670.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.0000%  | N/A     | $36000.00          | $7517.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1091642.00        | $1138400.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $18000.00          | $12974.26          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $121811223.00      | $110410455.52      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $13754437.00       | $13118804.80       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1557050.00        | $1588039.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-01-01      | 3.5000%  | N/A     | $5000.00           | $2181.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 2.0000%  | N/A     | $537973.00         | $73345.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $114000.00         | $72302.51          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1033387.00        | $348123.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1650664.00        | $1651185.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3467333.00        | $807712.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $725000.00         | $555025.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $10931000.00       | $9837789.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $9658000.00        | $8604034.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $200000.00         | $80237.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3681325.00        | $151585.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $11286851.00       | $11184022.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1784486.00        | $774917.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $599282.00         | $549406.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $1462454.00        | $677188.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3468996.00        | $3582519.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-07-01      | 5.0000%  | N/A     | $155000.00         | $49574.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $335000.00         | $243040.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1107297.00        | $799871.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $250000.00         | $208868.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $2717275.00        | $2299670.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $100000.00         | $77468.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $108606980.00      | $84309862.24       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1031452.00        | $985351.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $7096854.00        | $12639.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1424363.00        | $1370773.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $2597000.00        | $557950.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $39300000.00       | $11884164.38       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2450000.00        | $70985.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $23377675.00       | $17923616.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $280000.00         | $239321.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1242000.00        | $1279577.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1059368.00        | $1077224.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2141079.00        | $2206230.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $415000.00         | $5086.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $300000.00         | $51293.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1500883.00        | $384127.10         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $23146110.00       | $19959780.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $2175047.00        | $1803606.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2976580.00        | $3037095.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $44100000.00       | $37542094.70       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $34950.00          | $24984.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2363468.00        | $2447287.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $31941157.00       | $29577925.35       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $9409739.00        | $8493788.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 1.5000%  | N/A     | $40000.00          | $25566.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $100151280.00      | $26569302.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $6803000.00        | $1580560.27        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $1066377.00        | $1026888.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $489303.00         | $318760.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $5502400.00        | $787063.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $28293079.00       | $23376190.35       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $100000.00         | $34862.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 3.5000%  | N/A     | $13352538.00       | $12435071.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1275411.00        | $1282581.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 3.5000%  | N/A     | $50790.00          | $12828.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.0000%  | N/A     | $357235.00         | $253509.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $13855694.00       | $10209909.44       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $10000.00          | $6595.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $100000.00         | $988.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $10891639.00       | $11205621.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.0000%  | N/A     | $1568545.00        | $1605392.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 1.5000%  | N/A     | $1000000.00        | $450491.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $108026.00         | $87362.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1053932.00        | $1113229.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $31473252.00       | $25248972.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2457810.00        | $447028.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $75353.00          | $52754.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $15234900.00       | $15777373.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $33808779.00       | $35264415.98       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8065.00           | $1463.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $49296.00          | $48317.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $7955604.00        | $7818375.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $43000.00          | $7564.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $5709391.00        | $2761168.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $90000000.00       | $3655717.33        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $97690000.00       | $90306074.78       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1055162.00        | $689123.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1241682.00        | $1206785.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $32613409.00       | $6618349.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $4338408.00        | $266029.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.0000%  | N/A     | $156000.00         | $131622.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $13771266.00       | $13418655.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $60000.00          | $9681.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.5000%  | N/A     | $1365305.00        | $994209.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $1292271.00        | $1300992.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1541952.00        | $1550280.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 1.5000%  | N/A     | $40000000.00       | $29410543.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $143147.00         | $123675.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.5000%  | N/A     | $3201293.00        | $380662.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2991268.00        | $344280.78         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1911562.00        | $1464433.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $399760.00         | $258825.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $1204100.00        | $1138146.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $900000.00         | $480811.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $3000.00           | $2423.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 3.0000%  | N/A     | $9000.00           | $1005.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $194000.00         | $4815.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $105000.00         | $66933.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $116000.00         | $28218.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2027420.00        | $1852601.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $200000.00         | $126816.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $929467.00         | $897334.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $3892202.00        | $3834144.