# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-007658
**Filing Date:** 2026-4
**Character Count:** 1448474
**Document Hash:** f42aa069b57c25a36c7fd749464b4254
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007658.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0002071691-26-007658

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000003923 | ADMINISTRATION                  | BLFXX           |
| C000003924 | CASH MANAGEMENT                 |  |
| C000003926 | PREMIER                         | BUPXX           |
| C000003927 | CAPITAL SHARES                  | BFCXX           |
| C000003928 | INSTITUTIONAL                   | TFDXX           |
| C000003929 | PRIVATE CLIENT                  | BRPXX           |
| C000003930 | DOLLAR                          | TDDXX           |
| C000003931 | CASH RESERVE                    | BFRXX           |
| C000003932 | SELECT                          | BFBXX           |
| C000223514 | Mischler Financial Group Shares |  |
| C000237277 | Stern Brothers Shares           |  |
| C000237291 | WestCap Shares                  |  |
| C000238342 | Tigress Shares                  |  |
| C000252319 | Penserra Shares                 |  |
| C000252320 | Great Pacific Shares            |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

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

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

**Total number of share classes in the series:** 15

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 50 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $188746223803.55

- **Amortized Cost of Portfolio Securities:** $188753218463.35

- **Cash:** $9058221153.03

- **Total Other Assets:** $421928907.33

- **Total Liabilities:** $717084091.97

- **Net Assets of Series:** $197516284431.74

- **Number of Shares Outstanding (Series):** 197582296226.2500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $153208998000.90          | $169548757935.68           | 72.5200%                  | 80.2500%                   |
| 2026-03-03 | $152165286106.44          | $169207988787.83           | 72.1600%                  | 80.2400%                   |
| 2026-03-04 | $152507598059.86          | $167529878596.42           | 72.8900%                  | 80.0700%                   |
| 2026-03-05 | $149665841123.08          | $166400920625.28           | 72.0500%                  | 80.1100%                   |
| 2026-03-06 | $150098394859.66          | $166659180729.69           | 72.1700%                  | 80.1300%                   |
| 2026-03-09 | $153143020824.72          | $169204845747.37           | 72.7400%                  | 80.3700%                   |
| 2026-03-10 | $148009431678.93          | $167072198071.33           | 71.0200%                  | 80.1700%                   |
| 2026-03-11 | $144156410168.21          | $162673705765.28           | 70.6600%                  | 79.7400%                   |
| 2026-03-12 | $138517512904.21          | $160285997310.27           | 68.3300%                  | 79.0600%                   |
| 2026-03-13 | $135539378327.64          | $158946133032.01           | 67.3700%                  | 79.0000%                   |
| 2026-03-16 | $138090180002.62          | $158497563003.19           | 68.7900%                  | 78.9500%                   |
| 2026-03-17 | $139515581135.44          | $161072898382.93           | 68.6200%                  | 79.2200%                   |
| 2026-03-18 | $142676174117.00          | $160043226667.59           | 70.5300%                  | 79.1100%                   |
| 2026-03-19 | $136505033323.90          | $158293077898.15           | 68.0700%                  | 78.9300%                   |
| 2026-03-20 | $133723885190.49          | $155514078280.38           | 67.6100%                  | 78.6300%                   |
| 2026-03-23 | $137638939364.35          | $156429711647.17           | 69.2800%                  | 78.7300%                   |
| 2026-03-24 | $137983566585.50          | $153820397506.45           | 69.3100%                  | 77.2700%                   |
| 2026-03-25 | $135507836372.98          | $155310740413.31           | 68.0900%                  | 78.0500%                   |
| 2026-03-26 | $134934770108.28          | $154738692009.75           | 67.6700%                  | 77.6000%                   |
| 2026-03-27 | $130233091039.57          | $150038966421.04           | 66.8900%                  | 77.0600%                   |
| 2026-03-30 | $131444372827.24          | $151693281373.37           | 67.0900%                  | 77.4200%                   |
| 2026-03-31 | $139677301074.80          | $154317578938.49           | 70.5300%                  | 77.9300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7300%             |
| 2026-03-03 | 3.7300%             |
| 2026-03-04 | 3.7300%             |
| 2026-03-05 | 3.7300%             |
| 2026-03-06 | 3.7300%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7200%             |
| 2026-03-11 | 3.7100%             |
| 2026-03-12 | 3.7100%             |
| 2026-03-13 | 3.7100%             |
| 2026-03-16 | 3.7100%             |
| 2026-03-17 | 3.7200%             |
| 2026-03-18 | 3.7200%             |
| 2026-03-19 | 3.7100%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7000%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7000%             |
| 2026-03-26 | 3.7000%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7100%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 0.9998                      |
|  |  |
| 2026-03-03 | 0.9998                      |
|  |  |
| 2026-03-04 | 0.9997                      |
|  |  |
| 2026-03-05 | 0.9997                      |
|  |  |
| 2026-03-06 | 0.9998                      |
|  |  |
| 2026-03-09 | 0.9998                      |
|  |  |
| 2026-03-10 | 0.9997                      |
|  |  |
| 2026-03-11 | 0.9997                      |
|  |  |
| 2026-03-12 | 0.9997                      |
|  |  |
| 2026-03-13 | 0.9997                      |
|  |  |
| 2026-03-16 | 0.9997                      |
|  |  |
| 2026-03-17 | 0.9997                      |
|  |  |
| 2026-03-18 | 0.9996                      |
|  |  |
| 2026-03-19 | 0.9996                      |
|  |  |
| 2026-03-20 | 0.9996                      |
|  |  |
| 2026-03-23 | 0.9996                      |
|  |  |
| 2026-03-24 | 0.9995                      |
|  |  |
| 2026-03-25 | 0.9996                      |
|  |  |
| 2026-03-26 | 0.9995                      |
|  |  |
| 2026-03-27 | 0.9996                      |
|  |  |
| 2026-03-30 | 0.9996                      |
|  |  |
| 2026-03-31 | 0.9996                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $166960.12

- **Number of Shares Outstanding:** 167016.1100

- **Expense Reimbursement/Waiver:** 48.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $1674.90                  | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $8920.40                  | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $1910.65                  | $174.59                 |

**Total Gross Subscriptions (Month):** $12505.95

**Total Gross Redemptions (Month):** $174.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0500%           |
| 2026-03-03 | 3.0500%           |
| 2026-03-04 | 3.0500%           |
| 2026-03-05 | 3.0500%           |
| 2026-03-06 | 3.0500%           |
| 2026-03-09 | 3.0400%           |
| 2026-03-10 | 3.0300%           |
| 2026-03-11 | 3.0300%           |
| 2026-03-12 | 3.0300%           |
| 2026-03-13 | 3.0300%           |
| 2026-03-16 | 3.0300%           |
| 2026-03-17 | 3.0400%           |
| 2026-03-18 | 3.0400%           |
| 2026-03-19 | 3.0400%           |
| 2026-03-20 | 3.0300%           |
| 2026-03-23 | 3.0300%           |
| 2026-03-24 | 3.0200%           |
| 2026-03-25 | 3.0200%           |
| 2026-03-26 | 3.0300%           |
| 2026-03-27 | 3.0300%           |
| 2026-03-30 | 3.0400%           |
| 2026-03-31 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 16.3000%         | 0.0000%              |
| Retail investor |  | 48.3700%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3896868498.51

- **Number of Shares Outstanding:** 3898171060.8700

- **Expense Reimbursement/Waiver:** 46451.97

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1929434.74               | $30168812.76            |
| 2026-03-03 | $28405589.86              | $19946422.94            |
| 2026-03-04 | $97038937.20              | $895130.50              |
| 2026-03-05 | $73054549.65              | $47998840.01            |
| 2026-03-06 | $17178893.60              | $78584257.58            |
| 2026-03-09 | $14853259.60              | $2603205.35             |
| 2026-03-10 | $66552090.76              | $5429045.25             |
| 2026-03-11 | $10397204.73              | $23828750.18            |
| 2026-03-12 | $145013443.75             | $16033416.07            |
| 2026-03-13 | $46464469.97              | $174681221.90           |
| 2026-03-16 | $65410673.30              | $6212293.45             |
| 2026-03-17 | $154978543.79             | $5345969.62             |
| 2026-03-18 | $96538697.30              | $36827.00               |
| 2026-03-19 | $56790385.05              | $19961116.57            |
| 2026-03-20 | $8635109.47               | $132277513.35           |
| 2026-03-23 | $73657139.09              | $5938218.01             |
| 2026-03-24 | $56442642.64              | $229413.53              |
| 2026-03-25 | $15808305.57              | $33916409.45            |
| 2026-03-26 | $48176029.05              | $184466832.13           |
| 2026-03-27 | $35161816.49              | $97936179.46            |
| 2026-03-30 | $319809.76                | $79721818.18            |
| 2026-03-31 | $60209756.93              | $12097605.93            |

**Total Gross Subscriptions (Month):** $1173016782.30

**Total Gross Redemptions (Month):** $978309299.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3100%           |
| 2026-03-03 | 3.3100%           |
| 2026-03-04 | 3.3100%           |
| 2026-03-05 | 3.3100%           |
| 2026-03-06 | 3.3100%           |
| 2026-03-09 | 3.3000%           |
| 2026-03-10 | 3.3000%           |
| 2026-03-11 | 3.2900%           |
| 2026-03-12 | 3.2900%           |
| 2026-03-13 | 3.2900%           |
| 2026-03-16 | 3.2900%           |
| 2026-03-17 | 3.3000%           |
| 2026-03-18 | 3.3000%           |
| 2026-03-19 | 3.2900%           |
| 2026-03-20 | 3.2900%           |
| 2026-03-23 | 3.2900%           |
| 2026-03-24 | 3.2800%           |
| 2026-03-25 | 3.2800%           |
| 2026-03-26 | 3.2800%           |
| 2026-03-27 | 3.2900%           |
| 2026-03-30 | 3.2900%           |
| 2026-03-31 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 46.8600%         | 0.0000%              |
| Broker-dealer                                       |  | 5.9100%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.9400%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $378810874.61

- **Number of Shares Outstanding:** 378937693.0500

- **Expense Reimbursement/Waiver:** 4531.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2515367.90               | $4787167.61             |
| 2026-03-03 | $8399617.89               | $2714816.18             |
| 2026-03-04 | $3532652.93               | $3870231.56             |
| 2026-03-05 | $4722510.55               | $2636402.17             |
| 2026-03-06 | $4800266.58               | $9278674.32             |
| 2026-03-09 | $1304276.82               | $2507313.77             |
| 2026-03-10 | $5291107.14               | $4098690.89             |
| 2026-03-11 | $1840234.18               | $2627255.10             |
| 2026-03-12 | $4727493.39               | $1566498.90             |
| 2026-03-13 | $3788346.14               | $2217167.01             |
| 2026-03-16 | $1835897.97               | $5474144.60             |
| 2026-03-17 | $4914932.61               | $1613461.91             |
| 2026-03-18 | $2826528.41               | $7543243.33             |
| 2026-03-19 | $5754430.89               | $3404842.65             |
| 2026-03-20 | $7257204.62               | $3809656.36             |
| 2026-03-23 | $2880067.09               | $5171775.56             |
| 2026-03-24 | $547826.85                | $3675211.25             |
| 2026-03-25 | $1274522.28               | $1217512.98             |
| 2026-03-26 | $1777209.35               | $1739196.25             |
| 2026-03-27 | $8028969.41               | $3977694.97             |
| 2026-03-30 | $3128238.81               | $5695286.27             |
| 2026-03-31 | $2862672.65               | $2270869.97             |

**Total Gross Subscriptions (Month):** $84010374.46

**Total Gross Redemptions (Month):** $81897113.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5100%           |
| 2026-03-03 | 3.5100%           |
| 2026-03-04 | 3.5100%           |
| 2026-03-05 | 3.5100%           |
| 2026-03-06 | 3.5100%           |
| 2026-03-09 | 3.5000%           |
| 2026-03-10 | 3.5000%           |
| 2026-03-11 | 3.4900%           |
| 2026-03-12 | 3.4900%           |
| 2026-03-13 | 3.4900%           |
| 2026-03-16 | 3.4900%           |
| 2026-03-17 | 3.5000%           |
| 2026-03-18 | 3.5000%           |
| 2026-03-19 | 3.4900%           |
| 2026-03-20 | 3.4900%           |
| 2026-03-23 | 3.4900%           |
| 2026-03-24 | 3.4800%           |
| 2026-03-25 | 3.4800%           |
| 2026-03-26 | 3.4900%           |
| 2026-03-27 | 3.4900%           |
| 2026-03-30 | 3.4900%           |
| 2026-03-31 | 3.5000%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $76843478.44

- **Number of Shares Outstanding:** 76868715.0500

- **Expense Reimbursement/Waiver:** 865.53

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $19774514.48              | $0.19                   |
| 2026-03-03 | $0.00                     | $511127.07              |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $677758.59                | $4000000.00             |
| 2026-03-06 | $2677758.59               | $677758.59              |
| 2026-03-09 | $0.00                     | $2000000.00             |
| 2026-03-10 | $0.00                     | $1500000.00             |
| 2026-03-11 | $0.00                     | $500000.00              |
| 2026-03-12 | $0.00                     | $500000.00              |
| 2026-03-13 | $0.00                     | $10004835.61            |
| 2026-03-16 | $5000000.00               | $0.00                   |
| 2026-03-17 | $2000000.00               | $0.00                   |
| 2026-03-18 | $0.00                     | $500000.00              |
| 2026-03-19 | $8707341.73               | $0.00                   |
| 2026-03-20 | $20000000.00              | $0.00                   |
| 2026-03-23 | $0.00                     | $1000000.00             |
| 2026-03-24 | $0.00                     | $5000000.00             |
| 2026-03-25 | $4540000.00               | $12004218.54            |
| 2026-03-26 | $0.00                     | $6000000.00             |
| 2026-03-27 | $0.00                     | $3367042.76             |
| 2026-03-30 | $4500000.00               | $0.00                   |
| 2026-03-31 | $2387469.61               | $0.00                   |

**Total Gross Subscriptions (Month):** $70264843.00

**Total Gross Redemptions (Month):** $47564982.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 86.0700%         | 0.0000%              |
| Non-financial corporation                           |  | 13.9300%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $106726.11

- **Number of Shares Outstanding:** 106761.8000

- **Expense Reimbursement/Waiver:** 1.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $321.22                   | $0.00                   |

**Total Gross Subscriptions (Month):** $321.22

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

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

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $53363.19

- **Number of Shares Outstanding:** 53381.1200

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9997          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $160.61                   | $0.00                   |

**Total Gross Subscriptions (Month):** $160.61

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $8279076182.52

- **Number of Shares Outstanding:** 8281842781.8100

- **Expense Reimbursement/Waiver:** 100037.23

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $5972096.26               | $202844188.95           |
| 2026-03-03 | $38175181.36              | $90440.96               |
| 2026-03-04 | $138939567.42             | $157786.31              |
| 2026-03-05 | $31024869.99              | $294448.35              |
| 2026-03-06 | $75573946.74              | $3013558.99             |
| 2026-03-09 | $25854050.63              | $8910204.15             |
| 2026-03-10 | $12121780.60              | $113025289.34           |
| 2026-03-11 | $34319142.85              | $4769546.35             |
| 2026-03-12 | $20220052.73              | $109213861.36           |
| 2026-03-13 | $24284139.68              | $177908527.22           |
| 2026-03-16 | $62979631.60              | $49220668.93            |
| 2026-03-17 | $5260306.61               | $55963777.49            |
| 2026-03-18 | $108810211.40             | $7537133.88             |
| 2026-03-19 | $225934479.88             | $3110995.75             |
| 2026-03-20 | $12792182.64              | $164293453.86           |
| 2026-03-23 | $35121680.27              | $23486328.25            |
| 2026-03-24 | $17122080.30              | $59610885.25            |
| 2026-03-25 | $91705670.19              | $45188682.62            |
| 2026-03-26 | $101356200.10             | $2067997.46             |
| 2026-03-27 | $11494827.43              | $94897590.06            |
| 2026-03-30 | $94009603.28              | $39575.30               |
| 2026-03-31 | $28037783.06              | $231700464.05           |

**Total Gross Subscriptions (Month):** $1201109485.02

**Total Gross Redemptions (Month):** $1357345404.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4600%           |
| 2026-03-03 | 3.4600%           |
| 2026-03-04 | 3.4600%           |
| 2026-03-05 | 3.4600%           |
| 2026-03-06 | 3.4600%           |
| 2026-03-09 | 3.4500%           |
| 2026-03-10 | 3.4500%           |
| 2026-03-11 | 3.4400%           |
| 2026-03-12 | 3.4400%           |
| 2026-03-13 | 3.4400%           |
| 2026-03-16 | 3.4400%           |
| 2026-03-17 | 3.4500%           |
| 2026-03-18 | 3.4500%           |
| 2026-03-19 | 3.4400%           |
| 2026-03-20 | 3.4400%           |
| 2026-03-23 | 3.4400%           |
| 2026-03-24 | 3.4300%           |
| 2026-03-25 | 3.4300%           |
| 2026-03-26 | 3.4300%           |
| 2026-03-27 | 3.4400%           |
| 2026-03-30 | 3.4400%           |
| 2026-03-31 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 63.6000%         | 0.0000%              |
| Depository institution or other banking institution |  | 33.4300%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $59056808.01

- **Number of Shares Outstanding:** 59076409.1100

- **Expense Reimbursement/Waiver:** 1048.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1915709.00               | $0.00                   |
| 2026-03-03 | $1956775.00               | $0.00                   |
| 2026-03-04 | $684059.00                | $0.00                   |
| 2026-03-05 | $693414.00                | $0.00                   |
| 2026-03-06 | $5034877.00               | $0.00                   |
| 2026-03-09 | $0.00                     | $753372.00              |
| 2026-03-10 | $0.00                     | $1007842.00             |
| 2026-03-11 | $1051497.00               | $0.00                   |
| 2026-03-12 | $0.00                     | $102612.00              |
| 2026-03-13 | $0.00                     | $1976140.00             |
| 2026-03-16 | $773235.00                | $0.00                   |
| 2026-03-17 | $1061396.00               | $0.00                   |
| 2026-03-18 | $1088149.00               | $0.00                   |
| 2026-03-19 | $0.00                     | $2171337.00             |
| 2026-03-20 | $1009918.00               | $0.00                   |
| 2026-03-23 | $0.00                     | $509718.00              |
| 2026-03-24 | $0.00                     | $9203114.00             |
| 2026-03-25 | $0.00                     | $18156631.00            |
| 2026-03-26 | $0.00                     | $6766328.00             |
| 2026-03-27 | $0.00                     | $4592314.00             |
| 2026-03-30 | $1671455.00               | $0.00                   |
| 2026-03-31 | $189806.56                | $1119341.00             |

**Total Gross Subscriptions (Month):** $17130290.56

**Total Gross Redemptions (Month):** $46358749.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 42.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 57.4800%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $42615704.57

- **Number of Shares Outstanding:** 42629919.6400

- **Expense Reimbursement/Waiver:** 514.54

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $150000.00              |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $650000.00              |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $750000.00                | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $775000.00              |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $129945.72                | $150000.00              |

**Total Gross Subscriptions (Month):** $879945.72

**Total Gross Redemptions (Month):** $1725000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 61.4000%         | 0.0000%              |
| Non-financial corporation |  | 37.6000%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $664728879.48

- **Number of Shares Outstanding:** 664951086.1700

- **Expense Reimbursement/Waiver:** 7923.29

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1016996.73               | $364601.51              |
| 2026-03-03 | $77363.24                 | $1045602.72             |
| 2026-03-04 | $40275.43                 | $174938.48              |
| 2026-03-05 | $401548.36                | $371201.92              |
| 2026-03-06 | $446516.34                | $855834.32              |
| 2026-03-09 | $459299.70                | $2958846.84             |
| 2026-03-10 | $395330.69                | $1258745.23             |
| 2026-03-11 | $484774.25                | $298925.91              |
| 2026-03-12 | $44033.47                 | $4432011.17             |
| 2026-03-13 | $257048.20                | $4052761.82             |
| 2026-03-16 | $1936052.23               | $1048963.62             |
| 2026-03-17 | $58794.07                 | $865840.90              |
| 2026-03-18 | $17327.58                 | $1695172.33             |
| 2026-03-19 | $890037.25                | $129311.21              |
| 2026-03-20 | $11366230.54              | $1030318.57             |
| 2026-03-23 | $2552530.84               | $801814.10              |
| 2026-03-24 | $1658776.06               | $1072306.06             |
| 2026-03-25 | $3721075.78               | $225910.78              |
| 2026-03-26 | $38473.35                 | $3901718.16             |
| 2026-03-27 | $366560.68                | $651926.45              |
| 2026-03-30 | $101199.77                | $4005439.10             |
| 2026-03-31 | $2884949.27               | $396438.23              |