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2043105.00        | $1707821.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $380536.00         | $230198.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $19000.00          | $17679.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1560516.00        | $1205043.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $1678415.00        | $1502994.57        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $9621960.00        | $7125823.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $2269576.00        | $1311307.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 2.5000%  | N/A     | $234967165.00      | $4506611.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 3.5000%  | N/A     | $1400000.00        | $129044.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $14465521.00       | $14456754.89       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2475809.00        | $2070795.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $19219122.00       | $18466712.94       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $106334.00         | $18552.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $21549191.00       | $21265676.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $20130740.00       | $4313842.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 5.0000%  | N/A     | $94701.00          | $9057.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 7.5000%  | N/A     | $15000000.00       | $5961.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 4.5000%  | N/A     | $456011.00         | $441257.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $200000.00         | $184359.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $506591.00         | $134984.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $468285.00         | $434033.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 6.0000%  | N/A     | $1490966.00        | $1557610.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $966929.00         | $6417.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 1.5000%  | N/A     | $4742000.00        | $2957103.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-11-01      | 5.5000%  | N/A     | $22402429.00       | $22906575.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 5.0000%  | N/A     | $29000.00          | $8818.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $107000.00         | $82771.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $250000.00         | $101768.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2063961.00        | $2145817.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $4689000.00        | $886075.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $7108071.00        | $6007769.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $80000.00          | $54133.37          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2589690.00        | $2405366.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1563500.00        | $1588494.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $30000000.00       | $18302898.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $352000.00         | $334924.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $14498567.00       | $13095017.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 2.5000%  | N/A     | $1092409.00        | $194560.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $10802518.00       | $2262538.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1681150.00        | $1744408.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2775507.00        | $2927002.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $100000.00         | $77082.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $4165144.00        | $595547.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1304750.00        | $1380550.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-25      | 2.0000%  | N/A     | $35000.00          | $23662.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $26698284.00       | $24024207.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 3.5000%  | N/A     | $2100764.00        | $1674716.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $66921.00          | $44088.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1138053.00        | $1147606.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.5000%  | N/A     | $49380.00          | $1377.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $61104866.00       | $55166710.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 2.5000%  | N/A     | $766640.00         | $480863.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1300820.00        | $1354147.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $814290.00         | $207321.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.0000%  | N/A     | $6420575.00        | $3221594.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $1160823.00        | $1146154.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $125000.00         | $83915.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 6.0000%  | N/A     | $645388.00         | $1801.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $399960.00         | $319441.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $11000.00          | $8450.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $7105673.00        | $5383615.88        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 6.5000%  | N/A     | $1049250.00        | $1080764.16        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.5000%  | N/A     | $4400000.00        | $37801.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1261943.00        | $1096369.68        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 5.0000%  | N/A     | $1100000.00        | $973508.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $220000.00         | $37985.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $47000.00          | $38878.78          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 5.0000%  | N/A     | $1761994.00        | $329174.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1011106.00        | $1026112.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $738279.00         | $634309.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $19051000.00       | $18841494.07       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $285071.00         | $177683.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $11000.00          | $7306.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3703320.00        | $3731180.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3230000.00        | $2596455.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0000%  | N/A     | $203445.00         | $23820.77          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $77137760.00       | $63634753.35       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.0000%  | N/A     | $7900000.00        | $3394769.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $650000.00         | $378625.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $8000.00           | $604.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $12602472.00       | $11056945.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1032096.00        | $1064031.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $13252719.00       | $13884502.62       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 2.0000%  | N/A     | $215000.00         | $8572.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $225000.00         | $142108.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $8919000.00        | $7993962.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2798000.00        | $2622222.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $77500.00          | $57562.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $10847701.00       | $9454227.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $12197427.00       | $12644769.45       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 5.0000%  | N/A     | $154953.00         | $12661.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $28926348.00       | $21276354.37       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.0000%  | N/A     | $131987.00         | $21066.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $9784320.00        | $9919959.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1497932.00        | $1592169.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2881496.00        | $2632671.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $930412.00         | $516742.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $229000.00         | $30917.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $2309346.00        | $1958038.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $1794390.00        | $1536973.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $621400.00         | $9251.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $44791555.00       | $41003792.11       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $786053.00         | $619828.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $6000.00           | $4599.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.5000%  | N/A     | $125000.00         | $77993.02          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $2563070.00        | $2481470.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $5701056.00        | $5327505.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1841285.00        | $1848810.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $187250.00         | $92922.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3477271.00        | $3555359.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1734824.00        | $1794383.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $24505631.00       | $18668958.74       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $388461.00         | $7077.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $1460000.00        | $91543.50          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $45000.00          | $26927.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 1.5000%  | N/A     | $79712.00          | $43963.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $46714173.00       | $48999243.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1599000.00        | $524644.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1865248.00        | $1318841.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2573900.00        | $2673900.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $465000.00         | $379697.96         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $767000.00         | $76324.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $2969000.00        | $422490.13         | Agency Mortgage-Backed Securities  |