**Total Gross Subscriptions (Month):** $29215193.83

**Total Gross Redemptions (Month):** $31638629.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0700%           |
| 2026-03-03 | 3.0700%           |
| 2026-03-04 | 3.0700%           |
| 2026-03-05 | 3.0600%           |
| 2026-03-06 | 3.0600%           |
| 2026-03-09 | 3.0500%           |
| 2026-03-10 | 3.0500%           |
| 2026-03-11 | 3.0500%           |
| 2026-03-12 | 3.0400%           |
| 2026-03-13 | 3.0500%           |
| 2026-03-16 | 3.0500%           |
| 2026-03-17 | 3.0500%           |
| 2026-03-18 | 3.0500%           |
| 2026-03-19 | 3.0500%           |
| 2026-03-20 | 3.0500%           |
| 2026-03-23 | 3.0400%           |
| 2026-03-24 | 3.0400%           |
| 2026-03-25 | 3.0400%           |
| 2026-03-26 | 3.0400%           |
| 2026-03-27 | 3.0400%           |
| 2026-03-30 | 3.0500%           |
| 2026-03-31 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 11.8000%         | 0.0000%              |
| Non-financial corporation |  | 76.2300%         | 0.0000%              |
| Broker-dealer             |  | 10.4200%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3038861519.04

- **Number of Shares Outstanding:** 3039873422.0100

- **Expense Reimbursement/Waiver:** 85078.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $327500000.00             | $0.00                   |
| 2026-03-03 | $1008500000.00            | $0.00                   |
| 2026-03-04 | $168250000.00             | $0.00                   |
| 2026-03-05 | $269500000.00             | $0.00                   |
| 2026-03-06 | $0.00                     | $150000000.00           |
| 2026-03-09 | $566250000.00             | $0.00                   |
| 2026-03-10 | $0.00                     | $1131250000.00          |
| 2026-03-11 | $0.00                     | $5237750000.00          |
| 2026-03-12 | $63000000.00              | $1819500000.00          |
| 2026-03-13 | $0.00                     | $241750000.00           |
| 2026-03-16 | $0.00                     | $192500000.00           |
| 2026-03-17 | $0.00                     | $64250000.00            |
| 2026-03-18 | $378250000.00             | $0.00                   |
| 2026-03-19 | $0.00                     | $590500000.00           |
| 2026-03-20 | $55000000.00              | $1186750000.00          |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $15500000.00            |
| 2026-03-25 | $19500000.00              | $1000000.00             |
| 2026-03-26 | $0.00                     | $623750000.00           |
| 2026-03-27 | $0.00                     | $1271250000.00          |
| 2026-03-30 | $75000000.00              | $0.00                   |
| 2026-03-31 | $850404907.35             | $0.00                   |

**Total Gross Subscriptions (Month):** $3781154907.35

**Total Gross Redemptions (Month):** $12525750000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 73.7900%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.6300%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.0800%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $371989190.82

- **Number of Shares Outstanding:** 372113583.5100

- **Expense Reimbursement/Waiver:** 11836.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $13529713.23              | $0.00                   |
| 2026-03-03 | $6774266.54               | $0.00                   |
| 2026-03-04 | $31.13                    | $4336296.23             |
| 2026-03-05 | $305.02                   | $3181650.82             |
| 2026-03-06 | $1892634.73               | $0.00                   |
| 2026-03-09 | $16769659.72              | $0.00                   |
| 2026-03-10 | $3551845.18               | $15000.00               |
| 2026-03-11 | $19030250.55              | $0.00                   |
| 2026-03-12 | $0.00                     | $8948315.14             |
| 2026-03-13 | $22184635.04              | $30301.33               |
| 2026-03-16 | $2195778.22               | $0.00                   |
| 2026-03-17 | $0.00                     | $13541094.78            |
| 2026-03-18 | $3341217.14               | $74139.48               |
| 2026-03-19 | $22206147.74              | $163.29                 |
| 2026-03-20 | $6779825.80               | $38000.00               |
| 2026-03-23 | $0.00                     | $10090371.09            |
| 2026-03-24 | $16443347.01              | $0.00                   |
| 2026-03-25 | $3300897.72               | $3199.66                |
| 2026-03-26 | $0.00                     | $31540459.19            |
| 2026-03-27 | $44043567.74              | $0.00                   |
| 2026-03-30 | $0.00                     | $87368231.27            |
| 2026-03-31 | $940873.82                | $5091269.71             |

**Total Gross Subscriptions (Month):** $182984996.33

**Total Gross Redemptions (Month):** $164258491.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.7300%           |
| 2026-03-03 | 2.7300%           |
| 2026-03-04 | 2.7300%           |
| 2026-03-05 | 2.7300%           |
| 2026-03-06 | 2.7300%           |
| 2026-03-09 | 2.7200%           |
| 2026-03-10 | 2.7200%           |
| 2026-03-11 | 2.7100%           |
| 2026-03-12 | 2.7100%           |
| 2026-03-13 | 2.7100%           |
| 2026-03-16 | 2.7100%           |
| 2026-03-17 | 2.7200%           |
| 2026-03-18 | 2.7200%           |
| 2026-03-19 | 2.7100%           |
| 2026-03-20 | 2.7100%           |
| 2026-03-23 | 2.7000%           |
| 2026-03-24 | 2.7000%           |
| 2026-03-25 | 2.7000%           |
| 2026-03-26 | 2.7000%           |
| 2026-03-27 | 2.7100%           |
| 2026-03-30 | 2.7100%           |
| 2026-03-31 | 2.7200%           |

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

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3756564911.95

- **Number of Shares Outstanding:** 3757822414.0600

- **Expense Reimbursement/Waiver:** 44398.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $9793145.04               | $9974888.37             |
| 2026-03-03 | $7295943.17               | $13578614.57            |
| 2026-03-04 | $25496824.52              | $6397850.26             |
| 2026-03-05 | $6128230.11               | $5208291.16             |
| 2026-03-06 | $7672865.61               | $6450089.05             |
| 2026-03-09 | $17089149.14              | $9396394.97             |
| 2026-03-10 | $7692151.99               | $15556842.15            |
| 2026-03-11 | $5627048.32               | $10945063.45            |
| 2026-03-12 | $8449579.07               | $8365936.04             |
| 2026-03-13 | $10027358.18              | $7174943.67             |
| 2026-03-16 | $10385290.29              | $8271481.13             |
| 2026-03-17 | $10581443.30              | $5692939.20             |
| 2026-03-18 | $4315753.71               | $5779155.04             |
| 2026-03-19 | $10038898.63              | $10302293.97            |
| 2026-03-20 | $8710974.00               | $6253011.29             |
| 2026-03-23 | $20140593.17              | $9242132.62             |
| 2026-03-24 | $24854375.11              | $6511136.60             |
| 2026-03-25 | $6383692.56               | $5152212.93             |
| 2026-03-26 | $7470856.57               | $4840767.98             |
| 2026-03-27 | $7161588.85               | $7739370.42             |
| 2026-03-30 | $10115788.14              | $7920083.45             |
| 2026-03-31 | $12530324.76              | $10958293.83            |

**Total Gross Subscriptions (Month):** $237961874.24

**Total Gross Redemptions (Month):** $181711792.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.7600%          | 0.0000%              |
| Broker-dealer |  | 89.9200%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4681630654.81

- **Number of Shares Outstanding:** 4683195921.4600

- **Expense Reimbursement/Waiver:** 56148.10

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $276856212.68             | $241528245.70           |
| 2026-03-03 | $485469017.59             | $274817052.56           |
| 2026-03-04 | $275064344.44             | $487325533.81           |
| 2026-03-05 | $238206295.17             | $260820007.01           |
| 2026-03-06 | $277495991.59             | $210956748.39           |
| 2026-03-09 | $295667877.07             | $405197854.27           |
| 2026-03-10 | $203759386.45             | $302647287.00           |
| 2026-03-11 | $282723226.10             | $207705103.38           |
| 2026-03-12 | $286840430.81             | $272610594.37           |
| 2026-03-13 | $231274259.94             | $218265810.99           |
| 2026-03-16 | $243630363.11             | $314020477.32           |
| 2026-03-17 | $245985568.82             | $205151011.74           |
| 2026-03-18 | $255307818.66             | $261058973.50           |
| 2026-03-19 | $161491504.40             | $231552285.47           |
| 2026-03-20 | $221710769.43             | $227199151.90           |
| 2026-03-23 | $241234981.46             | $225125226.00           |
| 2026-03-24 | $232095055.70             | $221395066.54           |
| 2026-03-25 | $246328827.95             | $211790407.42           |
| 2026-03-26 | $238291098.58             | $277003488.00           |
| 2026-03-27 | $236218643.26             | $227084287.69           |
| 2026-03-30 | $228436045.19             | $232037930.57           |
| 2026-03-31 | $221986568.05             | $186951413.84           |

**Total Gross Subscriptions (Month):** $5626074286.45

**Total Gross Redemptions (Month):** $5702243957.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.1600%           |
| 2026-03-03 | 3.1600%           |
| 2026-03-04 | 3.1600%           |
| 2026-03-05 | 3.1600%           |
| 2026-03-06 | 3.1600%           |
| 2026-03-09 | 3.1500%           |
| 2026-03-10 | 3.1500%           |
| 2026-03-11 | 3.1400%           |
| 2026-03-12 | 3.1400%           |
| 2026-03-13 | 3.1400%           |
| 2026-03-16 | 3.1400%           |
| 2026-03-17 | 3.1500%           |
| 2026-03-18 | 3.1500%           |
| 2026-03-19 | 3.1400%           |
| 2026-03-20 | 3.1400%           |
| 2026-03-23 | 3.1400%           |
| 2026-03-24 | 3.1300%           |
| 2026-03-25 | 3.1300%           |
| 2026-03-26 | 3.1300%           |
| 2026-03-27 | 3.1400%           |
| 2026-03-30 | 3.1400%           |
| 2026-03-31 | 3.1500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.3400%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $172268910679.56

- **Number of Shares Outstanding:** 172326486060.4800

- **Expense Reimbursement/Waiver:** 2040967.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9998          |
|  |  |
| 2026-03-03 | 0.9998          |
|  |  |
| 2026-03-04 | 0.9997          |
|  |  |
| 2026-03-05 | 0.9997          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9997          |
|  |  |
| 2026-03-11 | 0.9997          |
|  |  |
| 2026-03-12 | 0.9997          |
|  |  |
| 2026-03-13 | 0.9997          |
|  |  |
| 2026-03-16 | 0.9997          |
|  |  |
| 2026-03-17 | 0.9997          |
|  |  |
| 2026-03-18 | 0.9996          |
|  |  |
| 2026-03-19 | 0.9996          |
|  |  |
| 2026-03-20 | 0.9996          |
|  |  |
| 2026-03-23 | 0.9996          |
|  |  |
| 2026-03-24 | 0.9995          |
|  |  |
| 2026-03-25 | 0.9996          |
|  |  |
| 2026-03-26 | 0.9995          |
|  |  |
| 2026-03-27 | 0.9996          |
|  |  |
| 2026-03-30 | 0.9996          |
|  |  |
| 2026-03-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $6350192392.61            | $4550633337.26          |
| 2026-03-03 | $4630367367.16            | $5155263432.75          |
| 2026-03-04 | $4262744313.01            | $4581172130.45          |
| 2026-03-05 | $4731753390.29            | $3472611868.23          |
| 2026-03-06 | $5887447705.77            | $5356605033.14          |
| 2026-03-09 | $4614941454.23            | $4109863756.90          |
| 2026-03-10 | $3701123121.20            | $4593191955.08          |
| 2026-03-11 | $4137730307.63            | $3794476282.35          |
| 2026-03-12 | $6177689724.03            | $4952581712.68          |
| 2026-03-13 | $4264260177.59            | $6767070109.11          |
| 2026-03-16 | $7303259102.68            | $5004889004.82          |
| 2026-03-17 | $4696342668.88            | $4099378862.53          |
| 2026-03-18 | $4019811909.51            | $5624709710.38          |
| 2026-03-19 | $4127125441.72            | $3679598408.91          |
| 2026-03-20 | $4141665603.56            | $5593166598.84          |
| 2026-03-23 | $5458248995.48            | $6113423394.56          |
| 2026-03-24 | $5669250889.17            | $5320906677.42          |
| 2026-03-25 | $3862198651.28            | $5475516998.53          |
| 2026-03-26 | $6622869746.03            | $4028402238.59          |
| 2026-03-27 | $5369376634.24            | $7308763573.71          |
| 2026-03-30 | $7602931485.65            | $6449822245.45          |
| 2026-03-31 | $6826464832.82            | $5242978032.39          |

**Total Gross Subscriptions (Month):** $114457795914.54

**Total Gross Redemptions (Month):** $111275025364.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5600%           |
| 2026-03-03 | 3.5600%           |
| 2026-03-04 | 3.5600%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5500%           |
| 2026-03-18 | 3.5500%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5400%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.7500%          | 0.0000%              |
| Broker-dealer                                       |  | 37.9900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3500%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $767009618.40
- **C.18.a - Value (excl. sponsor support):** $767009618.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: 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 2: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ1VEAQ0
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE V 31 | 2031-02-28      | 3.5000%  | N/A     | $300.00            | $294.62            | U.S. Treasuries (including strips) |
| BILL 10/01/26   | 2026-10-01      | 0.0000%  | N/A     | $1000.00           | $981.56            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26 | 2026-05-31      | 0.7500%  | N/A     | $2700.00           | $2692.80           | U.S. Treasuries (including strips) |
| BILL 04/14/26   | 2026-04-14      | 0.0000%  | N/A     | $600.00            | $599.15            | U.S. Treasuries (including strips) |
| BILL 04/21/26   | 2026-04-21      | 0.0000%  | N/A     | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| BILL 09/10/26   | 2026-09-10      | 0.0000%  | N/A     | $4600.00           | $4525.02           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  | N/A     | $300.00            | $313.04            | U.S. Treasuries (including strips) |
| BILL 07/23/26   | 2026-07-23      | 0.0000%  | N/A     | $400.00            | $395.42            | U.S. Treasuries (including strips) |
| BILL 06/23/26   | 2026-06-23      | 0.0000%  | N/A     | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41   | 2041-02-15      | 2.1250%  | N/A     | $694400.00         | $1000017.00        | U.S. Treasuries (including strips) |
| BILL 05/05/26   | 2026-05-05      | 0.0000%  | N/A     | $300.00            | $298.94            | U.S. Treasuries (including strips) |
| BILL 06/30/26   | 2026-06-30      | 0.0000%  | N/A     | $900.00            | $891.81            | U.S. Treasuries (including strips) |
| BILL 07/14/26   | 2026-07-14      | 0.0000%  | N/A     | $700.00            | $692.62            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28 | 2028-12-31      | 1.3750%  | N/A     | $100.00            | $93.90             | U.S. Treasuries (including strips) |
| BILL 02/18/27   | 2027-02-18      | 0.0000%  | N/A     | $3100.00           | $3000.74           | U.S. Treasuries (including strips) |
| BILL 12/24/26   | 2026-12-24      | 0.0000%  | N/A     | $200.00            | $194.71            | U.S. Treasuries (including strips) |
| BILL 09/17/26   | 2026-09-17      | 0.0000%  | N/A     | $800.00            | $786.38            | U.S. Treasuries (including strips) |
| BILL 08/27/26   | 2026-08-27      | 0.0000%  | N/A     | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| BILL 07/21/26   | 2026-07-21      | 0.0000%  | N/A     | $4000.00           | $3955.00           | U.S. Treasuries (including strips) |

### Security 3: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170100065.40
- **C.18.a - Value (excl. sponsor support):** $170100065.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYJ1VEAR8
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: 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 TREASURY | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $4976000.00        | $5003870.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $500.00            | $512.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $76800.00          | $95346.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $600.00            | $621.51            | U.S. Treasuries (including strips) |

### Security 5: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ1VECS4
- **C.18 - Value (incl. sponsor support):** $359000000.00
- **C.18.a - Value (excl. sponsor support):** $359000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | N/A     | $90956337.00       | $57959649.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $172908498.00      | $144454083.30      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $39872692.00       | $23037665.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $142891736.00      | $144318601.56      | Agency Mortgage-Backed Securities |

### Security 6: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $975623230.00
- **C.18.a - Value (excl. sponsor support):** $975623230.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ1VECD7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $47219900.00       | $46255055.78       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $445054500.00      | $441636691.87      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $7855800.00        | $8000164.43        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $180428600.00      | $173842876.35      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $39635200.00       | $34395479.55       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $2199100.00        | $2211381.67        | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $26500900.00       | $26856667.99       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $999000.00         | $999447.55         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $12137000.00       | $11113052.34       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $20000000.00       | $19689229.67       | U.S. Treasuries (including strips) |

### Security 8: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ1VEC54
- **C.18 - Value (incl. sponsor support):** $38000000.00
- **C.18.a - Value (excl. sponsor support):** $38000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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 TREASURY | 2027-11-15      | 0.0000%  | N/A     | $41256558.11       | $38760000.01       | U.S. Treasuries (including strips) |

### Security 9: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83770995.10
- **C.18.a - Value (excl. sponsor support):** $83770995.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 10: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4C8, C.4 - ISIN: US3133ET4C89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280455064.26
- **C.18.a - Value (excl. sponsor support):** $280455064.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570213938.15
- **C.18.a - Value (excl. sponsor support):** $570213938.15
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 12: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437198955.09
- **C.18.a - Value (excl. sponsor support):** $437198955.09
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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

### Security 13: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223478031.14
- **C.18.a - Value (excl. sponsor support):** $223478031.14
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 14: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $615636768.69
- **C.18.a - Value (excl. sponsor support):** $615636768.69
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 15: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEB97
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-31      | 3.8354%  | N/A     | $3480900.00        | $3504290.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $500.00            | $448.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-21      | 0.0000%  | N/A     | $869300.00         | $867547.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $23918000.00       | $24116351.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $3494000.00        | $3582937.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $800.00            | $555.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $281000.00         | $225855.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $94072700.00       | $96348702.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $900.00            | $782.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $400.00            | $391.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $98801800.00       | $97943835.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $792000.00         | $810072.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $200.00            | $182.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $116319000.00      | $118125229.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $1394100.00        | $1082429.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $1600.00           | $1591.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8434%  | N/A     | $1000100.00        | $1007742.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $600.00            | $588.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | N/A     | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $10000.00          | $10128.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.8134%  | N/A     | $700.00            | $705.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $11472800.00       | $11230981.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $500.00            | $494.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $730130000.00      | $740637557.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $70.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $176302200.00      | $181819847.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $15842800.00       | $13967294.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8124%  | N/A     | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $400.00            | $284.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $437885100.00      | $449591723.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $300.00            | $300.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $171320000.00      | $111135583.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $1000.00           | $1015.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $203726000.00      | $142267531.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $149986000.00      | $148434740.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $300000000.00      | $304027854.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $129679100.00      | $127973231.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $1000.00           | $932.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $328554000.00      | $340787405.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $4800.00           | $4949.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $390236000.00      | $351270549.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $5112200.00        | $5415291.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $12815500.00       | $13261592.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $27999200.00       | $22576345.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $1000.00           | $995.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $1000.00           | $795.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $1895000.00        | $1894886.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $18759000.00       | $17834539.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7514%  | N/A     | $25400.00          | $25560.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $445850000.00      | $443849980.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $49619200.00       | $51323013.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | N/A     | $1600.00           | $1597.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $1870500.00        | $1904958.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $1000.00           | $1016.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $243532900.00      | $244791552.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $4477200.00        | $4390254.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $68428000.00       | $71769484.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $907000.00         | $920646.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $326339600.00      | $326331252.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $69935000.00       | $55039428.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $56531300.00       | $57883501.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | N/A     | $200.00            | $201.33            | U.S. Treasuries (including strips) |