### Security 203: NORINCHUKIN BANK NEW YORK BRANCH (REPO)

- **C.1 - Title:** NORINCHUKIN BANK NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493007VSMFZCPV1NB83, C.5 - Other ID: 0QP001SY0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A; Moody's Long Rating: A1; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $29904950.00       | $31280329.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $100000000.00      | $100870000.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $6319200.00        | $6147436.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $128220650.00      | $128579667.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $90200.00          | $89414.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $13362400.00       | $13310791.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $25000000.00       | $25722370.75       | U.S. Treasuries (including strips) |

### Security 204: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5917380057.98
- **C.18.a - Value (excl. sponsor support):** $5917380057.98
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1495964708.55
- **C.18.a - Value (excl. sponsor support):** $1495964708.55
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275599838.25
- **C.18.a - Value (excl. sponsor support):** $275599838.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16DT7
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Long Rating: A1; Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Long Rating: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $264279.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $200000.00         | $128076.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-10-20      | 7.0000%  | N/A     | $669052.00         | $509571.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $439423.00         | $370906.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-15      | 2.9000%  | N/A     | $511660.00         | $469298.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-03-15      | 10.5000% | N/A     | $20997778.00       | $22360365.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $73255.00          | $75154.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | 7.0000%  | N/A     | $715940.00         | $177949.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-16      | 3.5000%  | N/A     | $16583130.00       | $22857254.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $1633282.00        | $919242.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1497110.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $559832.00         | $183433.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $2759897.00        | $896136.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 8.0000%  | N/A     | $682588.00         | $157038.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $54219.00          | $56765.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $265982.00         | $98491.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $191058.00         | $194841.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-07-20      | 4.5990%  | N/A     | $1872459.00        | $831635.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $302081.00         | $314494.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $6899059.00        | $1889062.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $5214716.00        | $1879086.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 8.0000%  | N/A     | $124440635.00      | $139910266.02      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $793781721.00      | $780910550.39      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $161850.00         | $167000.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $27771289.00       | $26021414.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.0000%  | N/A     | $118045.00         | $121472.99         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $46459400.00       | $47726561.91       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2150127.00        | $2224886.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $936000.00         | $182659.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $273225.00         | $89758.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $257018.00         | $264950.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $1167653.00        | $291650.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-20      | 7.0000%  | N/A     | $158730.00         | $163623.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $292428.00         | $113775.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.0000%  | N/A     | $506881.00         | $262096.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-15      | 2.6000%  | N/A     | $250000.00         | $211939.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $1157806.00        | $351726.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $25000000.00       | $3736272.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-10-20      | 6.0000%  | N/A     | $1038864.00        | $858788.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $140019.00         | $144318.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $27911710.00       | $26492703.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $97003.00          | $88138.74          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $987353.00         | $465556.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $30000000.00       | $29711077.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-10-20      | 5.0000%  | N/A     | $12142000.00       | $2013667.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-08-20      | 7.0000%  | N/A     | $899777.00         | $699615.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $674903.00         | $237142.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $523456.00         | $115180.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-16      | 4.7500%  | N/A     | $10020730.00       | $10059085.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $5708359.00        | $5892362.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-08-20      | 7.5000%  | N/A     | $282154.00         | $291545.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $589318.00         | $352184.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $963307.00         | $566556.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $6099493.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $188549.00         | $153105.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $1319429.00        | $695166.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $9911162.00        | $2697666.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $1174180.00        | $1172916.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $126169105.00      | $26233920.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.0000%  | N/A     | $211835.00         | $73608.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $509696.00         | $112361.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $6578007.00        | $4119150.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $12192282.00       | $11005161.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $14048363.00       | $2213035.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $280710.00         | $288794.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $150753.00         | $160850.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $210586.00         | $216503.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 7.0000%  | N/A     | $687481.00         | $176779.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $290000.00         | $138133.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $467685.00         | $95416.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1101111.00        | $1116060.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.0000%  | N/A     | $746271.00         | $200330.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $700000.00         | $502209.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $545505.00         | $112299.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $118362.00         | $122186.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.0000%  | N/A     | $200000.00         | $124850.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-09-20      | 4.3140%  | N/A     | $1420000.00        | $66869.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-09-20      | 4.5000%  | N/A     | $168875.00         | $162556.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 8.0000%  | N/A     | $262036.00         | $274747.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.7500%  | N/A     | $93186250.00       | $91953376.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $50000000.00       | $31085192.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.5000%  | N/A     | $164959.00         | $170350.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-16      | 5.0000%  | N/A     | $135641808.00      | $135657551.05      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-09-20      | 7.0000%  | N/A     | $218390.00         | $224198.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 6.0000%  | N/A     | $335038.00         | $341356.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $991809.00         | $111563.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $249670.00         | $257560.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 6.7960%  | N/A     | $700000.00         | $93271.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.5000%  | N/A     | $560764.00         | $156016.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $3999737.00        | $631067.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $1531257.00        | $401862.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.5000%  | N/A     | $141190.00         | $145865.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $478913.00         | $256225.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-08-20      | 7.0000%  | N/A     | $651588.00         | $233316.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $2120000.00        | $1183603.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $1900000.00        | $470499.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $1000000.00        | $608830.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $1919660.00        | $424920.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $50000000.00       | $36444154.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $492333.00         | $264787.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $1000000.00        | $232457.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $3014078.00        | $805125.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $1635337.00        | $77318.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $1000.00           | $920.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $583128.00         | $388894.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $157290.00         | $163753.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $70264.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 4.5000%  | N/A     | $4410048.00        | $4293169.85        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $77359400.00       | $78700574.79       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $1195308.00        | $1256430.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $94547.08          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $4207099.00        | $1172847.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $220259.00         | $107815.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $7928316.00        | $7563745.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $279355.00         | $197185.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $165362.00         | $170026.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-07-20      | 7.0000%  | N/A     | $130853.00         | $134484.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $19413379.00       | $19229365.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.5000%  | N/A     | $610666.00         | $209497.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | 5.0000%  | N/A     | $18700000.00       | $18825030.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $7481362.00        | $3543143.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.0000%  | N/A     | $863168.00         | $887380.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-11-20      | 4.4350%  | N/A     | $1050000.00        | $402238.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $34955246.00       | $34576914.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.5000%  | N/A     | $920962.00         | $234557.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1259531.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.5000%  | N/A     | $1039990.00        | $521706.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $114193.00         | $117425.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $5000000.00        | $1651414.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $705496.00         | $380222.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $335000.00         | $131319.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $3702169.00        | $3368746.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $1943975.00        | $744353.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $426681.00         | $439768.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $157305.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $65359.00          | $67206.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $7695787.00        | $6614630.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $2006754.00        | $619425.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $7942871.00        | $7967565.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $56911431.00       | $56670301.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $6419235.00        | $1733352.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-09-20      | 7.5000%  | N/A     | $261822.00         | $270209.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $701558.00         | $679761.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $160778.00         | $114775.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $972680.00         | $939140.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $391633.00         | $220616.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $8054059.00        | $8083459.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $605846.00         | $174970.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 6.0000%  | N/A     | $10500000.00       | $4414879.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-11-20      | 3.0000%  | N/A     | $5000000.00        | $4582769.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $258962.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $14478680.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-05-15      | 10.7500% | N/A     | $14534400.00       | $15478896.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.7500%  | N/A     | $50000000.00       | $49305551.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $825285.00         | $740612.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-08-20      | 7.0000%  | N/A     | $258783.00         | $140250.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $2429853.00        | $2505122.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $51058.00          | $52677.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $3361728.00        | $3023064.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $42900001.00       | $40446223.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $292384.00         | $300233.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $248429.00         | $220945.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 8.0000%  | N/A     | $1191765.00        | $200668.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $976071.00         | $464678.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $30510291.00       | $26101559.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $750475.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-15      | 2.7000%  | N/A     | $250000.00         | $213527.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $150756.00         | $160335.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $7688766.00        | $925968.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2843631.00        | $2866644.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-07-20      | 5.7340%  | N/A     | $19600000.00       | $19193586.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.5000%  | N/A     | $2598746.00        | $2567154.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-16      | 5.0000%  | N/A     | $9737211.00        | $9817565.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $3524287.00        | $2073209.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-16      | 4.0138%  | N/A     | $7719393.00        | $8809303.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 5.0000%  | N/A     | $75163000.00       | $73006914.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $517834114.00      | $526184189.09      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $6062496.00        | $2912147.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $2869657.00        | $2800868.