### Security 16: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $824629281.09
- **C.18.a - Value (excl. sponsor support):** $824629281.09
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MR0, C.4 - ISIN: US3130B8MR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221878810.72
- **C.18.a - Value (excl. sponsor support):** $221878810.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 18: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265207833.63
- **C.18.a - Value (excl. sponsor support):** $265207833.63
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320820125.12
- **C.18.a - Value (excl. sponsor support):** $320820125.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245264832.75
- **C.18.a - Value (excl. sponsor support):** $245264832.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 21: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344128309.54
- **C.18.a - Value (excl. sponsor support):** $344128309.54
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 22: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33810665.22
- **C.18.a - Value (excl. sponsor support):** $33810665.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: 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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_26-47G   | 2056-03-20      | 4.3189%  | N/A     | $51728357.00       | $51108426.84       | Agency Collateralized Mortgage Obligation |
| GNMA_26-55    | 2067-01-16      | 4.5000%  | N/A     | $51780954.00       | $51805808.86       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639H   | 2056-03-25      | 4.6619%  | N/A     | $35241409.00       | $34789447.21       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639A   | 2049-02-25      | 4.5000%  | N/A     | $69179000.00       | $67227740.32       | Agency Collateralized Mortgage Obligation |
| GNMA_26-47C   | 2056-03-20      | 5.5000%  | N/A     | $50000000.00       | $50030866.65       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31A   | 2065-10-16      | 3.0000%  | N/A     | $108655970.00      | $97839947.93       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639G   | 2056-03-25      | 4.5000%  | N/A     | $56434500.00       | $54960169.80       | Agency Collateralized Mortgage Obligation |
| FHLMC_5606B   | 2055-12-25      | 4.5000%  | N/A     | $58061000.00       | $55553768.32       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30J   | 2051-03-20      | 4.5000%  | N/A     | $57919925.00       | $56850361.82       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A   | 2056-01-25      | 4.5000%  | N/A     | $100985626.00      | $97473966.45       | Agency Collateralized Mortgage Obligation |
| GNMA_26-47E   | 2052-09-20      | 4.5000%  | N/A     | $75000000.00       | $73769775.00       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30S   | 2056-02-20      | 6.5000%  | N/A     | $90475515.00       | $94040782.74       | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B   | 2056-04-25      | 5.1722%  | N/A     | $50000000.00       | $51978451.92       | Agency Collateralized Mortgage Obligation |
| FHLMC_5536A   | 2055-04-25      | 4.9619%  | N/A     | $20077617.00       | $17500486.31       | Agency Collateralized Mortgage Obligation |

### Security 24: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400166860.00
- **C.18.a - Value (excl. sponsor support):** $400166860.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47997882.24
- **C.18.a - Value (excl. sponsor support):** $47997882.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 26: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2672291694.41
- **C.18.a - Value (excl. sponsor support):** $2672291694.41
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDXTD3X4
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: 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 TREASURY | 2045-05-15      | 5.0000%  | N/A     | $999554000.00      | $1030139883.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $200190900.00      | $143065907.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $12419100.00       | $7741475.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $91176200.00       | $86755620.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $7025000.00        | $7297172.95        | U.S. Treasuries (including strips) |

### Security 28: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $303484176.03
- **C.18.a - Value (excl. sponsor support):** $303484176.03
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671198710.81
- **C.18.a - Value (excl. sponsor support):** $671198710.81
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3552032362.78
- **C.18.a - Value (excl. sponsor support):** $3552032362.78
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266693097.80
- **C.18.a - Value (excl. sponsor support):** $266693097.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $213797791.45
- **C.18.a - Value (excl. sponsor support):** $213797791.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDYFA4A2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: 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 TREASURY | 2026-07-15      | 0.1250%  | N/A     | $368515000.00      | $507202903.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $3489700.00        | $882573.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $2418398.62        | $1232203.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $2680100.00        | $682452.62         | U.S. Treasuries (including strips) |

### Security 34: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74995643.25
- **C.18.a - Value (excl. sponsor support):** $74995643.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110348113.96
- **C.18.a - Value (excl. sponsor support):** $110348113.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99623889.44
- **C.18.a - Value (excl. sponsor support):** $99623889.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249672292.50
- **C.18.a - Value (excl. sponsor support):** $249672292.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: 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 38: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64355170.00
- **C.18.a - Value (excl. sponsor support):** $64355170.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-11-20      | 7.0000%  | N/A     | $1775908.00        | $440778.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-07-20      | 4.0000%  | N/A     | $2500928.00        | $194120.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-03-20      | 6.5000%  | N/A     | $35302144.00       | $25508550.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.3400%  | N/A     | $375478.00         | $359312.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 5.5000%  | N/A     | $937184.00         | $944243.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1715952.00        | $1800726.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.0000%  | N/A     | $3185000.00        | $390407.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 5.0000%  | N/A     | $500000.00         | $429214.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 5.0000%  | N/A     | $113583.00         | $102174.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $10686800.00       | $5104153.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $1448712.00        | $1161004.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 3.5000%  | N/A     | $1020504.00        | $66886.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $5619959.00        | $5782265.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $10189120.00       | $10507428.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1245520.00        | $1301935.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $275000.00         | $180612.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1453242.00        | $1519477.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 6.5000%  | N/A     | $6000000.00        | $988874.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $1286270.00        | $406274.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 4.5000%  | N/A     | $1189876.00        | $210672.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 2.0000%  | N/A     | $315038.00         | $241949.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | N/A     | $113254016.00      | $101812762.43      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 3.5000%  | N/A     | $1739230.00        | $50361.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2379820.00        | $2489158.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | N/A     | $3845836.00        | $2254312.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.5000%  | N/A     | $3000000.00        | $1877649.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | N/A     | $1131490.00        | $809281.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 6.5000%  | N/A     | $35793728.00       | $37470839.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | N/A     | $1210396.00        | $744792.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $1092218.00        | $1141725.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $134385.00         | $140493.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $667726080.00      | $428469765.80      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.0000%  | N/A     | $240000.00         | $124290.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 3.0000%  | N/A     | $1446578.00        | $1074185.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 6.5000%  | N/A     | $52007232.00       | $53697506.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 6.5000%  | N/A     | $1270120.00        | $1329991.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.5000%  | N/A     | $4143400.00        | $406421.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 5.5000%  | N/A     | $33000.00          | $16317.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1577208.00        | $1525496.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 3.5000%  | N/A     | $225000.00         | $166345.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1618352.00        | $1623834.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1258346.00        | $1253114.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $2418916.00        | $2289904.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 3.0000%  | N/A     | $276346.00         | $182898.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 2.0000%  | N/A     | $2411270.00        | $1884448.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 3.0000%  | N/A     | $600000.00         | $391004.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 2.0000%  | N/A     | $479043.00         | $369801.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.0000%  | N/A     | $1810000.00        | $183198.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.0000%  | N/A     | $958499.00         | $611409.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $253896192.00      | $257571403.32      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $11631072.00       | $12405388.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $533751.00         | $332175.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $225000.00         | $137946.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $8411552.00        | $8346789.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 2.0000%  | N/A     | $57187.00          | $27120.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 6.5000%  | N/A     | $765106.00         | $796936.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.5000%  | N/A     | $163580.00         | $157034.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $789203968.00      | $798286584.73      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 3.0000%  | N/A     | $198408.00         | $173958.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $2707792.00        | $897990.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $299653.00         | $303932.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-01-20      | 4.5000%  | N/A     | $672215.00         | $63474.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $148385280.00      | $92459166.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 1.5000%  | N/A     | $117395.00         | $56721.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-01-20      | 3.0000%  | N/A     | $34152.00          | $22595.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 6.5000%  | N/A     | $1277172.00        | $659957.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | N/A     | $50000000.00       | $5199938.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.0000%  | N/A     | $387834.00         | $360741.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-01-20      | 3.5000%  | N/A     | $474955.00         | $297714.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 5.0000%  | N/A     | $362632.00         | $262674.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $886266.00         | $930706.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $196000.00         | $63410.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.0000%  | N/A     | $1729998.00        | $53264.01          | Agency Mortgage-Backed Securities |

### Security 40: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $222005165.94
- **C.18.a - Value (excl. sponsor support):** $222005165.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 41: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ1VEAE7
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | N/A     | $0.04              | $0.03              | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | N/A     | $0.14              | $0.10              | U.S. Treasuries (including strips) |
| TINT 08/15/43    | 2043-08-15      | 0.0000%  | N/A     | $348345.56         | $143531.96         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $18471.43          | $18574.89          | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | N/A     | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | N/A     | $1.94              | $1.44              | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | N/A     | $529804.29         | $571654.74         | U.S. Treasuries (including strips) |
| TINT 08/15/39    | 2039-08-15      | 0.0000%  | N/A     | $0.16              | $0.09              | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $5768.57           | $6960.69           | U.S. Treasuries (including strips) |
| TINT 02/15/39    | 2039-02-15      | 0.0000%  | N/A     | $1.20              | $0.65              | U.S. Treasuries (including strips) |
| TINT 08/15/26    | 2026-08-15      | 0.0000%  | N/A     | $14330.45          | $14130.54          | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | N/A     | $8.57              | $9.05              | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $327988.57         | $295097.23         | U.S. Treasuries (including strips) |
| TINT 11/15/41    | 2041-11-15      | 0.0000%  | N/A     | $1.02              | $0.47              | U.S. Treasuries (including strips) |
| TINT 11/15/35    | 2035-11-15      | 0.0000%  | N/A     | $13.62             | $8.90              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $2573765.71        | $1432370.62        | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | N/A     | $180398.94         | $49324.68          | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | N/A     | $11.43             | $12.00             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $14.29             | $12.74             | U.S. Treasuries (including strips) |
| 4 5/8 TPRN AU 26 | 2026-11-15      | 0.0000%  | N/A     | $4.29              | $4.19              | U.S. Treasuries (including strips) |
| TINT 02/15/51    | 2051-02-15      | 0.0000%  | N/A     | $0.13              | $0.04              | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54    | 2054-08-15      | 0.0000%  | N/A     | $57.14             | $13.95             | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $1.43              | $1.59              | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $88284.29          | $101186.51         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $2.86              | $4.22              | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45    | 2045-08-15      | 0.0000%  | N/A     | $2.86              | $1.08              | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $2.86              | $1.40              | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | N/A     | $223376.82         | $136103.94         | U.S. Treasuries (including strips) |
| TINT 08/15/38    | 2038-08-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $0.29              | $0.07              | U.S. Treasuries (including strips) |
| TINT 02/15/55    | 2055-02-15      | 0.0000%  | N/A     | $1.86              | $0.44              | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $775667.14         | $736403.76         | U.S. Treasuries (including strips) |
| TINT 05/15/45    | 2045-05-15      | 0.0000%  | N/A     | $0.11              | $0.04              | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $5.71              | $5.68              | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $1602014.29        | $1853010.29        | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $29471.43          | $36444.74          | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | N/A     | $1.43              | $1.50              | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43    | 2043-02-15      | 0.0000%  | N/A     | $65.71             | $28.51             | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-02-15      | 0.0000%  | N/A     | $4.29              | $1.49              | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $1180668.57        | $1205517.28        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $3352558.57        | $3497363.86        | U.S. Treasuries (including strips) |
| 1 1/8 TPRN 40    | 2040-05-15      | 0.0000%  | N/A     | $68.57             | $35.03             | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55    | 2055-05-15      | 0.0000%  | N/A     | $430525.71         | $102168.06         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $1.43              | $1.46              | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | N/A     | $0.96              | $0.26              | U.S. Treasuries (including strips) |
| TINT 11/15/37    | 2037-11-15      | 0.0000%  | N/A     | $10.53             | $6.15              | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 48    | 2048-11-15      | 0.0000%  | N/A     | $11.43             | $3.64              | U.S. Treasuries (including strips) |

### Security 42: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $689639525.44
- **C.18.a - Value (excl. sponsor support):** $689639525.44
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5E3, C.4 - ISIN: US3130BA5E39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445436798.95
- **C.18.a - Value (excl. sponsor support):** $445436798.95
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 44: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  | N/A     | $76323234.00       | $55346578.85       | Agency Collateralized Mortgage Obligation |
| FERA 5650FA 04/25/56 | 2056-04-25      | 4.5652%  | N/A     | $167742522.00      | $169664493.73      | Agency Collateralized Mortgage Obligation |
| FERA 5644FE 04/25/56 | 2056-04-25      | 4.5219%  | N/A     | $115000000.00      | $114022114.75      | Agency Collateralized Mortgage Obligation |
| FERA 5638FC 03/25/56 | 2056-03-25      | 4.4119%  | N/A     | $136183108.00      | $134650274.11      | Agency Collateralized Mortgage Obligation |
| FERA 5513MQ 06/25/54 | 2054-06-25      | 7.6119%  | N/A     | $85424544.00       | $61316539.23       | Agency Collateralized Mortgage Obligation |

### Security 45: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $895285153.28
- **C.18.a - Value (excl. sponsor support):** $895285153.28
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99794026.66
- **C.18.a - Value (excl. sponsor support):** $99794026.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 47: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8009222.00
- **C.18.a - Value (excl. sponsor support):** $8009222.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 48: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ1VECP0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | N/A     | $29557200.00       | $28374957.72       | U.S. Treasuries (including strips) |
| 04.500 FGPC A90761 G | 2040-01-01      | 4.5000%  | N/A     | $14099.00          | $910.01            | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | N/A     | $8102945.00        | $7351689.97        | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | N/A     | $12068900.00       | $11970385.24       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | N/A     | $155621300.00      | $156302968.58      | U.S. Treasuries (including strips) |

### Security 49: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DI9276 C | 2055-03-20      | 6.5000%  | N/A     | $2871672.00        | $1944569.81        | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M | 2055-03-20      | 6.0000%  | N/A     | $50000000.00       | $33635339.72       | Agency Mortgage-Backed Securities |
| GNII SF BH0059 C | 2048-06-20      | 5.0000%  | N/A     | $4618504.00        | $830772.39         | Agency Mortgage-Backed Securities |
| GNII SF DI6924 C | 2055-03-20      | 6.5000%  | N/A     | $1805618.00        | $1780394.42        | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M | 2055-05-20      | 6.5000%  | N/A     | $1061599232.00     | $728213423.22      | Agency Mortgage-Backed Securities |
| GNII SF DP7108 C | 2056-01-20      | 5.5000%  | N/A     | $14051552.00       | $14298552.66       | Agency Mortgage-Backed Securities |
| GNII SF DO7271 C | 2056-03-20      | 5.5000%  | N/A     | $1524450.00        | $1571223.68        | Agency Mortgage-Backed Securities |
| GNII SF DQ2412 C | 2056-03-20      | 6.0000%  | N/A     | $5375060.00        | $5529920.85        | Agency Mortgage-Backed Securities |
| GNII SF MA9607 M | 2054-04-20      | 6.5000%  | N/A     | $103245000.00      | $43230554.14       | Agency Mortgage-Backed Securities |
| GNII SF MB0686 M | 2055-09-20      | 5.5000%  | N/A     | $10962192.00       | $10918573.54       | Agency Mortgage-Backed Securities |
| GNII SF DO5742 C | 2056-02-20      | 6.5000%  | N/A     | $1746750.00        | $1851535.01        | Agency Mortgage-Backed Securities |
| GNII SF DI3441 C | 2055-04-20      | 6.5000%  | N/A     | $1867104.00        | $1793855.37        | Agency Mortgage-Backed Securities |
| GNII SF DP7275 C | 2056-02-20      | 6.5000%  | N/A     | $1281444.00        | $1363948.93        | Agency Mortgage-Backed Securities |
| GNII SF DN6329 C | 2056-01-20      | 6.0000%  | N/A     | $3760820.00        | $3873163.02        | Agency Mortgage-Backed Securities |
| GNII SF DK8055 C | 2055-07-20      | 6.5000%  | N/A     | $1714362.00        | $1572459.34        | Agency Mortgage-Backed Securities |
| GNII SF DQ5939 C | 2056-03-20      | 5.0000%  | N/A     | $27314912.00       | $27198787.21       | Agency Mortgage-Backed Securities |
| GNII SF DI4529 C | 2055-08-20      | 6.5000%  | N/A     | $1301460.00        | $1401803.92        | Agency Mortgage-Backed Securities |
| GNII SF 722696 C | 2039-11-20      | 4.0000%  | N/A     | $3788324.00        | $114492.31         | Agency Mortgage-Backed Securities |
| GNII SF DI9790 C | 2055-05-20      | 5.0000%  | N/A     | $1038110.00        | $1022693.12        | Agency Mortgage-Backed Securities |
| GNII SF DM1744 C | 2055-09-20      | 6.5000%  | N/A     | $1061088.00        | $1119008.72        | Agency Mortgage-Backed Securities |
| GNII SF DR3283 C | 2056-03-20      | 6.0000%  | N/A     | $3004950.00        | $3103743.74        | Agency Mortgage-Backed Securities |
| GNII SF DL2769 C | 2055-07-20      | 6.5000%  | N/A     | $14467392.00       | $12708007.22       | Agency Mortgage-Backed Securities |
| GNII SF DQ4344 C | 2056-02-20      | 6.0000%  | N/A     | $3805756.00        | $3929079.95        | Agency Mortgage-Backed Securities |
| GNII SF DK4924 C | 2055-06-20      | 6.5000%  | N/A     | $1244176.00        | $1089731.11        | Agency Mortgage-Backed Securities |
| GNPL PN CL2726   | 2057-06-15      | 3.2000%  | N/A     | $7105160.00        | $6193767.57        | Agency Mortgage-Backed Securities |
| GNII SF 005189 M | 2039-04-20      | 6.0000%  | N/A     | $1502355.00        | $33099.07          | Agency Mortgage-Backed Securities |
| GNII SF DR2286 C | 2056-03-20      | 5.0000%  | N/A     | $7861720.00        | $7828281.49        | Agency Mortgage-Backed Securities |
| GNII SF BM5458 C | 2049-07-20      | 4.0000%  | N/A     | $154000.00         | $25553.69          | Agency Mortgage-Backed Securities |
| GNII SF DJ3545 C | 2055-03-20      | 6.5000%  | N/A     | $4010304.00        | $3244421.72        | Agency Mortgage-Backed Securities |
| GNMI SF BE0143 X | 2048-01-15      | 4.0000%  | N/A     | $60000.00          | $25937.65          | Agency Mortgage-Backed Securities |
| GNII SF DP4721 C | 2056-02-20      | 5.5000%  | N/A     | $2647604.00        | $2686985.08        | Agency Mortgage-Backed Securities |
| GNII SF DQ5956 C | 2056-02-20      | 6.5000%  | N/A     | $1502436.00        | $1585141.12        | Agency Mortgage-Backed Securities |
| GNII SF DM3453 C | 2055-09-20      | 6.0000%  | N/A     | $3594680.00        | $3709137.20        | Agency Mortgage-Backed Securities |
| GNII SF DN6608 C | 2056-03-20      | 6.0000%  | N/A     | $1983340.00        | $2050232.11        | Agency Mortgage-Backed Securities |
| GNPL PN CL6608   | 2057-05-15      | 2.5700%  | N/A     | $244550.00         | $205127.16         | Agency Mortgage-Backed Securities |
| GNII SF DG1741 C | 2055-03-20      | 6.5000%  | N/A     | $3481132.00        | $2585286.65        | Agency Mortgage-Backed Securities |
| GNII SF DK1433 C | 2055-06-20      | 6.5000%  | N/A     | $2943544.00        | $2051159.16        | Agency Mortgage-Backed Securities |
| GNII SF DH3070 C | 2055-02-20      | 6.5000%  | N/A     | $2055128.00        | $1757579.99        | Agency Mortgage-Backed Securities |
| GNII ET DM7514 C | 2065-07-20      | 3.5000%  | N/A     | $386363.00         | $350809.60         | Agency Mortgage-Backed Securities |
| GNII SF DN7851 C | 2055-10-20      | 6.5000%  | N/A     | $2129436.00        | $2309896.73        | Agency Mortgage-Backed Securities |
| GNMI SF 711069 X | 2040-01-15      | 5.0000%  | N/A     | $37901888.00       | $1056179.76        | Agency Mortgage-Backed Securities |
| GNII SF DK0428 C | 2055-06-20      | 6.5000%  | N/A     | $1240008.00        | $1299824.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ4018 C | 2056-03-20      | 6.0000%  | N/A     | $1851232.00        | $1926031.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ0057 C | 2055-06-20      | 5.5000%  | N/A     | $1102694.00        | $1113642.62        | Agency Mortgage-Backed Securities |
| GNII SF DH7968 C | 2055-03-20      | 6.5000%  | N/A     | $4259744.00        | $2830824.88        | Agency Mortgage-Backed Securities |
| GNII SF 738175 C | 2041-02-20      | 4.0000%  | N/A     | $15000000.00       | $273464.93         | Agency Mortgage-Backed Securities |
| GNMI SF 652522 X | 2036-04-15      | 5.5000%  | N/A     | $5000000.00        | $102953.08         | Agency Mortgage-Backed Securities |
| GNII SF DQ7443 C | 2056-03-20      | 5.5000%  | N/A     | $14039792.00       | $14279947.32       | Agency Mortgage-Backed Securities |
| GNII SF DJ8208 C | 2055-06-20      | 6.5000%  | N/A     | $1181930.00        | $1039129.47        | Agency Mortgage-Backed Securities |
| GNII SF DP0276 C | 2056-02-20      | 6.5000%  | N/A     | $3208272.00        | $3452657.69        | Agency Mortgage-Backed Securities |
| GNII SF DL5490 C | 2055-12-20      | 6.5000%  | N/A     | $2012944.00        | $2183965.95        | Agency Mortgage-Backed Securities |
| GNII SF MA9775 M | 2048-04-20      | 3.5000%  | N/A     | $46705000.00       | $35603023.88       | Agency Mortgage-Backed Securities |
| GNII SF DQ2437 C | 2056-03-20      | 5.0000%  | N/A     | $30327120.00       | $30198189.31       | Agency Mortgage-Backed Securities |
| GNPL PN CL4451   | 2057-05-15      | 2.7400%  | N/A     | $9590864.00        | $8092344.42        | Agency Mortgage-Backed Securities |
| GNII SF DL2766 C | 2055-07-20      | 6.5000%  | N/A     | $10996688.00       | $11065942.24       | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M | 2047-01-20      | 3.0000%  | N/A     | $50000000.00       | $6707786.69        | Agency Mortgage-Backed Securities |
| GNPL PN CL4454   | 2057-07-15      | 2.8000%  | N/A     | $7635920.00        | $6478760.11        | Agency Mortgage-Backed Securities |
| GNII SF DN7966 C | 2055-12-20      | 6.5000%  | N/A     | $1954908.00        | $2056507.09        | Agency Mortgage-Backed Securities |
| GNII SF DQ4783 C | 2056-02-20      | 6.0000%  | N/A     | $1952794.00        | $2043546.20        | Agency Mortgage-Backed Securities |
| GNII JM 004939 M | 2039-10-20      | 5.5000%  | N/A     | $1168920.00        | $319664.83         | Agency Mortgage-Backed Securities |
| GNII SF DN6521 C | 2056-02-20      | 6.0000%  | N/A     | $1182802.00        | $1220464.81        | Agency Mortgage-Backed Securities |
| GNII SF DM4787 C | 2055-12-20      | 6.0000%  | N/A     | $1549492.00        | $1613727.22        | Agency Mortgage-Backed Securities |
| GNII SF DO7668 C | 2056-01-20      | 6.0000%  | N/A     | $6959040.00        | $7210056.04        | Agency Mortgage-Backed Securities |
| GNII SF DM7181 C | 2055-09-20      | 6.5000%  | N/A     | $2372720.00        | $2567314.75        | Agency Mortgage-Backed Securities |
| GNPL PN CM4396   | 2057-10-15      | 3.8000%  | N/A     | $3665392.00        | $3328441.53        | Agency Mortgage-Backed Securities |
| GNII SP 784780 C | 2049-03-20      | 5.0000%  | N/A     | $10690000.00       | $1594786.83        | Agency Mortgage-Backed Securities |
| GNMI SF 749627 X | 2040-11-15      | 4.0000%  | N/A     | $439563.00         | $18614.16          | Agency Mortgage-Backed Securities |
| GNII SF DL8655 C | 2055-09-20      | 6.5000%  | N/A     | $1227736.00        | $1310838.43        | Agency Mortgage-Backed Securities |
| GNII SF DO0931 C | 2056-01-20      | 6.5000%  | N/A     | $1791040.00        | $1944685.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5314 C | 2055-11-20      | 6.0000%  | N/A     | $10113424.00       | $10097195.03       | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | N/A     | $14107840.00       | $10389451.76       | Agency Mortgage-Backed Securities |
| GNII SF 004245 M | 2038-09-20      | 6.0000%  | N/A     | $4998000.00        | $41666.68          | Agency Mortgage-Backed Securities |
| GNPL PN DC7238   | 2060-04-15      | 5.6000%  | N/A     | $3445420.00        | $3551980.85        | Agency Mortgage-Backed Securities |
| GNII SF DH0179 C | 2055-01-20      | 6.5000%  | N/A     | $1627038.00        | $1328433.57        | Agency Mortgage-Backed Securities |
| GNPL PN CL4449   | 2057-05-15      | 2.9300%  | N/A     | $3060160.00        | $2400373.45        | Agency Mortgage-Backed Securities |
| GNII SF DO8863 C | 2056-01-20      | 5.5000%  | N/A     | $2125752.00        | $2204151.15        | Agency Mortgage-Backed Securities |
| GNII SF DH7967 C | 2055-03-20      | 6.5000%  | N/A     | $1195094.00        | $903597.01         | Agency Mortgage-Backed Securities |
| GNII SF DP9001 C | 2056-01-20      | 6.5000%  | N/A     | $1371742.00        | $1441631.33        | Agency Mortgage-Backed Securities |
| GNII SF DL6439 C | 2055-08-20      | 6.5000%  | N/A     | $2137710.00        | $2242780.24        | Agency Mortgage-Backed Securities |
| GNII SF DQ4020 C | 2056-03-20      | 6.0000%  | N/A     | $1156890.00        | $1201528.60        | Agency Mortgage-Backed Securities |
| GNII SF DN7803 C | 2055-10-20      | 6.5000%  | N/A     | $1445034.00        | $1551816.28        | Agency Mortgage-Backed Securities |
| GNII RG CF0565 C | 2049-07-20      | 5.5000%  | N/A     | $6246352.00        | $3685598.32        | Agency Mortgage-Backed Securities |
| GNII SF DP4571 C | 2056-01-20      | 6.5000%  | N/A     | $1157762.00        | $1256191.41        | Agency Mortgage-Backed Securities |
| GNII SF DH5738 C | 2055-03-20      | 6.5000%  | N/A     | $1188800.00        | $822240.00         | Agency Mortgage-Backed Securities |

### Security 50: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1366454126.65
- **C.18.a - Value (excl. sponsor support):** $1366454126.65
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 51: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $471010409.10
- **C.18.a - Value (excl. sponsor support):** $471010409.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 52: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ0932J6
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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: P-1; Standard & Poor's: A-1; Fitch: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $400.00            | $400.08            | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | N/A     | $3587545.67        | $2157524.85        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $1000.00           | $986.99            | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $6638000.00        | $7263554.39        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $827200.00         | $786079.06         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $11688400.00       | $11467393.47       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $99400.00          | $100156.48         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | N/A     | $1790500.00        | $2101203.55        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 54    | 2054-05-15      | 0.0000%  | N/A     | $407000.00         | $100779.71         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $1012600.00        | $1002813.62        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $2179900.00        | $1447976.31        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $3300.00           | $2282.46           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $3274000.00        | $3313236.73        | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $100.00            | $123.66            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $200.00            | $165.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | N/A     | $14500400.00       | $14593718.89       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55    | 2055-11-15      | 0.0000%  | N/A     | $829200.00         | $193255.01         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $6512300.00        | $6569734.89        | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $10500.00          | $9632.45           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $327700.00         | $324185.90         | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | N/A     | $14.81             | $12.97             | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | N/A     | $590000.00         | $186698.42         | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | N/A     | $200.00            | $182.60            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $267328500.00      | $254367365.68      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $200.00            | $180.25            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | N/A     | $400.00            | $420.13            | U.S. Treasuries (including strips) |
| TINT 02/15/53    | 2053-02-15      | 0.0000%  | N/A     | $6892426.52        | $1755087.49        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | N/A     | $37078500.00       | $39165475.16       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $147777000.00      | $148638180.11      | U.S. Treasuries (including strips) |
| TINT 08/15/32    | 2032-08-15      | 0.0000%  | N/A     | $67.14             | $51.58             | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $105472.81         | $32106.03          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $72702400.00       | $65411658.73       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $900.00            | $886.01            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $7100.00           | $6501.00           | U.S. Treasuries (including strips) |

### Security 53: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ1VEAJ6
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $66525707.36       | $67191652.11       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $112483648.32      | $115218856.02      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $61013946.72       | $61369509.48       | U.S. Treasuries (including strips) |

### Security 54: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDXTCQM5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE K 32     | 2032-04-30      | 4.0000%  | N/A     | $46211200.00       | $46736856.23       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32 | 2032-05-31      | 4.1250%  | N/A     | $32398000.00       | $32873318.36       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31 | 2031-06-30      | 4.2500%  | N/A     | $323629600.00      | $330563460.73      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31 | 2031-07-31      | 4.1250%  | N/A     | $266208000.00      | $269296829.08      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31 | 2031-05-15      | 1.6250%  | N/A     | $9533100.00        | $8546223.69        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32 | 2032-01-31      | 4.3750%  | N/A     | $200777200.00      | $205282745.75      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31 | 2031-07-15      | 0.1250%  | N/A     | $215888600.00      | $244573216.59      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  | N/A     | $113252900.00      | $115612693.11      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32 | 2032-02-15      | 1.8750%  | N/A     | $80365400.00       | $71309586.08       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  | N/A     | $123923400.00      | $107911597.76      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31 | 2031-12-31      | 4.5000%  | N/A     | $11597300.00       | $11984392.89       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31 | 2031-08-31      | 3.7500%  | N/A     | $142800.00         | $141276.18         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41   | 2041-02-15      | 2.1250%  | N/A     | $78400.00          | $112905.15         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  | N/A     | $5586100.00        | $6027358.85        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31 | 2031-03-31      | 4.1250%  | N/A     | $3300.00           | $3318.48           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31 | 2031-03-31      | 3.8750%  | N/A     | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31 | 2031-04-30      | 4.6250%  | N/A     | $160000.00         | $167584.50         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  | N/A     | $417694500.00      | $435855987.68      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | N/A     | $800.00            | $554.93            | U.S. Treasuries (including strips) |

### Security 55: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **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: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYJ1XH7G7
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $3100000.00        | $3139671.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $9237600.00        | $8674189.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $2070000.00        | $1985125.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $41000.00          | $10854.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $20000.00          | $19811.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $13883900.00       | $14169867.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $1246000.00        | $1181320.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | N/A     | $12377000.00       | $12172487.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $3203000.00        | $3191363.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $50000.00          | $46792.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $4591000.00        | $4526399.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $18177400.00       | $15800189.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $199700.00         | $201014.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $62900.00          | $61783.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $119000.00         | $121747.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $677800.00         | $669402.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $76200.00          | $76814.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $1350100.00        | $1327890.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $12162400.00       | $12370798.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $1521000.00        | $1330257.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $76100.00          | $76884.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $725000.00         | $734665.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $20000.00          | $4812.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $1481400.00        | $1493685.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $2339700.00        | $2033719.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $20144600.00       | $21049602.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $483500.00         | $481063.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $265600.00         | $263288.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $212700.00         | $206227.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $6171100.00        | $5867963.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $17643100.00       | $17791166.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $25000000.00       | $21044359.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $12000000.00       | $11841948.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $1768500.00        | $1774822.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $200000.00         | $48157.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $8006000.00        | $7892474.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $110000.00         | $26015.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | N/A     | $2340000.00        | $2334273.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $575200.00         | $568217.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2234700.00        | $2221848.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $924000.00         | $857472.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $5173500.00        | $5121139.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $4800000.00        | $4723285.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | N/A     | $25210000.00       | $23563370.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $15902800.00       | $15914552.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $1325000.00        | $1346378.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $8038000.00        | $8172537.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $60000.00          | $61369.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | N/A     | $1742000.00        | $1739744.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $4768900.00        | $4845956.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | N/A     | $3108000.00        | $3092242.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $913500.00         | $884056.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $508500.00         | $514241.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $634000.00         | $655770.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $199000.00         | $52993.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $1395000.00        | $1404933.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $162100.00         | $165714.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $1280500.00        | $1285912.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $50400.00          | $51031.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $385000.00         | $359019.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $50000.00          | $13530.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $827800.00         | $799779.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $8301200.00        | $8459159.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $24340000.00       | $24468679.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $61000.00          | $60373.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8354%  | N/A     | $196434200.00      | $197754172.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $3905100.00        | $4136625.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $7690300.00        | $7211710.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.8034%  | N/A     | $15025000.00       | $15119405.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $19850000.00       | $19758897.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $2602800.00        | $2620386.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $6592000.00        | $6272608.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $1228900.00        | $1233121.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $1038400.00        | $1074545.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $410400.00         | $376270.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $471400.00         | $478884.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $50000.00          | $13392.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $9009400.00        | $9068966.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $311000.00         | $313670.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $2972400.00        | $2609381.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | N/A     | $935000.00         | $924493.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $5745100.00        | $5543559.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $116000.00         | $117166.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $7788000.00        | $4291717.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $2924900.00        | $2819753.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | N/A     | $24388000.00       | $24166207.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $1714800.00        | $1745375.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $1350000.00        | $1355552.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $17187800.00       | $17041132.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $77700.00          | $76869.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $919000.00         | $919543.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $2000.00           | $1981.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $2029000.00        | $1929843.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $19626900.00       | $20047082.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $90527800.00       | $120448649.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $3152000.00        | $3161802.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $3375600.00        | $3403849.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $793800.00         | $781647.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $4859000.00        | $4834238.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $402000.00         | $408976.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $9877000.00        | $10302550.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $10399400.00       | $10513495.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $11763300.00       | $11732140.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $1700000.00        | $1692374.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $24250000.00       | $24170043.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $12102300.00       | $12268835.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $7805000.00        | $7726299.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $6409100.00        | $5628824.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $500000.00         | $128073.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $350000.00         | $331614.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $4953700.00        | $4986963.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $1381000.00        | $1369595.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $1885200.00        | $1897226.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $4444000.00        | $2952064.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $12000000.00       | $12033777.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $3734600.00        | $3696126.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $117200.00         | $118711.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $10263000.00       | $10338347.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $96340700.00       | $91300045.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $2396600.00        | $2252647.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8584%  | N/A     | $159000000.00      | $160141518.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $4446300.00        | $4249801.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $5000000.00        | $5055714.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $4758000.00        | $4707731.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $196000.00         | $49362.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $1000000.00        | $277187.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $165000000.00      | $163813022.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $2000000.00        | $2028282.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $442600.00         | $729977.44         | U.S. Treasuries (including strips) |

### Security 56: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NE6, C.4 - ISIN: US3130B9NE62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448845614.74
- **C.18.a - Value (excl. sponsor support):** $448845614.74
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100270736.37
- **C.18.a - Value (excl. sponsor support):** $100270736.37
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 58: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QZ6, C.4 - ISIN: US3130B9QZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670600000.00
- **C.18.a - Value (excl. sponsor support):** $670600000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157283223.10
- **C.18.a - Value (excl. sponsor support):** $157283223.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 60: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $596294519.60
- **C.18.a - Value (excl. sponsor support):** $596294519.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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 61: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ1VEAC1
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: 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 TREASURY | 2028-07-31      | 1.0000%  | N/A     | $400.00            | $375.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $2669300.00        | $1744808.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $18600.00          | $13408.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $20800.00          | $15210.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $300.00            | $299.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $5200.00           | $5182.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $300.00            | $284.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | N/A     | $200.00            | $197.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $300.00            | $305.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $900.00            | $755.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $248800.00         | $255738.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $1000.00           | $733.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $1500.00           | $1484.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $300.00            | $300.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $300.00            | $275.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $200.00            | $196.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $200.00            | $196.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $400.00            | $294.60            | U.S. Treasuries (including strips) |

### Security 62: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ1VECH8
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: 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 TREASURY | 2035-11-15      | 4.0000%  | N/A     | $5158000.00        | $5100022.15        | U.S. Treasuries (including strips) |

### Security 63: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267523020.20
- **C.18.a - Value (excl. sponsor support):** $267523020.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 64: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2852458258.77
- **C.18.a - Value (excl. sponsor support):** $2852458258.77
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $318254212.38
- **C.18.a - Value (excl. sponsor support):** $318254212.38
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9R28, C.4 - ISIN: US3130B9R281, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670600000.00
- **C.18.a - Value (excl. sponsor support):** $670600000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243298167.95
- **C.18.a - Value (excl. sponsor support):** $243298167.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 68: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA4E4, C.4 - ISIN: US3130BA4E48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222599051.72
- **C.18.a - Value (excl. sponsor support):** $222599051.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBU0
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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 Corp