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $1572352.00        | $195555.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 1.5000%  | N/A     | $2160000.00        | $773535.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $357584.00         | $319574.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-15      | 5.0000%  | N/A     | $15084853.00       | $15309647.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-01-16      | 4.7500%  | N/A     | $266992.00         | $266654.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-20      | 6.5000%  | N/A     | $3154735.00        | $2671144.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $10013074.04       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $8571086.00        | $8465344.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $186351.00         | $191947.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $218221.00         | $83769.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $142755.00         | $146575.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $1843605.00        | $540030.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $100000000.00      | $11394950.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $1283431.00        | $224411.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $6370173.00        | $4772601.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $714601.00         | $118993.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $582011.00         | $605600.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3140261.00        | $3239926.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-15      | 2.8500%  | N/A     | $1516787.00        | $1386221.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $31489462.00       | $31251176.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.7500%  | N/A     | $728548.00         | $722815.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $2706538.00        | $1156193.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $363177.00         | $142334.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $520628.00         | $380431.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $5022104.00        | $4161671.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $34697000.00       | $16685349.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.5000%  | N/A     | $147773.00         | $151843.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $310590.00         | $319525.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2072-05-20      | 5.9240%  | N/A     | $14553844.00       | $13829834.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.5000%  | N/A     | $7541565.00        | $3235946.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $978560.00         | $220483.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5243%  | N/A     | $20000000.00       | $3865752.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $1293498.00        | $1093978.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $634233.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $2741030.00        | $534098.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $173287.00         | $90682.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $674980.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $812023.00         | $189446.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $66988.00          | $68947.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $15248417.00       | $15311972.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.5000%  | N/A     | $776910.00         | $597035.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $170000000.00      | $31630568.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $1168172.00        | $103401.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $521482.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.5000%  | N/A     | $176539.00         | $181723.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $215795.00         | $65348.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-06-20      | 6.0000%  | N/A     | $25926501.00       | $9375197.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.5000%  | N/A     | $421766.00         | $436086.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $4176469.00        | $3972924.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 2.0000%  | N/A     | $75500000.00       | $22600760.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $10758000.00       | $6746200.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14441613.00       | $14461889.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $300000000.00      | $178150980.33      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-02-20      | 7.0000%  | N/A     | $73832.00          | $75881.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $12246342.00       | $8047397.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $600000.00         | $197185.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $449634.00         | $468110.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-15      | 2.6500%  | N/A     | $500000.00         | $445861.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 7.0000%  | N/A     | $1025632.00        | $576036.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1733426.00        | $1462098.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $1212179.00        | $310881.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $1761500.00        | $442194.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5753.00           | $5887.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $1615153.00        | $579991.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $18845528.00       | $18155433.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.5000%  | N/A     | $30004295.00       | $29679061.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $4280463.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $3969000.00        | $3855475.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1268023.00        | $1293571.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $676632.00         | $702801.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $3405284.00        | $626438.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.5000%  | N/A     | $2331281.00        | $677637.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-20      | 2.2500%  | N/A     | $11050000.00       | $173851.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-12-16      | 2.5000%  | N/A     | $48000000.00       | $1382622.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $15126449.00       | $3261099.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.0000%  | N/A     | $714895.00         | $736225.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4674715.00        | $4731414.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $293903.00         | $165508.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $286930.00         | $82594.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 4.0000%  | N/A     | $1363636.00        | $869758.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $319916.00         | $166038.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $46449000.00       | $46348948.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $364296.00         | $302734.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.5000%  | N/A     | $272423.00         | $280274.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $955664.00         | $123468.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $164485000.00      | $103256877.65      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $894431.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-20      | 7.0000%  | N/A     | $198013.00         | $108807.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $2485482.00        | $2454875.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $626061.00         | $135916.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $7984847.00        | $4066694.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-20      | 7.0000%  | N/A     | $1091553.00        | $319777.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $1179470.00        | $284398.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $724489.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.0000%  | N/A     | $65279835.00       | $63085583.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $218265.00         | $139059.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-16      | 4.5000%  | N/A     | $532199.00         | $520367.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-10-20      | 7.0000%  | N/A     | $11505958.00       | $3211563.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.0000%  | N/A     | $816161.00         | $606294.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $616764.00         | $727352.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $150000000.00      | $118211082.19      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-16      | 6.0000%  | N/A     | $100000.00         | $282088.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.0000%  | N/A     | $122259.00         | $125656.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-12-20      | 7.5000%  | N/A     | $91779.00          | $92727.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $525827.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $1095932.00        | $1140967.