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC GOLD                       | 2044-06-01      | 4.0000%  | N/A     | $1000.00           | $103.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $981.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | N/A     | $19083840.00       | $2102576.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $774.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $42566.00          | $36649.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $676.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $27082185.00       | $19861795.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $2454319.00        | $1149240.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 5.4500%  | N/A     | $1000.00           | $202.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $13003.00          | $9272.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1437.00           | $536.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1221888.00        | $926902.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $10219967.00       | $7332096.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $28356704.00       | $25185543.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 3.5000%  | N/A     | $3388.00           | $588.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 6.0000%  | N/A     | $42963844.00       | $681917.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $14124044.00       | $13930215.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $854000.00         | $553563.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $1040.00           | $869.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $50860416.00       | $50318278.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $325.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.5000%  | N/A     | $38890.00          | $36162.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $45385631.00       | $38074277.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $873.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $2537920.00        | $2071074.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1209704.00        | $493669.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $75090200.00       | $15216923.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $99688640.00       | $100666119.50      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $101969317.00      | $8506369.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1528.00           | $1487.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $246.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | N/A     | $27911.00          | $23709.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $10218.00          | $7645.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $49625680.00       | $33351141.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $37018225.00       | $10363663.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $7184672.00        | $2855014.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $60003679.00       | $56268995.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $18394944.00       | $11416510.44       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $21704233.00       | $11331418.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | N/A     | $30000.00          | $27548.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $708.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $20981.00          | $16595.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $41870.00          | $29958.92          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $969.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | N/A     | $14300960.00       | $11581501.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1956631.00        | $1816620.51        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $2148228.00        | $1772594.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.5000%  | N/A     | $30000.00          | $25787.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $533.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $51027540.00       | $37098418.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $151.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $812.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $172178688.00      | $69891963.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | N/A     | $35000.00          | $25681.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | N/A     | $1024.00           | $910.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3486900.00        | $1617104.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | N/A     | $22000.00          | $18172.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1015.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2000.00           | $508.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $796.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1119500.00        | $337614.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $4014528.00        | $2329904.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1008.00           | $924.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $430.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $478.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $29566.00          | $29195.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $869.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $897.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $11050720.00       | $7187110.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $997.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | N/A     | $1031395.00        | $142361.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3000.00           | $2169.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $665.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $136352256.00      | $86501697.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $223.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1039100.00        | $710459.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 5.5000%  | N/A     | $110000.00         | $66560.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $770.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $35.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1004.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $1024.00           | $928.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $755.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $948.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1012266.00        | $625019.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 2.0000%  | N/A     | $26767.00          | $13770.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.5000%  | N/A     | $1724370.00        | $866545.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $202037785.00      | $26597277.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1816.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $120.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $263144.00         | $224416.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-11-01      | 4.0000%  | N/A     | $1000.00           | $250.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $247.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | N/A     | $1024.00           | $455.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $21054160.00       | $13798397.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $647.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $39591400.00       | $30040585.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $1024.00           | $111.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $583.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | N/A     | $9000.00           | $8319.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1046694.00        | $791645.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $94.25             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-12-01      | 4.0000%  | N/A     | $1000.00           | $72.01             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $1039.00           | $136.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $10962.00          | $11069.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $350.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $673.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $1025.00           | $150.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $1045947.00        | $727303.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $1182.00           | $243.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $214.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $134249155.26      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | N/A     | $44000.00          | $20472.22          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $116.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $30321728.00       | $29201236.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $1001.00           | $681.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $20001.00          | $8042.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $17888.00          | $12764.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1025.00           | $226.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $30580.00          | $28689.02          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1499806.00        | $1197480.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $364.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $760.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $746.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1001560.00        | $683230.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $1003.00           | $854.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $416.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $479.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.0000%  | N/A     | $1367796.00        | $874700.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $18096767.00       | $13488190.36       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-07-01      | 2.0000%  | N/A     | $1000.00           | $625.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1280.00           | $1242.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $441.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $235.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-06-01      | 4.0000%  | N/A     | $3971789.00        | $1344885.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $1034.00           | $766.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1020.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $103.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $176.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $803.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $105.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $198.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $431.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $10587296.00       | $7542780.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $165.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $942.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1029.00           | $681.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $491.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $770338.00         | $681310.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2723772.00        | $1776589.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $2024.00           | $1854.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $781.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $5222614.00        | $1495165.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $411.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $11001.00          | $6464.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $257.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $823.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $19720.00          | $15007.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | N/A     | $1104.00           | $18.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $726000.00         | $124930.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 4.0000%  | N/A     | $47454.00          | $29856.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $7094934.00        | $6265365.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $1195484.00        | $519492.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1016.00           | $8.70              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $608.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 3.0000%  | N/A     | $1008.00           | $861.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1000.00           | $242.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $187608943.00      | $117097772.33      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $736.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $944.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1025.00           | $624.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $549.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $163.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $1986758.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $817.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $1383.00           | $1151.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $190.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $34721793.00       | $27571603.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1059.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $16000.00          | $12599.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.5000%  | N/A     | $1000.00           | $221.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2281015.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $983.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | N/A     | $1495442.00        | $192550.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $616253.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $8000.00           | $6438.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $27498235.00       | $14296692.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | N/A     | $180006.00         | $114297.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $827464.00         | $542508.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $16972655.00       | $13777784.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | N/A     | $49000.00          | $37096.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $439183.00         | $92437.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $191.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $297.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 3.0000%  | N/A     | $2311747.00        | $615730.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $3024427.00        | $3015051.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | N/A     | $1024.00           | $119.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 4.5000%  | N/A     | $1070118.00        | $876758.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1070295.00        | $740755.97         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $8100.00           | $5729.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1001.00           | $182.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $211.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $2674070.00        | $1402549.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $712.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $826.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $119510162.00      | $57987415.93       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1029.00           | $792.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2639484.00        | $1952159.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $42966400.00       | $35405401.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $40883.00          | $16930.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | N/A     | $32001.00          | $13404.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $445.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $711.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1120.00           | $189.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1007.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $19198300.00       | $10135687.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | N/A     | $39000.00          | $17733.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $8000.00           | $5383.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $555.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $27399840.00       | $7526074.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $148985.00         | $152052.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $73.14             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $2001.00           | $1319.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1072456.00        | $577287.68         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $9696800.00        | $7306484.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $10112944.00       | $9964611.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $295.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $7000.00           | $6916.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | N/A     | $1023.00           | $276.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2304.00           | $207.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $665043.00         | $566783.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | N/A     | $88397284.00       | $57675104.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $990.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $149.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $318.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 3.5000%  | N/A     | $123897600.00      | $15044106.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1320364.00        | $794807.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | N/A     | $24003.00          | $7903.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1634500.00        | $789685.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1059512.00        | $229888.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | N/A     | $1001.00           | $1082.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | N/A     | $1630000.00        | $310856.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $1481186.00        | $458705.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $992.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $1401.00           | $553.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $982.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $456.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $121.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $376998.00         | $395906.23         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $7001.00           | $5718.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $949.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.0000%  | N/A     | $1008.00           | $228.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.0000%  | N/A     | $100000.00         | $30447.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $31961.00          | $25067.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $445.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-10-01      | 7.0000%  | N/A     | $81737.00          | $827.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1275136.00        | $808364.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | N/A     | $15832704.00       | $6251520.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $880.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | N/A     | $1999.00           | $206.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $879.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $25004.00          | $17510.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $4341418.00        | $3101565.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $290.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | N/A     | $68249728.00       | $16501807.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $95.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | N/A     | $2395000.00        | $432092.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $9004523.00        | $4738008.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $111226752.00      | $90178061.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $175785074.11      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $15895000.00       | $2688598.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $39.54             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $332.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $570.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.5000%  | N/A     | $1000.00           | $84.28             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | N/A     | $16786400.00       | $13200847.38       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | N/A     | $15000.00          | $11435.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $850.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $91349952.00       | $62375966.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1001.00           | $618.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $893.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | N/A     | $8483669.00        | $89421.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 3.0000%  | N/A     | $979256.00         | $428778.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $40000.00          | $30503.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $2068672.00        | $1451182.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1130028.00        | $611788.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $2696300.00        | $1791245.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $14107040.00       | $13497677.20       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $778.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1268978.00        | $1165265.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $577.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $59075280.00       | $40031646.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1177050.00        | $685896.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $665.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $825168.00         | $745067.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $376.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1023.00           | $178.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 3.5000%  | N/A     | $25657676.00       | $4218270.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | N/A     | $1022.00           | $720.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1005.00           | $134.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $1280.00           | $117.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $2000.00           | $1088.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $21329312.00       | $15074555.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $2362200.00        | $1956580.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $2049.00           | $192.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2615516.00        | $1831361.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $822.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $6000.00           | $5168.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1108239.00        | $786115.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $7938354.00        | $6559835.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $813.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $66486663.00       | $11184839.19       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.5000%  | N/A     | $1123636.00        | $263326.88         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-04-01      | 6.0000%  | N/A     | $140046879.00      | $1541921.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $918.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $908.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $968635.00         | $294600.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $229000.00         | $146155.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $567.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1080.00           | $558.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1023.00           | $909.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $704.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-04-01      | 2.5000%  | N/A     | $1000.00           | $57.78             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | N/A     | $24000.00          | $15332.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $511.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $194.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $318.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $180687.00         | $109300.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 2.0000%  | N/A     | $15451360.00       | $7519867.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $21786752.00       | $11607505.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $984.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $178000.00         | $103937.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $7014256.00        | $1363816.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $5239064.00        | $5201695.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | N/A     | $1036632.00        | $175621.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-09-01      | 4.0000%  | N/A     | $27895173.00       | $5490467.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $26550.00          | $21630.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $636.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-07-01      | 3.5000%  | N/A     | $2707455.00        | $838435.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $20440352.00       | $10718433.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $1483.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $21000.00          | $11945.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 5.0000%  | N/A     | $5766194.00        | $318201.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $18993724.00       | $14150732.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1969430.00        | $631926.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $3000.00           | $2571.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.5000%  | N/A     | $1000.00           | $44.99             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $40254272.00       | $35200897.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $59999.00          | $37365.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $64383706.00       | $29817886.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $1032.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $154.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $1024.00           | $93.51             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $749.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $908.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1452390.00        | $1124003.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $7001.00           | $5111.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $601.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 3.0000%  | N/A     | $1001.00           | $156.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $5614982.00        | $3868880.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | N/A     | $2243409.00        | $2440030.59        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1794904.00        | $1032891.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $1024.00           | $762.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 5.5000%  | N/A     | $46000.00          | $33722.36          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $314.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 2.5000%  | N/A     | $41036.00          | $5129.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $27770112.00       | $25242832.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $49938800.00       | $40860654.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $721.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1001.00           | $752.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1595352.00        | $1626351.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $243.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $258.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.0000%  | N/A     | $63178.00          | $54358.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $642.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $3177870.00        | $2902169.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $933.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $891.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | N/A     | $93132160.00       | $20721414.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | N/A     | $19000.00          | $14111.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $916.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $30607360.00       | $24036621.46       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $2019.00           | $1772.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $112.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | N/A     | $7501572.00        | $6406269.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1906650.00        | $617263.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $1008102.00        | $694613.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $638.56            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $330.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1226288.00        | $874645.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $43823576.00       | $4682187.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $28353.00          | $25065.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $874.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.5000%  | N/A     | $19565280.00       | $8448900.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $4885120.00        | $3733888.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $564894.00         | $541423.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $135.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | N/A     | $79970285.00       | $429346.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $174000.00         | $40694.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $679.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $407.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $9072.00           | $6567.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $54064464.00       | $24865043.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $7436861.00        | $3523837.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1024.00           | $984.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $1024.00           | $576.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $697317.00         | $558504.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | N/A     | $1024.00           | $432.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $192.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | N/A     | $1037419.00        | $507851.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $116.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $841.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $694.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $1268.00           | $507.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $1170.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $211.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | N/A     | $1003.00           | $723.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $782.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $109000.00         | $80331.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $338.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $1044.00           | $962.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $603000.00         | $117305.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $931.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $47802000.00       | $40927171.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $728.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $751.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $278.86            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $187.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1121500.00        | $1130342.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $86437984.00       | $89927485.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $47254720.00       | $39508597.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $93.73             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $53707629.00       | $52425486.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $128330890.00      | $31780494.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $20421760.00       | $19731226.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1434135.00        | $1476824.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $187.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $98944165.00       | $73720744.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $7742680.00        | $7141711.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.5000%  | N/A     | $149996800.00      | $18767577.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 5.5000%  | N/A     | $5297000.00        | $53745.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $1941174.00        | $762737.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $1427720.00        | $568589.47         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $27964817.00       | $22861290.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $200055041.00      | $28172555.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $7169.00           | $6003.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $23258.00          | $13698.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | N/A     | $2048.00           | $244.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $38785692.00       | $32374888.35       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $191.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1518959.00        | $1549822.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $1008.00           | $842.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $974.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $956.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $470611.00         | $323180.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $306.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $262.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $2002.00           | $864.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.0000%  | N/A     | $869338.00         | $122327.19         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $1581452.00        | $1099601.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $160.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $819.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $6394488.00        | $2514197.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $13497402.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $594.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $8143.00           | $6997.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $56900927.00       | $31727975.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1028324.00        | $745263.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $7620976.00        | $7595976.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.5000%  | N/A     | $1241776.00        | $779530.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $2457217.00        | $1931206.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $226.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $406.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | N/A     | $1027.00           | $332.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1062297.00        | $881428.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $15008.00          | $9781.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $617.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $327.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1059432.00        | $805534.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1035.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $678.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $568.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $11534752.00       | $9550382.96        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $18493677.00       | $16835847.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.4900%  | N/A     | $1094000.00        | $42092.13          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $951.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $225.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $20060576.00       | $12752795.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $3782.00           | $2845.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $573.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $1502520.00        | $696107.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $438.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $3095620.00        | $3184833.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | N/A     | $8010.00           | $7559.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $7938413.00        | $3103747.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $631.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $764.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 3.0000%  | N/A     | $9661567.00        | $320902.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $387.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $991.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $78545536.00       | $58349683.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $967.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | N/A     | $1008.00           | $773.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $36000.00          | $25413.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $226.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $587.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1008.00           | $695.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $758.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1099146.00        | $485503.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $73.65             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $205.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | N/A     | $1924.00           | $12.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $833.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | N/A     | $8380750.00        | $7128830.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $19017044.00       | $9229577.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $29000.00          | $18517.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $837000.00         | $563471.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $781.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $512.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $709.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $249812.00         | $202346.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $751.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1025.00           | $71.07             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1030.00           | $801.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $904.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $622.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1661300.00        | $1705662.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $15989064.00       | $6447097.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $781.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $62.21             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $244.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1237.00           | $1098.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $999.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $848.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $757880.00         | $741038.10         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $9000.00           | $6495.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $2282989.00        | $1717116.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1153368.00        | $697765.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $2000.00           | $700.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $223621888.00      | $91329850.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $2005.00           | $617.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | N/A     | $33114788.00       | $17776041.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $2010.00           | $1297.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $412.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1045600.00        | $684400.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1146762.00        | $519996.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $187.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $620.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $291.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $6444143.00        | $4626296.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $11248.00          | $10979.79          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $2324572.00        | $1298501.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 4.5000%  | N/A     | $33992.00          | $28945.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $9222.00           | $7459.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $768.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $954.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $777.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $665.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $7362576.00        | $3508500.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $788.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $781.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $39654848.00       | $31823569.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $495.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | N/A     | $56000.00          | $36201.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1076.00           | $746.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | N/A     | $4943.00           | $4892.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | N/A     | $121596320.00      | $46108777.31       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 4.0000%  | N/A     | $1020.00           | $179.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1879.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $840.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $266.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | N/A     | $1010.00           | $742.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1675.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $883.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $350.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1001.00           | $170.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $11668995.00       | $8359458.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $35883120.00       | $27008069.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1003.00           | $876.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 3.0000%  | N/A     | $2189304.00        | $1151314.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $2280872.00        | $678311.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $782.87            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2040-02-01      | 5.5000%  | N/A     | $21868.00          | $798.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $829.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $35002.00          | $7974.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $663.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $52086009.00       | $51654642.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-09-01      | 7.5000%  | N/A     | $1200.00           | $0.98              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $1011.00           | $441.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $359.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $658.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-11-01      | 3.5000%  | N/A     | $31704232.00       | $5385786.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | N/A     | $54137498.00       | $14436948.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $919.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $31999.00          | $22473.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $714944.00         | $713528.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $9008.00           | $7060.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $28544.00          | $28352.60          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-02-01      | 4.5000%  | N/A     | $16684096.00       | $1294014.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | N/A     | $76261119.00       | $74728619.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $490.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $629.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $505000.00         | $439245.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $259.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $4061090.00        | $2214213.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $343.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $928.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $175837543.11      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $231.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1009.00           | $773.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $1003.00           | $629.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1001.00           | $404.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $70866000.00       | $48998009.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $124.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | N/A     | $399000.00         | $42630.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.5000%  | N/A     | $10037.00          | $8589.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $5088712.00        | $5130456.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $5797736.00        | $664864.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.5000%  | N/A     | $2335373.00        | $883136.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $625.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1867591.00        | $1760213.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $9060144.00        | $6803316.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $204.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $15846185.00       | $14574709.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $168528624.97      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1052.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $1024.00           | $198.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1018806.00        | $438573.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $1194160.00        | $213346.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $41827.00          | $28737.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $43000.00          | $29935.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1023.00           | $188.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $533.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | N/A     | $1865948.00        | $799812.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | N/A     | $331630.00         | $347156.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | N/A     | $10708064.00       | $8194123.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $231.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1023.00           | $108.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2048.00           | $1996.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $402.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $607.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $33086900.00       | $22193556.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1124214.00        | $829695.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $673.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | N/A     | $2442.00           | $323.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 3.5000%  | N/A     | $2798269.00        | $614325.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $209.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $897.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $169.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $8905840.00        | $6608426.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $735.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 7.0000%  | N/A     | $1451864.00        | $899623.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $763.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $30471072.00       | $18591369.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $964.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $819.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 3.5000%  | N/A     | $1737648.00        | $71616.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $692.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | N/A     | $1000.00           | $176.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | N/A     | $100000.00         | $55824.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $1175690.00        | $786856.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $175.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $561.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $90086.00          | $75185.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $75.03             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1008.00           | $627.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $1001.00           | $577.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $694000.00         | $446559.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $250776.00         | $262237.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $74435416.00       | $36152768.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $431741.00         | $324876.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $2288400.00        | $1890764.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $422.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $19666892.00       | $17407079.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 3.5000%  | N/A     | $1024.00           | $60.83             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1573364.00        | $1358458.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $669347.00         | $449650.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $24053.00          | $5966.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $7334896.00        | $5861898.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $52256960.00       | $25628733.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $465.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $791.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | N/A     | $11000.00          | $9150.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1007.00           | $208.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $46000.00          | $34193.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $784.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $762848.00         | $589263.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $4099000.00        | $2408728.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $12260288.00       | $12081099.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2029.00           | $1240.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | N/A     | $1024.00           | $761.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1404560.00        | $1490349.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1200158.00        | $943685.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1074.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $33585985.00       | $24128521.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $1050438.00        | $455104.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.5000%  | N/A     | $28003.00          | $5038.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $141746005.00      | $117803816.18      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $933.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | N/A     | $1998.00           | $126.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $101.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $434.31            | Agency Mortgage-Backed Securities |

### Security 70: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1854731817.96
- **C.18.a - Value (excl. sponsor support):** $1854731817.96
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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 71: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3116773102.62
- **C.18.a - Value (excl. sponsor support):** $3116773102.62
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $958528945.71
- **C.18.a - Value (excl. sponsor support):** $958528945.71
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343209317.01
- **C.18.a - Value (excl. sponsor support):** $343209317.01
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1NGTE1
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $77369400.00       | $77538827.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $441521600.00      | $457961249.40      | U.S. Treasuries (including strips) |

### Security 75: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBE6
- **C.18 - Value (incl. sponsor support):** $7500000000.00
- **C.18.a - Value (excl. sponsor support):** $7500000000.00
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $35000000.00       | $33409116.85       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | N/A     | $187781400.00      | $187166228.13      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $37258200.00       | $27604082.68       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $163399200.00      | $155325418.39      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $1334115200.00     | $1355672133.94     | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $701548000.00      | $710519453.96      | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $879166400.00      | $880942680.42      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | N/A     | $1742019200.00     | $1707523679.00     | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $994897500.00      | $601838177.80      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | N/A     | $15941600.00       | $15870088.27       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | N/A     | $40400500.00       | $40458515.12       | U.S. Treasuries (including strips) |
| BILL 07/28/26    | 2026-07-28      | 0.0000%  | N/A     | $140391000.00      | $138727787.82      | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $727433600.00      | $635582468.34      | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $488400000.00      | $488872336.77      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $694864000.00      | $670487863.76      | U.S. Treasuries (including strips) |

### Security 76: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35911315.80
- **C.18.a - Value (excl. sponsor support):** $35911315.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 77: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ1LK5Q3
- **C.18 - Value (incl. sponsor support):** $3130000000.00
- **C.18.a - Value (excl. sponsor support):** $3130000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $1031758400.00     | $1351551577.81     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $1656483800.00     | $1841048474.81     | U.S. Treasuries (including strips) |

### Security 78: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GT1, C.4 - ISIN: US3130B9GT15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445199220.90
- **C.18.a - Value (excl. sponsor support):** $445199220.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185712640.62
- **C.18.a - Value (excl. sponsor support):** $185712640.62
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430268311.40
- **C.18.a - Value (excl. sponsor support):** $430268311.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194396868.22
- **C.18.a - Value (excl. sponsor support):** $194396868.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ1VECL9
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $37126202.49       | $36608291.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | N/A     | $24577700.00       | $24336101.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $4297000.00        | $4181650.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | N/A     | $17496000.00       | $17223412.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | N/A     | $325200.00         | $320569.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $8099600.00        | $7261121.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $9436200.00        | $9388947.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $18338800.00       | $17980523.68       | U.S. Treasuries (including strips) |

### Security 83: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEB63
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $87110900.00       | $93098829.15       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $75500000.00       | $77243317.52       | U.S. Treasuries (including strips) |
| BILL 07/09/26    | 2026-07-09      | 0.0000%  | N/A     | $21761500.00       | $21545691.20       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $106556600.00      | $108278365.55      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $31460900.00       | $31944808.45       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $52941600.00       | $52684250.88       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $2730700.00        | $2750747.92        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $143915800.00      | $145100147.52      | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $25000000.00       | $25241258.43       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $170810200.00      | $170805830.66      | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $41001000.00       | $41345094.21       | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $6800.00           | $6658.57           | U.S. Treasuries (including strips) |
| BILL 02/18/27    | 2027-02-18      | 0.0000%  | N/A     | $12821900.00       | $12416112.51       | U.S. Treasuries (including strips) |
| BILL 06/18/26    | 2026-06-18      | 0.0000%  | N/A     | $2132800.00        | $2116170.56        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $64599900.00       | $64741364.50       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $7113800.00        | $7533941.38        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $20694000.00       | $20521027.54       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $29000.00          | $28843.52          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $225000000.00      | $227868376.65      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $1000.00           | $874.59            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $85108000.00       | $84322169.62       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $5659700.00        | $5712235.87        | U.S. Treasuries (including strips) |
| BILL 06/25/26    | 2026-06-25      | 0.0000%  | N/A     | $4000.00           | $3966.08           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $894100.00         | $913241.33         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $75590400.00       | $75241827.61       | U.S. Treasuries (including strips) |
| BILL 06/04/26    | 2026-06-04      | 0.0000%  | N/A     | $54998700.00       | $54645608.35       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $297938700.00      | $293746388.09      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $11683800.00       | $11930689.73       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $11911400.00       | $12013352.11       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $18762100.00       | $19059454.34       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $1817100.00        | $1822214.74        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $1500.00           | $1486.36           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $13600000.00       | $13929039.45       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $434195200.00      | $428476415.02      | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $8700.00           | $9380.03           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $9638000.00        | $9716327.81        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $200.00            | $197.52            | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $8482800.00        | $8774493.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $50697200.00       | $50933631.85       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $8468000.00        | $8595408.26        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $31233100.00       | $31538842.89       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $1800.00           | $1569.73           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $8889000.00        | $8810478.05        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $23353400.00       | $23594289.80       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  | N/A     | $7320000.00        | $7369187.95        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $2467600.00        | $2470768.40        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $6324000.00        | $6468303.60        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $3137600.00        | $3178055.75        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $976900.00         | $929567.92         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $1000.00           | $1013.43           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  | N/A     | $25350700.00       | $25518724.44       | U.S. Treasuries (including strips) |