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $169593000.00      | $103958197.41      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $23180000.00       | $12535016.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-08-20      | 7.5000%  | N/A     | $1378912.00        | $385521.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $1435083.00        | $1490586.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $176303.00         | $181746.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1725176.00        | $921901.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $122294.00         | $143965.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $87000.00          | $69331.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 7.0000%  | N/A     | $11073936.00       | $4782439.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $485080.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-09-15      | 5.9800%  | N/A     | $984700.00         | $1022784.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-16      | 1.5000%  | N/A     | $1000000.00        | $110540.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $395829.00         | $351621.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 7.0000%  | N/A     | $692059.00         | $263108.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $583497.00         | $221354.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 7.0000%  | N/A     | $1469323.00        | $1063946.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 8.0000%  | N/A     | $100386.00         | $104991.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.0000%  | N/A     | $5727916.00        | $5712517.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $6000000.00        | $6859706.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000000.00        | $1148812.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.0000%  | N/A     | $4745217.00        | $2086321.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-05-20      | 7.0000%  | N/A     | $17404081.00       | $4662909.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.0000%  | N/A     | $487191.00         | $275507.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-20      | 7.5000%  | N/A     | $400486.00         | $413064.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-20      | 7.0000%  | N/A     | $155843.00         | $160503.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $282017.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $3580173.00        | $799767.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-11-20      | 7.5000%  | N/A     | $2643009.00        | $1105125.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-20      | 7.5000%  | N/A     | $972246.00         | $194155.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $2155864.00        | $2171062.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-12-20      | 7.5000%  | N/A     | $142989.00         | $147473.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1552811.99        | Agency Collateralized Mortgage Obligation |

### Security 208: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UH9, C.4 - ISIN: US313313UH97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $61315520.00
- **C.18.a - Value (excl. sponsor support):** $61315520.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R97, C.4 - ISIN: US3130B7R970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749929252.50
- **C.18.a - Value (excl. sponsor support):** $749929252.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: NR; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469673204.30
- **C.18.a - Value (excl. sponsor support):** $469673204.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $420481778.25
- **C.18.a - Value (excl. sponsor support):** $420481778.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198751330.00
- **C.18.a - Value (excl. sponsor support):** $198751330.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Short Rating: P-1; Moody's Long Rating: Aa1; Fitch Short Rating: F1+; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001FK1
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch Short Rating: F1; Fitch Long Rating: A; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $6786997.00        | $1951378.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $3168.00           | $1356.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2209134.00        | $2269462.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $16529216.00       | $12605933.95       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $52998218.00       | $40549756.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $2724730.00        | $1389752.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $2113108.00        | $2036322.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1040.00           | $814.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9100%  | N/A     | $1000.00           | $999.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1157516.00        | $1202397.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $1925737.00        | $1728964.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $38588480.00       | $11359319.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1008.00           | $733.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $835.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $36642973.00       | $16084679.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1881430.00        | $1407325.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $264179326.00      | $213301561.91      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $5872.00           | $5142.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $45000.00          | $20172.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $151.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1482243.00        | $1538009.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2203648.00        | $2159718.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 5.0000%  | N/A     | $48000.00          | $20775.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $145.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $245.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $2080.00           | $557.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1040.00           | $712.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $288522945.00      | $164639424.45      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1607.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $2781924.00        | $955131.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 4.1800%  | N/A     | $2024.00           | $2044.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $28542114.00       | $24883553.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $971320.00         | $370428.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1000.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $895.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $953.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $1024.00           | $280.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $844.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $58042480.00       | $9604699.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $2264.00           | $137.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $50059473.00       | $41480957.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $60430720.00       | $12733166.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $45683590.00       | $37480703.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 2.9800%  | N/A     | $2000.00           | $1815.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1040.00           | $995.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $21897893.00       | $12884016.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 2.5000%  | N/A     | $40682349.00       | $25296962.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4247420.00        | $3922761.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $1000.00           | $82.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $99000.00          | $71424.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $182649870.00      | $112959589.11      | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1619000.00        | $1388948.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $2908791.00        | $2464119.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1323945.00        | $1365766.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $682.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1379.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $3305344.00        | $2713712.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 2.0000%  | N/A     | $96394.00          | $55892.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $2078.00           | $1560.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1008.00           | $1025.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $882.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $11872076.00       | $9247276.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2546990.00        | $1833763.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $38725312.00       | $29571940.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1066478.00        | $1112322.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-09-01      | 3.5000%  | N/A     | $1000.00           | $356.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $65118976.00       | $15707737.