### Security 84: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC REMIC SERIES K-113       A-M    20300625 1.09300 | 2030-06-25      | 1.0930%  | N/A     | $11000000.00       | $9668074.16        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2506.31           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9594%  | N/A     | $62248000.00       | $22866407.33       | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 2.3381%  | N/A     | $26210120.00       | $1512459.43        | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $15970.05          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         B      20410425 FLT     | 2041-04-25      | 7.5000%  | N/A     | $42861096.00       | $28131229.78       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $83106.87          | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $235970.11         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.4236%  | N/A     | $39003748.00       | $608915.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.4771%  | N/A     | $163449087.00      | $4728466.03        | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 2.3633%  | N/A     | $20500000.00       | $482050.47         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 9.1171%  | N/A     | $41272141.00       | $23986494.43       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1396%  | N/A     | $7000000.00        | $1084064.45        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.9370%  | N/A     | $500000.00         | $453537.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $179981907.27      | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $139000000.00      | $4885398.01        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-119       A-2    20300925 1.56600 | 2030-09-25      | 1.5660%  | N/A     | $78005000.00       | $69726641.37       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9754%  | N/A     | $108643404.00      | $12468618.99       | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $678480.37         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.7633%  | N/A     | $22372053.00       | $425446.11         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12486793.50       | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 2.4133%  | N/A     | $50000000.00       | $248144.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.4029%  | N/A     | $100000000.00      | $60310105.77       | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 3.7764%  | N/A     | $7000000.00        | $4639.13           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.3413%  | N/A     | $19940000.00       | $376769.48         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.9871%  | N/A     | $6098639.00        | $740946.96         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3513.39           | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $293335.10         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.3419%  | N/A     | $143846917.00      | $312670.98         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $67491.52          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KX04         B-FL   20300325 FLT     | 2030-03-25      | 8.7834%  | N/A     | $19798253.00       | $5895986.41        | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $193928.83         | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8483.45           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.0000%  | N/A     | $66534907.00       | $55890.19          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4379291.00        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $53399.66          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3638%  | N/A     | $324636000.00      | $3924007.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $409430.80         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-518       A-2    20290125 FLT     | 2029-01-25      | 5.4000%  | N/A     | $7500000.00        | $7765102.50        | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $185581.23         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5370%  | N/A     | $171423843.00      | $3670614.10        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $17242.86          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-118       A-2    20300925 1.49300 | 2030-09-25      | 1.4930%  | N/A     | $16400000.00       | $14629868.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.3130%  | N/A     | $57270053.00       | $668396.49         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.51700 | 2030-03-25      | 1.5170%  | N/A     | $25500000.00       | $23148827.73       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.3326%  | N/A     | $168448788.00      | $340173.40         | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1260660.43        | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.1633%  | N/A     | $50000000.00       | $268327.63         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $270822.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.9271%  | N/A     | $50000000.00       | $1481729.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 2.2771%  | N/A     | $83109805.00       | $2634045.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 IB                                       | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $18736.47          | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $17101.03          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $6368310.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.1429%  | N/A     | $100000000.00      | $85733463.16       | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $702096.32         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 12.7834% | N/A     | $67165464.00       | $14638318.44       | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $233420.02         | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.6736%  | N/A     | $13150872.00       | $144710.99         | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 2.1336%  | N/A     | $41331973.00       | $664306.76         | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $23870.20          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9796%  | N/A     | $4493000.00        | $651260.38         | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $398641.93         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3298%  | N/A     | $6195173.00        | $633646.13         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $9621827.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 2.2736%  | N/A     | $82285920.00       | $1038121.09        | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.4181%  | N/A     | $30000000.00       | $1176019.43        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7346%  | N/A     | $10500000.00       | $1038805.67        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.8381%  | N/A     | $97987347.00       | $7173360.76        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.6535%  | N/A     | $209249861.00      | $4358031.11        | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 2.2736%  | N/A     | $14507222.00       | $625350.85         | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $5846916.33        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.3142%  | N/A     | $76718426.00       | $367100.11         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.3342%  | N/A     | $9800000.00        | $2269795.89        | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.6381%  | N/A     | $30000000.00       | $1423575.45        | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $46235.54          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $43735.16          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-554       A-2    20301225 FLT     | 2030-12-25      | 4.2200%  | N/A     | $19790000.00       | $19811049.97       | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $27265.03          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.7133%  | N/A     | $4814646.00        | $34690.25          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-556       A-2    20310125 FLT     | 2031-01-25      | 3.9480%  | N/A     | $16994000.00       | $16784837.85       | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5595494.33        | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $512696.66         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $148083821.00      | $236160.00         | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 2.5356%  | N/A     | $14260417.00       | $1135645.00        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1329019.93        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 12.7834% | N/A     | $75910000.00       | $15306121.53       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.7283%  | N/A     | $79334227.00       | $363344.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.6071%  | N/A     | $100000000.00      | $676320.84         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5465455.54        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-544       A-2    20300725 FLT     | 2030-07-25      | 4.2660%  | N/A     | $25754000.00       | $25822891.95       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6297%  | N/A     | $9700000.00        | $1008512.95        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $35945000.00       | $6424124.17        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.9204%  | N/A     | $18391622.00       | $3335724.28        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0339%  | N/A     | $124273360.00      | $2854196.96        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.1619% | N/A     | $12000000.00       | $13210567.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 4.8329%  | N/A     | $200000000.00      | $97819417.58       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 1.1596%  | N/A     | $299054265.00      | $13996161.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 1.2105%  | N/A     | $132412992.00      | $170598.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 2.3271%  | N/A     | $207707392.00      | $8140892.54        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6116%  | N/A     | $1625000.00        | $168954.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $64395423.00       | $37098910.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.6071%  | N/A     | $200000000.00      | $1639243.11        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-159       A-2    20330725 FLT     | 2033-07-25      | 4.5000%  | N/A     | $79421000.00       | $79605256.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $22462571.10       | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7394385.30        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $187887.58         | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 2.3133%  | N/A     | $21428571.00       | $339793.14         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 9.9189%  | N/A     | $76047000.00       | $12542081.34       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 9.7834%  | N/A     | $58664060.00       | $15018098.11       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       A-2    20300425 1.47700 | 2030-04-25      | 1.4770%  | N/A     | $15500000.00       | $14009718.91       | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $2599.98           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-153       A-2    20321225 FLT     | 2032-12-25      | 3.8200%  | N/A     | $135690000.00      | $131099245.41      | Agency Collateralized Mortgage Obligation |
| FNRA RC105SD R25F105                                   | 2055-12-25      | 1.8881%  | N/A     | $153656187.00      | $7567536.81        | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 8.9189%  | N/A     | $70488842.00       | $52463961.79       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9466%  | N/A     | $20902000.00       | $2789424.03        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 3.3581%  | N/A     | $63668669.00       | $2999657.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE                                       | 2052-01-20      | 2.5000%  | N/A     | $6677000.00        | $4005797.32        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $52228.84          | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2658634.33        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-117       A-2    20300825 1.40600 | 2030-08-25      | 1.4060%  | N/A     | $21890000.00       | $19483296.66       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $256952913.00      | $253325.90         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $68482.01          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-K117         D      20531025 0.00000 | 2053-10-25      | 0.0000%  | N/A     | $95364894.00       | $60124609.36       | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.9204%  | N/A     | $7025000.00        | $1808174.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SB                                       | 2055-03-20      | 1.6571%  | N/A     | $115000000.00      | $4088106.08        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 2.3736%  | N/A     | $19429077.00       | $1489115.13        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6736%  | N/A     | $15000000.00       | $5599875.17        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6911%  | N/A     | $14432000.00       | $967052.96         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 5.8986%  | N/A     | $44262383.00       | $23320158.40       | Agency Collateralized Mortgage Obligation |
| FGRA 4279SA 12/15/43                                   | 2043-12-15      | 2.3133%  | N/A     | $35692773.00       | $334839.92         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-111       A-2    20300525 1.35000 | 2030-05-25      | 1.3500%  | N/A     | $27000000.00       | $24184305.00       | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.8036%  | N/A     | $104663303.00      | $995921.72         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 2.3633%  | N/A     | $21176438.00       | $350417.45         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $177390777.00      | $370725.29         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5547%  | N/A     | $72000000.00       | $1605168.15        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.0119%  | N/A     | $12250000.00       | $9915435.90        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-K101          D      20300125 0.00000 | 2030-01-25      | 0.0000%  | N/A     | $109477635.00      | $74782639.78       | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10098.67          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13994750.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $22708.14          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4440%  | N/A     | $373283616.00      | $6678414.19        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.0000%  | N/A     | $251299455.00      | $384816.37         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4352%  | N/A     | $15000000.00       | $3488969.98        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.8088%  | N/A     | $155000000.00      | $1150517.74        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 13.3866% | N/A     | $18305750.00       | $594169.29         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.1633%  | N/A     | $103816691.00      | $510975.64         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 2.3236%  | N/A     | $48519741.00       | $1520869.32        | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $56508.18          | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3131108.61        | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $10531.12          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 2.2381%  | N/A     | $50000000.00       | $2933327.74        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9187%  | N/A     | $34625000.00       | $2450824.88        | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1935285.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.2905%  | N/A     | $167610000.00      | $419910.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $41330.80          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC K-512              A-2    20281125 5.00000 | 2028-11-25      | 5.0000%  | N/A     | $10490000.00       | $9891703.09        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3831%  | N/A     | $20000000.00       | $2434244.44        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $629289.52         | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1667.47           | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $197644.13         | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 2.3236%  | N/A     | $176880174.00      | $2620871.87        | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.2133%  | N/A     | $26456473.00       | $75956.02          | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $965680.88         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.4119% | N/A     | $11000000.00       | $12488325.49       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.0127%  | N/A     | $623416713.00      | $7207649.66        | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 2.2236%  | N/A     | $10012996.00       | $568462.66         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $226347.27         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0967%  | N/A     | $13487621.00       | $1883688.69        | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $169050.63         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3752%  | N/A     | $9600000.00        | $1166953.32        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $99076.30          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 11.5971% | N/A     | $5886000.00        | $1891008.20        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5825314.98        | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3143%  | N/A     | $4265750.00        | $241047.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63145642.03       | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $9815.57           | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.6736%  | N/A     | $135801587.00      | $2683.77           | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 CZ                                       | 2056-02-20      | 4.5000%  | N/A     | $4666334.00        | $4244175.38        | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $6999.72           | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $114927.53         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       A-2    20300425 1.55800 | 2030-04-25      | 1.5580%  | N/A     | $11275000.00       | $10209426.07       | Agency Collateralized Mortgage Obligation |
| FNRM CL009KZ R06F009                                   | 2036-03-25      | 6.0000%  | N/A     | $5000000.00        | $471984.78         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9532%  | N/A     | $9500000.00        | $557935.16         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0188%  | N/A     | $17926832.00       | $1122243.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SD                                       | 2056-02-20      | 0.8271%  | N/A     | $100000000.00      | $2170902.66        | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $737999.45         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $229879.78         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.4736%  | N/A     | $58135875.00       | $1062462.36        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.5610%  | N/A     | $145462875.00      | $2930847.91        | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 2.2433%  | N/A     | $2000000.00        | $522.16            | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 9.7834%  | N/A     | $62395000.00       | $28712349.96       | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2427790.25        | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 1.3870%  | N/A     | $49800000.00       | $724354.63         | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12416.73          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $700268.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 4.6729%  | N/A     | $20000000.00       | $13267543.71       | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $68471.77          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.4881%  | N/A     | $100000000.00      | $2827932.40        | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $149949.23         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-555       A-2    20310125 FLT     | 2031-01-25      | 4.0500%  | N/A     | $38332000.00       | $38037533.58       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-112       A-2    20300525 1.31100 | 2030-05-25      | 1.3110%  | N/A     | $26250000.00       | $23440108.12       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1462%  | N/A     | $5300000.00        | $1146533.91        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1529%  | N/A     | $242892125.00      | $4781099.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $207814.43         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-F110      AS     20310325 FLT     | 2031-03-25      | 3.9089%  | N/A     | $30000000.00       | $10398112.68       | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $453106.49         | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 7.6619%  | N/A     | $11000000.00       | $11390125.82       | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $624084.67         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-112       A-M    20300525 1.03900 | 2030-05-25      | 1.0390%  | N/A     | $14592000.00       | $12829532.04       | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5610%  | N/A     | $2624331.00        | $353100.99         | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 2.3236%  | N/A     | $120580856.00      | $1670166.68        | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $557753.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.5771%  | N/A     | $80000000.00       | $2417109.01        | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 2.3133%  | N/A     | $77000000.00       | $449978.96         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5836%  | N/A     | $65000000.00       | $3335983.97        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1011000.00        | $187475.73         | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $37764.03          | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $208772.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 2.2471%  | N/A     | $100000000.00      | $5662284.82        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $63759.24          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.4557%  | N/A     | $7800000.00        | $1894407.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1316.96           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $57539.70          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $39728.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 ZP                                       | 2056-03-20      | 5.5000%  | N/A     | $20159000.00       | $19318053.87       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.2787%  | N/A     | $243903642.00      | $339042.10         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9652%  | N/A     | $7733000.00        | $796514.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.8605%  | N/A     | $30081589.00       | $286455.15         | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $22991.58          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $16771.26          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.0000%  | N/A     | $144500000.00      | $4655743.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 1.4771%  | N/A     | $150000000.00      | $4417169.24        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $6276.71           | Agency Collateralized Mortgage Obligation |
| FNRM CL081UE R25F081                                   | 2055-10-25      | 5.0000%  | N/A     | $5104783.00        | $3147142.12        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF107        CS     20280327 FLT     | 2028-03-27      | 9.9189%  | N/A     | $78177000.00       | $35619487.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $65639.14          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 2.2605%  | N/A     | $83969990.00       | $9246688.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 2.2105%  | N/A     | $41202319.00       | $82358.06          | Agency Collateralized Mortgage Obligation |
| FGRA 3967SK 12/15/41                                   | 2041-12-15      | 2.6633%  | N/A     | $81740982.00       | $389124.44         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $538687.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $108642.65         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 11.5971% | N/A     | $33961065.00       | $15067087.71       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8916%  | N/A     | $25000000.00       | $1623282.45        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2505201.35        | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 2.2133%  | N/A     | $58554444.00       | $4487976.47        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0969%  | N/A     | $23700000.00       | $3605831.21        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $261887.28         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $188414.56         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-111       A-M    20300525 1.08000 | 2030-05-25      | 1.0800%  | N/A     | $12000000.00       | $10569396.00       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0423%  | N/A     | $13000000.00       | $438281.44         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.3228%  | N/A     | $68497124.00       | $135628.75         | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 3.3581%  | N/A     | $50000000.00       | $2343598.37        | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.6633%  | N/A     | $5000000.00        | $1585.22           | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.7170%  | N/A     | $22473927.00       | $59272.02          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1035%  | N/A     | $12000000.00       | $3329602.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.7771%  | N/A     | $50000000.00       | $2318370.92        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $30930001.34       | Agency Collateralized Mortgage Obligation |
| FNMA REMIC SERIES 2022-71      IO     20520525 4.50000 | 2052-05-25      | 4.5000%  | N/A     | $44556370.00       | $5476383.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.4229%  | N/A     | $100000000.00      | $60331291.92       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $231331.55         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 1.3881%  | N/A     | $200000000.00      | $4135530.35        | Agency Collateralized Mortgage Obligation |
| FNRM CL045GZ R10F045                                   | 2040-05-25      | 5.0000%  | N/A     | $220000.00         | $92302.02          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6147%  | N/A     | $5000000.00        | $1253949.59        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54455642.21       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.0630%  | N/A     | $150000000.00      | $3609547.58        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7806%  | N/A     | $13400000.00       | $1569263.12        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F101      AS     20310127 FLT     | 2031-01-27      | 3.8689%  | N/A     | $30000000.00       | $8315302.19        | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4231.84           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.90300 | 2029-06-25      | 2.9030%  | N/A     | $31717000.00       | $30611445.83       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $19544000.00       | $19362947.63       | Agency Collateralized Mortgage Obligation |

### Security 85: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $851898041.00
- **C.18.a - Value (excl. sponsor support):** $851898041.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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 86: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1562419735.39
- **C.18.a - Value (excl. sponsor support):** $1562419735.39
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 87: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $928196800.00      | $937771129.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $97820800.00       | $97465417.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $509646400.00      | $504987150.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8434%  | N/A     | $13072400.00       | $13172296.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $1563315200.00     | $1481520778.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $25417600.00       | $25083243.27       | U.S. Treasuries (including strips) |

### Security 88: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427675044.15
- **C.18.a - Value (excl. sponsor support):** $427675044.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 89: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3366385162.16
- **C.18.a - Value (excl. sponsor support):** $3366385162.16
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZS4, C.4 - ISIN: US3130B8ZS48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224996825.25
- **C.18.a - Value (excl. sponsor support):** $224996825.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 91: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **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: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ1VEB71
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $5475900.00        | $5100013.08        | U.S. Treasuries (including strips) |

### Security 92: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631403410.13
- **C.18.a - Value (excl. sponsor support):** $631403410.13
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100767630.91
- **C.18.a - Value (excl. sponsor support):** $100767630.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ1VEA80
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/48 | 2048-11-15      | 0.0000%  | N/A     | $6535905.28        | $2039980.22        | U.S. Treasuries (including strips) |
| TINT 08/15/54 | 2054-08-15      | 0.0000%  | N/A     | $86.44             | $20.80             | U.S. Treasuries (including strips) |

### Security 95: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399975440.00
- **C.18.a - Value (excl. sponsor support):** $399975440.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 96: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KM1, C.4 - ISIN: US3130B9KM16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443925168.69
- **C.18.a - Value (excl. sponsor support):** $443925168.69
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 97: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2977452348.78
- **C.18.a - Value (excl. sponsor support):** $2977452348.78
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1234031694.36
- **C.18.a - Value (excl. sponsor support):** $1234031694.36
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223474815.26
- **C.18.a - Value (excl. sponsor support):** $223474815.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164935344.22
- **C.18.a - Value (excl. sponsor support):** $164935344.22
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBX4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $176743400.00      | $176862251.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $76433500.00       | $78137790.54       | U.S. Treasuries (including strips) |

### Security 102: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA4B0, C.4 - ISIN: US3130BA4B09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222599617.13
- **C.18.a - Value (excl. sponsor support):** $222599617.13
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 103: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460632477.75
- **C.18.a - Value (excl. sponsor support):** $460632477.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 104: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2694068642.55
- **C.18.a - Value (excl. sponsor support):** $2694068642.55
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1861790333.65
- **C.18.a - Value (excl. sponsor support):** $1861790333.65
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ1VECJ4
- **C.18 - Value (incl. sponsor support):** $1095000000.00
- **C.18.a - Value (excl. sponsor support):** $1095000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 3.0000%  | N/A     | $14033234.00       | $8782636.87        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 3.0000%  | N/A     | $543253.00         | $370743.79         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.5000%  | N/A     | $5017916.00        | $4129299.76        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 6.0000%  | N/A     | $15519527.00       | $11298168.46       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.0000%  | N/A     | $49753000.00       | $49233870.43       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | N/A     | $143780700.00      | $102341863.22      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-06-20      | 2.5000%  | N/A     | $1340622.00        | $627352.38         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $47657766.00       | $26090725.86       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 4.5000%  | N/A     | $2578460.00        | $2493757.59        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.5000%  | N/A     | $1492100.00        | $1429245.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-05-01      | 3.5000%  | N/A     | $7490659.00        | $5231033.23        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 1.5000%  | N/A     | $205500.00         | $150404.71         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 3.0000%  | N/A     | $40363000.00       | $11414954.75       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-01-01      | 5.5000%  | N/A     | $6600128.00        | $6654549.91        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 5.0000%  | N/A     | $111200.00         | $97582.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-03-01      | 2.0000%  | N/A     | $19890878.00       | $11290451.50       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2027-09-30      | 0.3750%  | N/A     | $40682200.00       | $38623884.09       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-01      | 3.0000%  | N/A     | $200000.00         | $100350.16         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-04-15      | 3.0000%  | N/A     | $65121.00          | $48810.39          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-03-01      | 3.0000%  | N/A     | $7979606.00        | $5079275.52        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $80954800.00       | $79929780.26       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.0000%  | N/A     | $101000.00         | $83600.09          | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2026-11-15      | 0.0000%  | N/A     | $596400.00         | $582635.09         | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.0000%  | N/A     | $108600.00         | $92276.62          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.0000%  | N/A     | $265400.00         | $238945.21         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | N/A     | $11201685.00       | $7971138.23        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | N/A     | $14337529.00       | $11629110.11       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-12-20      | 3.0000%  | N/A     | $205800.00         | $174208.05         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $394400.00         | $337489.78         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $2562831.00        | $2743617.37        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $13640800.00       | $10508780.63       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 4.5000%  | N/A     | $14139737.00       | $9683596.39        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.0000%  | N/A     | $29924300.00       | $26433478.65       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.5000%  | N/A     | $669300.00         | $49726.93          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $12106400.00       | $12264036.05       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.1300%  | N/A     | $4600000.00        | $4676777.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.5000%  | N/A     | $13581700.00       | $10266824.46       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2029-04-30      | 2.8750%  | N/A     | $5406300.00        | $5315000.59        | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-04-15      | 5.2500%  | N/A     | $9560400.00        | $9712266.95        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-03-15      | 4.8600%  | N/A     | $12668750.00       | $12780133.65       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 5.0000%  | N/A     | $520849.00         | $71854.01          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.0000%  | N/A     | $19906800.00       | $20135552.49       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $9923400.00        | $9881212.32        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $40900000.00       | $36308881.12       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-03-01      | 3.5000%  | N/A     | $15156004.00       | $12345698.80       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.0000%  | N/A     | $50300.00          | $43364.64          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 3.0000%  | N/A     | $18000.00          | $14276.02          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-10-01      | 5.0000%  | N/A     | $14222700.00       | $9150846.09        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | N/A     | $198400.00         | $147123.42         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $5664908.00        | $4898270.77        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 2.5000%  | N/A     | $13958600.00       | $9431132.82        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-05-01      | 3.5000%  | N/A     | $55621046.00       | $10208319.74       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2041-03-01      | 5.0000%  | N/A     | $7078226.00        | $7150683.44        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 5.5000%  | N/A     | $9967198.00        | $7449611.73        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-12-01      | 5.0000%  | N/A     | $17042748.00       | $10533866.04       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.1800%  | N/A     | $22248100.00       | $22612910.96       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.0000%  | N/A     | $1129259.00        | $1094959.02        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 3.0000%  | N/A     | $10115000.00       | $8151322.90        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | N/A     | $10452976.00       | $6598129.36        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | N/A     | $5000.00           | $4396.63           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $15482.00          | $15747.47          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 3.5000%  | N/A     | $20733274.00       | $6671380.15        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-02-01      | 4.0000%  | N/A     | $9000406.00        | $6944890.25        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2027-07-31      | 0.3750%  | N/A     | $5460600.00        | $5216938.13        | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | N/A     | $7047320.00        | $6540706.39        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-04-01      | 5.0000%  | N/A     | $10166697.00       | $10080663.02       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | N/A     | $30000000.00       | $25888481.86       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $24679000.00       | $24390374.96       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 2.5000%  | N/A     | $16840000.00       | $11389747.70       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-12-01      | 4.0000%  | N/A     | $31560000.00       | $8902195.97        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4900%  | N/A     | $16899250.00       | $17525128.11       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | N/A     | $25000000.00       | $10580053.83       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 6.5000%  | N/A     | $25000000.00       | $9322725.04        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 6.5000%  | N/A     | $18062801.00       | $12397833.94       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.5000%  | N/A     | $584200.00         | $547232.15         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | N/A     | $100000.00         | $74466.42          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | N/A     | $23497900.00       | $22778559.39       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $71100.00          | $52458.63          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 787262 C                      | 2051-02-20      | 0.0000%  | N/A     | $11390605.00       | $8651943.84        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.2400%  | N/A     | $7732900.00        | $7881011.01        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1648700.00        | $1487993.68        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-02-20      | 2.5000%  | N/A     | $40500.00          | $31761.79          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 5.5000%  | N/A     | $10704547.00       | $8675711.85        | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2041-05-15      | 4.3750%  | N/A     | $5915900.00        | $5785114.03        | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-01-20      | 3.0000%  | N/A     | $453100.00         | $386152.41         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.5000%  | N/A     | $3030000.00        | $3137878.88        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-02-15      | 5.0900%  | N/A     | $11635800.00       | $11830624.73       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $36758200.00       | $37482275.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $10552980.00       | $8572717.49        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | N/A     | $197127.00         | $168189.66         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.5000%  | N/A     | $16095734.00       | $9826473.55        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 4.0000%  | N/A     | $148100.00         | $133891.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-01-01      | 3.0000%  | N/A     | $25600000.00       | $7407826.58        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-12-01      | 3.5000%  | N/A     | $11600000.00       | $8872970.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-10-15      | 4.4900%  | N/A     | $685989.00         | $60366.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-12-01      | 2.0000%  | N/A     | $15452554.00       | $12213162.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-03-01      | 5.5000%  | N/A     | $10411473.00       | $7477497.90        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-02-01      | 5.0000%  | N/A     | $12290503.00       | $9098985.63        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $45000000.00       | $37949340.28       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | N/A     | $12704823.00       | $10325494.20       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2026-05-20      | 1.1250%  | N/A     | $1500000.00        | $1500530.63        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 4.0000%  | N/A     | $1966850.00        | $1352288.39        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 3.5000%  | N/A     | $50000000.00       | $7473451.01        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $9515600.00        | $6751737.65        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 6.0000%  | N/A     | $15989787.00       | $12107465.91       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2028-06-30      | 1.2500%  | N/A     | $8440100.00        | $7996823.71        | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.5000%  | N/A     | $207296.00         | $178723.12         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-07-01      | 6.0000%  | N/A     | $10623517.00       | $8441782.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 2.5000%  | N/A     | $15010648.00       | $10915859.45       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $14723010.00       | $11963000.08       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 5.5000%  | N/A     | $9619789.00        | $7755551.44        | Agency Mortgage-Backed Securities   |

### Security 107: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480835884.01
- **C.18.a - Value (excl. sponsor support):** $480835884.01
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ1J9CE0
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-07-01      | 2.5000%  | N/A     | $55000.00          | $5445.74           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-08-01      | 5.5000%  | N/A     | $5357779.00        | $156405.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-04-01      | 4.0000%  | N/A     | $536324.00         | $40256.53          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | N/A     | $20000000.00       | $2365359.83        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.5000%  | N/A     | $2475525.00        | $2627669.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-02-01      | 3.0000%  | N/A     | $21000000.00       | $1209092.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | N/A     | $5697000.00        | $4091893.62        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 4.5000%  | N/A     | $122703.00         | $106052.55         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 3.5000%  | N/A     | $89000.00          | $9173.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 3.5000%  | N/A     | $186000.00         | $23197.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-09-01      | 6.5000%  | N/A     | $1380985.00        | $1444215.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-08-01      | 4.5000%  | N/A     | $288000.00         | $45525.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-06-01      | 3.5000%  | N/A     | $59000.00          | $2211.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 5.0000%  | N/A     | $9085872.00        | $5916329.37        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 4.0000%  | N/A     | $18193807.00       | $7741091.73        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-09-01      | 1.5000%  | N/A     | $100000.00         | $37456.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 4.5000%  | N/A     | $200000.00         | $38376.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 4.0000%  | N/A     | $197762.00         | $59678.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.5000%  | N/A     | $1884000.00        | $175855.95         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | N/A     | $4227370.00        | $3844032.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 4.0000%  | N/A     | $178170.00         | $34655.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-12-01      | 4.0000%  | N/A     | $42394619.00       | $3170372.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-10-01      | 2.5000%  | N/A     | $16487796.00       | $3880041.89        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 5.0000%  | N/A     | $4338408.00        | $246370.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.5000%  | N/A     | $85257.00          | $71192.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | N/A     | $982450.00         | $591064.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 6.0000%  | N/A     | $1400000.00        | $1045383.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-02-01      | 5.0000%  | N/A     | $110000.00         | $1012.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | N/A     | $4404000.00        | $850200.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 6.0000%  | N/A     | $1140386.00        | $784860.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.5000%  | N/A     | $436000.00         | $59285.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.5000%  | N/A     | $46831401.00       | $39327691.68       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 5.5000%  | N/A     | $2654999.00        | $2681017.28        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-05-01      | 4.0000%  | N/A     | $799188.00         | $239531.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 5.0000%  | N/A     | $1410754.00        | $1423669.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-05-01      | 2.5000%  | N/A     | $1942149.00        | $889487.91         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 5.5000%  | N/A     | $3802770.00        | $2453662.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | N/A     | $745000.00         | $524400.63         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 5.0000%  | N/A     | $7739653.00        | $5549087.56        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.5000%  | N/A     | $64060000.00       | $19992372.61       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.0000%  | N/A     | $546083.00         | $532409.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.5000%  | N/A     | $1675999.00        | $1743469.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.0000%  | N/A     | $4092000.00        | $2993026.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-01-01      | 3.5000%  | N/A     | $1987066.00        | $140779.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 4.0000%  | N/A     | $5457286.00        | $660790.73         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 3.5000%  | N/A     | $19648375.00       | $13311463.55       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.0000%  | N/A     | $57372953.00       | $56717420.55       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.5000%  | N/A     | $23193.00          | $23669.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-10-01      | 2.0000%  | N/A     | $420868.00         | $260792.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 6.5000%  | N/A     | $105000.00         | $71211.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 7.5000%  | N/A     | $6662607.00        | $5551583.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-07-01      | 4.0000%  | N/A     | $75000.00          | $531.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-05-01      | 4.0000%  | N/A     | $10448481.00       | $14376.43          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.0000%  | N/A     | $486293.00         | $69621.82          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-04-01      | 6.0000%  | N/A     | $1014000.00        | $8330.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 5.0000%  | N/A     | $1386235.00        | $1372801.92        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-05-01      | 3.5000%  | N/A     | $95914890.00       | $19395369.20       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-08-01      | 3.5000%  | N/A     | $1200000.00        | $121669.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-01-01      | 7.5000%  | N/A     | $1457550.00        | $528408.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-12-01      | 7.0000%  | N/A     | $22466063.00       | $5320.23           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $72069998.00       | $73430919.77       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-11-01      | 6.5000%  | N/A     | $26711000.00       | $27315364.04       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 5.5000%  | N/A     | $1050808.00        | $846797.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-03-01      | 3.5000%  | N/A     | $26000.00          | $1853.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 3.0000%  | N/A     | $22000.00          | $6829.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-04-01      | 5.5000%  | N/A     | $9105947.00        | $309788.41         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 4.0000%  | N/A     | $18000.00          | $8044.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 2.5000%  | N/A     | $1000000.00        | $250220.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-07-01      | 2.0000%  | N/A     | $26250975.00       | $14879980.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | N/A     | $551000.00         | $353593.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | N/A     | $73973833.00       | $13017434.08       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-10-01      | 4.5000%  | N/A     | $9967680.00        | $592808.91         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-12-01      | 6.0000%  | N/A     | $25760000.00       | $150696.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-08-01      | 4.5000%  | N/A     | $132000.00         | $10187.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $1314536.00        | $1344358.33        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | N/A     | $25413000.00       | $17637712.47       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-11-01      | 5.5000%  | N/A     | $31037067.00       | $21603073.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 4.5000%  | N/A     | $6000.00           | $546.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | N/A     | $506591.00         | $131367.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.0000%  | N/A     | $26000.00          | $3952.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 4.5000%  | N/A     | $3000.00           | $2361.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | N/A     | $188980326.00      | $33564589.36       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 4.5000%  | N/A     | $24520437.00       | $23167625.58       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 2.5000%  | N/A     | $754610.00         | $410877.35         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 3.5000%  | N/A     | $15000.00          | $1447.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | N/A     | $7722275.00        | $6693489.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.5000%  | N/A     | $1138053.00        | $1133210.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 4.0000%  | N/A     | $15000000.00       | $1027461.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 4.5000%  | N/A     | $15822968.00       | $15142712.95       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-09-01      | 4.5000%  | N/A     | $1141031.00        | $40806.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | N/A     | $121713.00         | $81208.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 6.0000%  | N/A     | $27777728.00       | $109904.88         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-05-01      | 3.0000%  | N/A     | $75328.00          | $8096.10           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-12-01      | 7.0000%  | N/A     | $154348.00         | $915.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | N/A     | $55525420.00       | $43978696.39       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 5.5000%  | N/A     | $65000.00          | $54563.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.0000%  | N/A     | $468000.00         | $119970.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | N/A     | $4388710.00        | $4515454.43        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 4.5000%  | N/A     | $52000.00          | $10659.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | N/A     | $497000.00         | $277172.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | N/A     | $46000.00          | $29523.38          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 4.0000%  | N/A     | $18675000.00       | $1365866.18        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-05-01      | 3.0000%  | N/A     | $500000.00         | $232943.79         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.0000%  | N/A     | $4107000.00        | $3735944.43        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | N/A     | $1710000.00        | $1334603.89        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 5.0000%  | N/A     | $1008489.00        | $880754.85         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.0000%  | N/A     | $7197715.00        | $3330348.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 6.5000%  | N/A     | $1000000.00        | $12880.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 2.0000%  | N/A     | $905602276.00      | $522309978.80      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 2.5000%  | N/A     | $7360229.00        | $1619059.84        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 5.0000%  | N/A     | $7755897.00        | $7665910.50        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | N/A     | $48739.00          | $6678.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.0000%  | N/A     | $1800000.00        | $1007047.51        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | N/A     | $59672794.00       | $11979773.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 4.0000%  | N/A     | $1355714.00        | $1320898.70        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | N/A     | $409829.00         | $241667.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.5000%  | N/A     | $9125162.00        | $755971.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 5.0000%  | N/A     | $7636467.00        | $4518278.88        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 4.0000%  | N/A     | $19238104.00       | $2156389.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 2.0000%  | N/A     | $103668000.00      | $63317611.07       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-01-01      | 3.5000%  | N/A     | $550038.00         | $95523.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 1.5000%  | N/A     | $3100000.00        | $1330735.59        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 4.5000%  | N/A     | $2000.00           | $503.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.0000%  | N/A     | $100000.00         | $55375.41          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 4.0000%  | N/A     | $66501255.00       | $18943371.02       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | N/A     | $227000.00         | $146024.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 5.0000%  | N/A     | $584078.00         | $134373.21         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-09-01      | 6.0000%  | N/A     | $1194505.00        | $1142253.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.0000%  | N/A     | $38824.00          | $5538.61           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 4.0000%  | N/A     | $10979000.00       | $2578720.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-04-01      | 5.0000%  | N/A     | $2167000.00        | $168545.79         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 4.5000%  | N/A     | $451723.00         | $28693.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 4.0000%  | N/A     | $250000.00         | $58502.19          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.5000%  | N/A     | $88022.00          | $61590.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 5.5000%  | N/A     | $1702800.00        | $1704217.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 5.0000%  | N/A     | $1114638.00        | $872889.82         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | N/A     | $1390275.00        | $1016451.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | N/A     | $30000.00          | $20820.31          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 2.5000%  | N/A     | $75000.00          | $46909.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.5000%  | N/A     | $876000.00         | $494673.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 4.0000%  | N/A     | $237866.00         | $31615.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | N/A     | $200000.00         | $102897.93         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | N/A     | $200000.00         | $28635.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 1.5000%  | N/A     | $235150.00         | $106022.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-03-01      | 1.5000%  | N/A     | $10000000.00       | $4760593.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.5000%  | N/A     | $3362000.00        | $2009593.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.5000%  | N/A     | $3854050.00        | $2499174.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.0000%  | N/A     | $13000.00          | $9951.63           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-01-01      | 4.5000%  | N/A     | $1308953.00        | $50195.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.0000%  | N/A     | $3883186.00        | $3702150.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | N/A     | $364700.00         | $65981.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.5000%  | N/A     | $40000.00          | $28836.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 4.0000%  | N/A     | $14089571.00       | $2757528.36        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-05-01      | 4.0000%  | N/A     | $619908.00         | $26500.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.0000%  | N/A     | $58000000.00       | $52693771.83       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 5.0000%  | N/A     | $544000.00         | $22249.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | N/A     | $71000.00          | $41985.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-02-01      | 5.5000%  | N/A     | $775000.00         | $12857.21          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.5000%  | N/A     | $100000.00         | $51269.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | N/A     | $1680000.00        | $181498.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 6.0000%  | N/A     | $5500000.00        | $19952.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | N/A     | $1855000.00        | $306773.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 7.5000%  | N/A     | $41604767.00       | $38300266.46       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | N/A     | $25000.00          | $14169.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 6.0000%  | N/A     | $4171471.00        | $4250159.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-08-01      | 6.0000%  | N/A     | $1188388.00        | $18745.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 5.0000%  | N/A     | $1541952.00        | $1367694.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 5.0000%  | N/A     | $15754221.00       | $9719505.50        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $1120835.00        | $1147131.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 2.5000%  | N/A     | $25000.00          | $8588.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 5.0000%  | N/A     | $1010573.00        | $940390.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | N/A     | $814290.00         | $190165.48         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.0000%  | N/A     | $50000000.00       | $10331337.87       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-09-01      | 4.0000%  | N/A     | $7000.00           | $938.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.5000%  | N/A     | $1637151.00        | $275286.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 5.5000%  | N/A     | $245000.00         | $194217.71         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 1.5000%  | N/A     | $250000.00         | $152436.04         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 4.5000%  | N/A     | $1335374.00        | $1325921.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-11-01      | 2.5000%  | N/A     | $275000.00         | $12641.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 3.5000%  | N/A     | $6973842.00        | $2002403.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 5.0000%  | N/A     | $1761994.00        | $309879.39         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-09-01      | 4.0000%  | N/A     | $16760000.00       | $1908805.33        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | N/A     | $1047551.00        | $156701.31         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-06-01      | 3.0000%  | N/A     | $8000.00           | $786.81            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.5000%  | N/A     | $4310000.00        | $776822.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 3.0000%  | N/A     | $7000.00           | $3047.59           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 3.0000%  | N/A     | $902691549.00      | $794058037.22      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 4.5000%  | N/A     | $2876349.00        | $2451955.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | N/A     | $29298569.00       | $29008358.97       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-10-01      | 4.0000%  | N/A     | $438817.00         | $116445.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.5000%  | N/A     | $14000.00          | $6848.71           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 2.0000%  | N/A     | $2000000.00        | $1287671.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | N/A     | $1326907.00        | $976689.63         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 6.0000%  | N/A     | $155000.00         | $2187.06           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.0000%  | N/A     | $12552637.00       | $11590543.95       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | N/A     | $408922.00         | $395164.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 4.0000%  | N/A     | $89334250.00       | $84690877.29       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | N/A     | $230000.00         | $40684.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.0000%  | N/A     | $10000000.00       | $1339408.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-03-01      | 5.0000%  | N/A     | $2022166.00        | $1126194.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-03-01      | 5.0000%  | N/A     | $7575613.00        | $713.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 4.0000%  | N/A     | $75000.00          | $3996.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.5000%  | N/A     | $31000000.00       | $16886202.65       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | N/A     | $900000.00         | $160095.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-11-01      | 4.0000%  | N/A     | $203445.00         | $22624.45          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 4.5000%  | N/A     | $1243672.00        | $1202837.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-10-01      | 3.5000%  | N/A     | $16000.00          | $1851.64           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-04-01      | 3.0000%  | N/A     | $44000.00          | $5807.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 4.0000%  | N/A     | $1013030.00        | $862051.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-04-01      | 3.0000%  | N/A     | $46000.00          | $4760.23           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 4.0000%  | N/A     | $10280714.00       | $6091795.78        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-10-01      | 6.0000%  | N/A     | $94313096.00       | $90205466.15       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 4.5000%  | N/A     | $127000.00         | $8866.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.0000%  | N/A     | $30152.00          | $4636.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-12-01      | 4.0000%  | N/A     | $11000.00          | $898.98            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 4.0000%  | N/A     | $185000.00         | $116977.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-05-01      | 5.0000%  | N/A     | $5695821.00        | $128618.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 5.0000%  | N/A     | $10930000.00       | $9326389.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 4.5000%  | N/A     | $14242859.00       | $3638180.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 4.0000%  | N/A     | $102993006.00      | $21223402.47       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | N/A     | $47000.00          | $8603.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-04-01      | 3.0000%  | N/A     | $1315000.00        | $91195.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 5.5000%  | N/A     | $25466376.00       | $23742300.86       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-07-01      | 3.0000%  | N/A     | $113000.00         | $39111.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 3.0000%  | N/A     | $4515000.00        | $2775914.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 2.0000%  | N/A     | $8600000.00        | $7176610.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-06-01      | 2.5000%  | N/A     | $1115688.00        | $637651.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 5.0000%  | N/A     | $2213498.00        | $2182762.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | N/A     | $1294000.00        | $553914.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 3.5000%  | N/A     | $9350000.00        | $1957882.62        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.5000%  | N/A     | $4797213.00        | $4831575.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-12-01      | 3.5000%  | N/A     | $2300000.00        | $365069.30         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.0000%  | N/A     | $404000.00         | $118305.35         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.0000%  | N/A     | $7160000.00        | $6777940.86        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-04-01      | 7.0000%  | N/A     | $3477988.00        | $3474.08           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.0000%  | N/A     | $1417916.00        | $1486738.81        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 3.5000%  | N/A     | $60000.00          | $14176.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.0000%  | N/A     | $1109274.00        | $1103111.63        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.0000%  | N/A     | $100000.00         | $46712.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 5.5000%  | N/A     | $1819121.00        | $1323189.51        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 4.5000%  | N/A     | $200000.00         | $47305.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-11-01      | 5.0000%  | N/A     | $29000.00          | $8165.69           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-04-01      | 6.5000%  | N/A     | $16830509.00       | $17604403.86       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.5000%  | N/A     | $734000.00         | $276533.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-12-01      | 5.0000%  | N/A     | $61927.00          | $999.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | N/A     | $210000.00         | $107767.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 3.0000%  | N/A     | $4372000.00        | $2810482.02        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.0000%  | N/A     | $144000.00         | $93435.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-10-01      | 2.5000%  | N/A     | $37000.00          | $4928.76           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 4.5000%  | N/A     | $2000000.00        | $1670897.10        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-10-01      | 3.5000%  | N/A     | $9000.00           | $598.49            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 1.5000%  | N/A     | $469705.00         | $284404.28         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-10-01      | 4.0000%  | N/A     | $60071.00          | $57640.44          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-11-01      | 3.5000%  | N/A     | $68926.00          | $5233.59           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 3.0000%  | N/A     | $200000.00         | $137464.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 2.5000%  | N/A     | $9189674.00        | $7577409.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 4.0000%  | N/A     | $1204100.00        | $836972.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.0000%  | N/A     | $5660564.00        | $5584507.65        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 4.0000%  | N/A     | $63538808.00       | $58989509.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 7.0000%  | N/A     | $3287779.00        | $3509868.45        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-11-01      | 6.0000%  | N/A     | $842815.00         | $214647.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-03-01      | 4.5000%  | N/A     | $250000.00         | $60015.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.0000%  | N/A     | $412698.00         | $402091.13         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-12-01      | 6.0000%  | N/A     | $1830000.00        | $4227.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 1.5000%  | N/A     | $2051997.00        | $1537869.51        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 3.0000%  | N/A     | $237000.00         | $29746.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.0000%  | N/A     | $6828000.00        | $3517923.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-09-01      | 3.5000%  | N/A     | $132607226.00      | $31567192.03       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-03-01      | 3.0000%  | N/A     | $90000.00          | $67090.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-11-01      | 3.5000%  | N/A     | $5865000.00        | $748195.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.0000%  | N/A     | $40926.00          | $19934.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 3.0000%  | N/A     | $50000.00          | $30093.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | N/A     | $1834429.00        | $209564.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 5.5000%  | N/A     | $2611000.00        | $1913260.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 4.0000%  | N/A     | $5015289.00        | $285331.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | N/A     | $1500000.00        | $1061074.37        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-10-01      | 6.0000%  | N/A     | $156000.00         | $1833.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 3.0000%  | N/A     | $1076000.00        | $352500.52         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS               | 2026-07-20      | 1.5000%  | N/A     | $220000.00         | $219025.03         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 4.5000%  | N/A     | $164000.00         | $49288.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.0000%  | N/A     | $500000.00         | $189665.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-10-01      | 4.5000%  | N/A     | $9452000.00        | $716639.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-03-01      | 7.5000%  | N/A     | $1653612.00        | $8599.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 5.0000%  | N/A     | $59947455.00       | $41979658.93       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.5000%  | N/A     | $597340.00         | $409270.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 5.0000%  | N/A     | $2043105.00        | $1673690.95        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-07-01      | 4.0000%  | N/A     | $7782401.00        | $4941.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.0000%  | N/A     | $100000.00         | $76348.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 4.5000%  | N/A     | $229000.00         | $99241.87          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.0000%  | N/A     | $2600000.00        | $2401361.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-09-01      | 2.5000%  | N/A     | $600000.00         | $79881.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-03-01      | 2.5000%  | N/A     | $9350000.00        | $3670404.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-02-01      | 3.0000%  | N/A     | $2395647.00        | $106462.34         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.0000%  | N/A     | $43000.00          | $4531.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | N/A     | $232000.00         | $170003.82         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 1.5000%  | N/A     | $490000.00         | $200888.59         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 4.0000%  | N/A     | $6000000.00        | $489357.31         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 2.5000%  | N/A     | $1708687.00        | $913805.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.5000%  | N/A     | $2000000.00        | $1795083.05        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 5.5000%  | N/A     | $64717663.00       | $63717697.53       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 2.5000%  | N/A     | $11626287.00       | $9787006.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | N/A     | $365379.00         | $33659.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-07-01      | 4.5000%  | N/A     | $960914.00         | $851373.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 6.0000%  | N/A     | $6681745.00        | $6140702.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.0000%  | N/A     | $1000000.00        | $481071.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.5000%  | N/A     | $250400.00         | $75608.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-09-01      | 5.0000%  | N/A     | $1000000.00        | $13431.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 4.0000%  | N/A     | $393972.00         | $77850.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 2.5000%  | N/A     | $200000.00         | $89664.70          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 3.5000%  | N/A     | $20000.00          | $2015.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-12-01      | 3.0000%  | N/A     | $25000.00          | $5896.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 6.5000%  | N/A     | $1671043.00        | $1754658.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 5.0000%  | N/A     | $1097680.00        | $1098865.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | N/A     | $11900000.00       | $3243892.47        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $1519802.00        | $1544713.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 5.0000%  | N/A     | $1066377.00        | $993071.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-02-01      | 5.5000%  | N/A     | $5083393.00        | $5160422.09        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-08-01      | 4.5000%  | N/A     | $12300000.00       | $8823316.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.5000%  | N/A     | $19863.00          | $2838.69           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 3.0000%  | N/A     | $2000.00           | $804.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 4.0000%  | N/A     | $4000.00           | $2925.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-09-01      | 5.0000%  | N/A     | $1147213.00        | $1086452.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.5000%  | N/A     | $159698.00         | $16150.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.0000%  | N/A     | $3231055.00        | $2881482.57        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.5000%  | N/A     | $122000.00         | $29024.98          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 5.0000%  | N/A     | $2978577.00        | $2814345.52        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-05-01      | 3.0000%  | N/A     | $77236.00          | $23119.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 4.0000%  | N/A     | $5385913.00        | $579884.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 4.0000%  | N/A     | $844000.00         | $124182.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 3.0000%  | N/A     | $1763734.00        | $523912.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.5000%  | N/A     | $3963000.00        | $2810012.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.5000%  | N/A     | $2700000.00        | $360140.57         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-10-01      | 6.0000%  | N/A     | $96510.00          | $1061.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-10-01      | 3.5000%  | N/A     | $2000000.00        | $701899.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.0000%  | N/A     | $1278257.00        | $718703.64         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 4.5000%  | N/A     | $15000.00          | $1770.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.5000%  | N/A     | $240000.00         | $153852.39         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 6.0000%  | N/A     | $566975.00         | $410317.09         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-08-01      | 6.0000%  | N/A     | $33874950.00       | $32685960.53       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 4.5000%  | N/A     | $814000.00         | $661781.55         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-07-01      | 4.5000%  | N/A     | $103000.00         | $34975.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-02-01      | 4.5000%  | N/A     | $2152417.00        | $2113028.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 4.0000%  | N/A     | $145000.00         | $10636.41          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 5.0000%  | N/A     | $771000.00         | $630631.68         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-01-01      | 5.5000%  | N/A     | $3416022.00        | $3447251.01        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | N/A     | $354537.00         | $209943.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-04-01      | 5.0000%  | N/A     | $7432393.00        | $976327.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-10-01      | 4.0000%  | N/A     | $36000.00          | $10086.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | N/A     | $7513911.00        | $7438107.81        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 3.5000%  | N/A     | $2423000.00        | $884675.12         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 2.5000%  | N/A     | $1721000.00        | $275415.13         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.5000%  | N/A     | $304986.00         | $234738.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 4.5000%  | N/A     | $266440.00         | $6242.97           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.5000%  | N/A     | $310000.00         | $54447.20          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.5000%  | N/A     | $42805640.00       | $31522487.85       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-11-01      | 2.5000%  | N/A     | $1000000.00        | $330573.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 2.0000%  | N/A     | $9000.00           | $4423.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | N/A     | $2400469.00        | $1934547.30        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-12-01      | 3.0000%  | N/A     | $27000.00          | $9911.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 4.0000%  | N/A     | $5086504.00        | $959069.01         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-12-01      | 6.5000%  | N/A     | $68139115.00       | $69357022.01       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.5000%  | N/A     | $7000.00           | $1442.42           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 4.5000%  | N/A     | $550000.00         | $506226.89         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 3.0000%  | N/A     | $1656000.00        | $350327.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-12-01      | 3.0000%  | N/A     | $140000.00         | $36947.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-03-01      | 3.5000%  | N/A     | $8000.00           | $552.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 5.0000%  | N/A     | $2036721.00        | $2024375.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 4.0000%  | N/A     | $385000.00         | $62629.32          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-07-01      | 4.0000%  | N/A     | $2940000.00        | $86787.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | N/A     | $630000.00         | $113639.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 7.0000%  | N/A     | $528404.00         | $6760.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2056-03-01      | 6.0000%  | N/A     | $1864069.00        | $1931536.34        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 4.0000%  | N/A     | $25838.00          | $2749.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | N/A     | $14300000.00       | $10843172.52       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-12-01      | 5.5000%  | N/A     | $100000.00         | $921.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-12-01      | 4.0000%  | N/A     | $1756023.00        | $141620.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-07-01      | 6.0000%  | N/A     | $225000.00         | $14757.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | N/A     | $152963.00         | $12466.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 5.5000%  | N/A     | $7981175.00        | $6860059.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | N/A     | $250000.00         | $161024.64         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.0000%  | N/A     | $49702000.00       | $25891172.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | N/A     | $4055761.00        | $1977315.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | N/A     | $137000.00         | $84918.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-07-01      | 5.5000%  | N/A     | $8869876.00        | $8761863.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-11-01      | 6.0000%  | N/A     | $235000.00         | $734.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 4.5000%  | N/A     | $921000.00         | $645215.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.5000%  | N/A     | $593492.00         | $103135.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-08-01      | 3.5000%  | N/A     | $42714000.00       | $3551688.70        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.5000%  | N/A     | $33688609.00       | $30959109.17       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 4.0000%  | N/A     | $1136000.00        | $197750.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | N/A     | $62770000.00       | $9108733.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 3.5000%  | N/A     | $203000.00         | $94174.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 4.0000%  | N/A     | $9000.00           | $1126.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-11-01      | 5.0000%  | N/A     | $55766955.00       | $53184895.41       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-08-01      | 2.5000%  | N/A     | $8225000.00        | $663654.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.0000%  | N/A     | $1130000.00        | $508992.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 5.5000%  | N/A     | $2443592.00        | $2175437.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-09-01      | 1.5000%  | N/A     | $16300000.00       | $9726696.71        | Agency Mortgage-Backed Securities   |