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2048.00           | $1646.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $1023.00           | $102.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $16898000.00       | $2600187.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $61000.00          | $35819.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $10357992.00       | $8332031.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 2.5000%  | N/A     | $40000.00          | $26147.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $1688639.00        | $750109.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1019.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $930.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1024.00           | $819.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1183976.00        | $1227031.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $2000.00           | $984.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $3254085.00        | $2405575.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 3.0000%  | N/A     | $359345.00         | $22513.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $39480592.00       | $27675580.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 4.0000%  | N/A     | $1000.00           | $81.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1915820.00        | $1965766.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $5121057.00        | $5181398.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1205756.00        | $1238613.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $7341088.00        | $2728103.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.0000%  | N/A     | $7093024.00        | $1402629.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $452475.00         | $311248.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $19362906.00       | $17095855.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $924.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $25223727.00       | $23662731.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $683986.00         | $722547.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $3249172.00        | $961636.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $204.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $10512243.00       | $5767502.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2048.00           | $1330.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.0000%  | N/A     | $36134336.00       | $6077439.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $811.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1024.00           | $371.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $24240736.00       | $11804320.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $12767456.00       | $11481265.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $963.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $6672528.00        | $1032721.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $793.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $917855.00         | $102646.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1572157.00        | $1612847.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $908.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.0000%  | N/A     | $1024.00           | $160.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $4808007.00        | $2683247.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $7496342.00        | $6383187.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2216752.00        | $2296368.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 5.0000%  | N/A     | $22786.00          | $11646.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $593320.00         | $450865.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1319630.00        | $1351979.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $3000.00           | $2096.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $7850330.00        | $6338423.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $3000.00           | $2251.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1024.00           | $822.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2016667.00        | $2081604.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $1024.00           | $256.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2040.00           | $1967.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.5000%  | N/A     | $1843335.00        | $1194153.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $1993760.00        | $66227.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1021.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $5639486.00        | $5772253.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $144849638.00      | $77574098.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1000.00           | $74.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $25675000.00       | $17175094.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $107171762.00      | $26359993.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-20      | 4.0000%  | N/A     | $97251.00          | $62353.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $1490998.00        | $117856.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1674750.00        | $1734836.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $3811.00           | $3182.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $20494592.00       | $14474413.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.5000%  | N/A     | $119000.00         | $78958.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2000.00           | $1427.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $231.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0000%  | N/A     | $11998.00          | $10023.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1401842.00        | $1454133.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $8569838.00        | $6139293.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $249997.00         | $155688.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $501.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $41999.00          | $31437.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.5000%  | N/A     | $557790.00         | $422546.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $735.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 5.2218%  | N/A     | $5746619.00        | $5697745.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1032.00           | $691.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $62715584.00       | $20347558.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2048.00           | $2027.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1008.00           | $334.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $264791.00         | $180776.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $83183785.00       | $62954554.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2549868.00        | $1774251.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $1024.00           | $357.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $28170118.00       | $8536779.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1112.00           | $977.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $25099221.00       | $17435554.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $770.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $2064.00           | $2085.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1025.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $23931104.00       | $15540974.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $7074192.00        | $5260216.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.5000%  | N/A     | $5238324.00        | $1164262.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $8937596.00        | $1593621.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $116000.00         | $26226.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1042.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.3600%  | N/A     | $2048.00           | $2055.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $5522936.00        | $3731106.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1179.00           | $1039.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1400.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1055.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1015.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $7183232.00        | $1834455.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2859058.00        | $2491209.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $5182068.00        | $5402146.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $1000.00           | $94.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $18198368.00       | $15470224.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1012188.00        | $1056283.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 5.0000%  | N/A     | $635326.00         | $50644.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $44195875.00       | $11039608.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1801112.00        | $1437907.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $908.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $5046120.00        | $3847367.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $16469464.00       | $7639843.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2048.00           | $2084.75           | Agency Mortgage-Backed Securities         |

### Security 214: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5947081112.61
- **C.18.a - Value (excl. sponsor support):** $5947081112.61
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374982600.00
- **C.18.a - Value (excl. sponsor support):** $374982600.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16CB7
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Short Rating: F1; Standard & Poor's Short Rating: A-1; Standard & Poor's Long Rating: A+; Moody's Short Rating: P-1; Fitch Long Rating: A+; Moody's Long Rating: A1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $12400172.00       | $12431720.77       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $148903136.00      | $145931868.55      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $1830700.00        | $1884004.74        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $512208.00         | $512838.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $12920.00          | $12893.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $40649993.00       | $39990853.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $442549729.00      | $452909274.52      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $32542195.00       | $33536058.12       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $267469199.00      | $276525843.97      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $30979774.00       | $31108897.70       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $593991953.00      | $602059144.21      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $106171334.00      | $109021821.98      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $143540546.00      | $140969125.50      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.0000%  | N/A     | $93058692.00       | $88562858.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $366661506.00      | $358884284.02      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $644733.00         | $657569.15         | Agency Mortgage-Backed Securities  |

### Security 217: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K84, C.4 - ISIN: US3130B8K841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $450001575.00
- **C.18.a - Value (excl. sponsor support):** $450001575.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Short Rating: NR; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6107333861.52
- **C.18.a - Value (excl. sponsor support):** $6107333861.52
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529976224.20
- **C.18.a - Value (excl. sponsor support):** $529976224.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Short Rating: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $725946869.76
- **C.18.a - Value (excl. sponsor support):** $725946869.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XP6, C.4 - ISIN: US3130B6XP60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999971240.00
- **C.18.a - Value (excl. sponsor support):** $999971240.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Short Rating: NR; Standard & Poor's Short Rating: A-1+; Fitch Long Rating: NR; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75048386.25
- **C.18.a - Value (excl. sponsor support):** $75048386.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Short Rating: P-1; Fitch Long Rating: AA+; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1737639890.00
- **C.18.a - Value (excl. sponsor support):** $1737639890.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1+; Standard & Poor's Long Rating: AA+; Moody's Long Rating: Aa1; Fitch Long Rating: NR; Moody's Short Rating: P-1; Fitch Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EV0, C.4 - ISIN: US3130B8EV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999963260.00
- **C.18.a - Value (excl. sponsor support):** $1999963260.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Moody's Long Rating: Aa1; Standard & Poor's Short Rating: A-1+; Fitch Short Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185009640.35
- **C.18.a - Value (excl. sponsor support):** $185009640.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Long Rating: Aa1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: AA+; Moody's Short Rating: P-1; Fitch Short Rating: F1+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: BANK OF AMERICA N.A. (REPO)

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03KS6
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's Short Rating: A-1; Fitch Short Rating: F1+; Moody's Short Rating: P-1; Fitch Long Rating: AA+; Standard & Poor's Long Rating: A+; Moody's Long Rating: Aa2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.0000%  | N/A     | $300000000.00      | $43184993.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $95001589.00       | $19737163.35       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $217521824.00      | $16936674.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $132853019.00      | $25797279.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $135073503.00      | $28015065.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $157652961.00      | $16590985.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $121214371.00      | $17838471.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $65780795.00       | $15706038.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $825152136.00      | $53631952.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 3.5000%  | N/A     | $120599554.00      | $23097775.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $249602710.00      | $43713613.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $147583387.00      | $28771617.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $175000000.00      | $37711912.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $75007271.00       | $17573285.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $111609129.00      | $15387988.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $105391206.00      | $14728868.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $109288826.00      | $17652252.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $69569519.00       | $17349349.88       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.0000%  | N/A     | $139220054.00      | $28976017.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $77624834.00       | $23929752.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $222025798.00      | $19322499.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $80190243.00       | $22517176.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $120998572.00      | $18826201.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $273081032.00      | $24655794.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $250000000.00      | $29276794.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $212199753.00      | $20786981.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $198431716.00      | $23361234.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $124622668.00      | $23727077.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $100000000.00      | $17523785.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $116128578.00      | $20107902.67       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $119839251.00      | $15016605.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $171858218.00      | $27338816.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $157040555.00      | $20751006.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $113428202.00      | $19266699.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $141592688.00      | $28268887.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $169015339.00      | $18753460.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $53469908.00       | $14610313.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $105996847.00      | $15435776.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $204857224.00      | $20805586.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $205012643.00      | $18487227.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $180713532.00      | $15945727.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $275200729.00      | $42332358.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $97921257.00       | $20510159.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $266128723.00      | $53964879.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $268152931.00      | $35781058.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.5000%  | N/A     | $99563972.00       | $18817602.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $76695536.00       | $15266233.49       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $55393883.00       | $18005009.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.5000%  | N/A     | $117890309.00      | $16975664.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $122491034.00      | $20469787.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $99798253.00       | $19461357.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $111847167.00      | $21299275.92       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2025-12-05

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

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

**Title of Signing Officer:** Treasurer