### Security 109: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996869.60
- **C.18.a - Value (excl. sponsor support):** $79996869.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422338619.34
- **C.18.a - Value (excl. sponsor support):** $422338619.34
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 111: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114960761.42
- **C.18.a - Value (excl. sponsor support):** $114960761.42
- **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):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222796377.27
- **C.18.a - Value (excl. sponsor support):** $222796377.27
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_41-97C                                          | 2054-12-20      | 2.3271%  | N/A     | $100000000.00      | $3331325.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 2.1771%  | N/A     | $80000000.00       | $4197580.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 2.3340%  | N/A     | $120000000.00      | $5656971.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-198                                          | 2064-10-16      | 0.5118%  | N/A     | $47148730.00       | $2369061.55        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25Q                                          | 2056-02-20      | 4.5000%  | N/A     | $3257000.00        | $2485073.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152H                                         | 2055-09-20      | 2.9171%  | N/A     | $50000000.00       | $3845048.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105U                                         | 2065-06-20      | 3.4271%  | N/A     | $75000000.00       | $6539440.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E                                         | 2055-08-20      | 2.8271%  | N/A     | $64665784.00       | $3371251.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-3                                            | 2062-09-16      | 0.8707%  | N/A     | $51101000.00       | $2474091.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79X                                          | 2064-05-20      | 2.9771%  | N/A     | $82236891.00       | $2032802.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 3.5771%  | N/A     | $50000000.00       | $2826644.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89P                                          | 2055-05-20      | 1.4771%  | N/A     | $55000000.00       | $2124759.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H19A                                         | 2075-09-20      | 0.8296%  | N/A     | $54290453.00       | $4249713.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84Q                                          | 2053-06-20      | 3.2541%  | N/A     | $4166667.00        | $1882370.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                          | 2054-06-20      | 3.5771%  | N/A     | $42708333.00       | $2825363.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2055-02-20      | 2.1771%  | N/A     | $80000000.00       | $2410999.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62R                                          | 2065-04-20      | 2.1271%  | N/A     | $75000000.00       | $1930290.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-111                                          | 2051-06-20      | 3.0000%  | N/A     | $33333333.00       | $2792609.91        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H01B                                         | 2075-12-20      | 1.0279%  | N/A     | $47601949.00       | $4357128.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C                                          | 2055-06-20      | 1.5271%  | N/A     | $150000000.00      | $4333988.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12C                                         | 2071-08-20      | 0.0605%  | N/A     | $104179009.00      | $2390184.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105E                                         | 2055-06-20      | 1.4271%  | N/A     | $200000000.00      | $5901698.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110H                                         | 2054-07-20      | 2.9771%  | N/A     | $75000000.00       | $6322141.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-68                                           | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2519363.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.7571%  | N/A     | $150000000.00      | $4466858.52        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3L                                           | 2055-05-20      | 3.3771%  | N/A     | $142505879.00      | $6098478.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2559410.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110J                                         | 2054-07-20      | 2.9771%  | N/A     | $42600000.00       | $3788566.11        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3J                                           | 2054-08-20      | 2.9771%  | N/A     | $42797045.00       | $2624488.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-133                                          | 2063-07-16      | 0.8828%  | N/A     | $39000000.00       | $2139213.10        | Agency Collateralized Mortgage Obligation |
| GNMA_51-56D                                          | 2055-09-20      | 2.2571%  | N/A     | $30000000.00       | $2343428.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-31                                           | 2067-08-16      | 1.5778%  | N/A     | $35000000.00       | $1925323.03        | Agency Collateralized Mortgage Obligation |
| GNMA_20-170                                          | 2062-11-16      | 0.8360%  | N/A     | $19316997.00       | $941668.54         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                         | 2072-05-20      | 1.9256%  | N/A     | $75589351.00       | $3194472.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97X                                          | 2054-06-20      | 1.6771%  | N/A     | $90000000.00       | $4466584.63        | Agency Collateralized Mortgage Obligation |
| GNMA_21-120                                          | 2063-02-16      | 0.9876%  | N/A     | $151913322.00      | $10167329.03       | Agency Collateralized Mortgage Obligation |
| GNMA_20-108                                          | 2062-06-16      | 0.8470%  | N/A     | $50158000.00       | $2050290.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-90                                           | 2066-07-16      | 1.6057%  | N/A     | $66500000.00       | $3996775.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07D                                         | 2074-02-20      | 2.5610%  | N/A     | $114911184.00      | $2926741.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 | 2062-09-16      | 1.0115%  | N/A     | $31860000.00       | $1866171.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 3.5271%  | N/A     | $53333333.00       | $2644628.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 2.0271%  | N/A     | $50342430.00       | $2090316.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155C                                         | 2065-09-20      | 2.3271%  | N/A     | $88834477.00       | $3536479.59        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78                                           | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3497301.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 2.3771%  | N/A     | $43658507.00       | $2017566.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H17C                                         | 2071-11-20      | 1.9691%  | N/A     | $49862267.00       | $1852043.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-92                                           | 2062-02-16      | 0.8817%  | N/A     | $43558000.00       | $1899975.76        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97L                                          | 2064-12-20      | 1.6271%  | N/A     | $197469945.00      | $3545524.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05C                                         | 2074-03-20      | 0.6825%  | N/A     | $93719813.00       | $6146789.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-181C                                         | 2066-03-16      | 0.2904%  | N/A     | $86599899.00       | $4260419.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-127D                                         | 2055-07-20      | 2.1771%  | N/A     | $169486772.00      | $9171840.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190H                                         | 2065-09-20      | 2.3271%  | N/A     | $38768933.00       | $2934788.51        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25E                                          | 2056-02-20      | 6.0000%  | N/A     | $14086000.00       | $3027329.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 3.4271%  | N/A     | $77564189.00       | $3486407.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.7271%  | N/A     | $225000000.00      | $4648417.35        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03A                                         | 2075-11-20      | 1.9220%  | N/A     | $49501973.00       | $3181335.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-78                                           | 2063-11-16      | 0.9982%  | N/A     | $125000000.00      | $8898297.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-137                                          | 2062-09-16      | 0.7992%  | N/A     | $143387000.00      | $6412717.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.3271%  | N/A     | $50000000.00       | $1961240.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-11                                           | 2062-12-16      | 1.0217%  | N/A     | $40850000.00       | $2438240.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-14                                           | 2063-06-16      | 1.3325%  | N/A     | $37000000.00       | $2312597.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y                                          | 2065-04-20      | 0.5771%  | N/A     | $360000000.00      | $2626213.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-101D                                         | 2054-06-20      | 2.9771%  | N/A     | $100000000.00      | $5050767.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-082                                          | 2062-03-16      | 0.6500%  | N/A     | $177104516.00      | $3214218.83        | Agency Collateralized Mortgage Obligation |
| GNMA_11-121                                          | 2051-08-16      | 6.5000%  | N/A     | $1500000.00        | $2239290.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                          | 2063-01-16      | 0.7500%  | N/A     | $225250845.00      | $3851315.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.8575%  | N/A     | $43560519.00       | $2937638.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L                                         | 2054-07-20      | 5.5000%  | N/A     | $2732561.00        | $2923010.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149A                                         | 2054-09-20      | 2.2171%  | N/A     | $100000000.00      | $4220835.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136R                                         | 2051-08-20      | 3.0000%  | N/A     | $44500000.00       | $2879669.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U                                         | 2054-07-20      | 1.6271%  | N/A     | $200000000.00      | $5448582.41        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50M                                          | 2051-07-20      | 3.5000%  | N/A     | $19301437.00       | $3140761.99        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H06A                                         | 2076-02-20      | 0.4816%  | N/A     | $64325103.00       | $4733639.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-172H                                         | 2055-10-20      | 2.9271%  | N/A     | $42614803.00       | $3642989.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                          | 2054-04-20      | 2.3271%  | N/A     | $90000000.00       | $2316679.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 2.3271%  | N/A     | $55464420.00       | $3016059.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182H                                         | 2053-12-20      | 3.4771%  | N/A     | $60000000.00       | $1987014.02        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H25C                                         | 2073-10-20      | 0.5777%  | N/A     | $110307599.00      | $5930839.50        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                           | 2062-10-16      | 1.0181%  | N/A     | $120000000.00      | $6500048.69        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97EE                                         | 2064-12-20      | 2.2271%  | N/A     | $112500000.00      | $2275765.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137P                                         | 2052-08-20      | 1.1993%  | N/A     | $6105679.00        | $3361775.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-211E                                         | 2055-12-20      | 1.2271%  | N/A     | $100000000.00      | $4321301.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H24E                                         | 2075-08-20      | 1.8773%  | N/A     | $50115511.00       | $3218033.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14B                                         | 2072-07-20      | 0.6915%  | N/A     | $142018722.00      | $8114705.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200B                                         | 2054-12-20      | 2.2271%  | N/A     | $100000000.00      | $5323787.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z                                          | 2054-02-20      | 3.3271%  | N/A     | $50000000.00       | $2608955.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H08                                          | 2076-02-20      | 0.9379%  | N/A     | $100652795.00      | $6742182.18        | Agency Collateralized Mortgage Obligation |
| GNMA_21-203                                          | 2063-07-16      | 0.8702%  | N/A     | $124288000.00      | $7060455.56        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H24C                                         | 2072-11-20      | 0.5874%  | N/A     | $180000000.00      | $8903793.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25X                                          | 2065-02-20      | 1.6271%  | N/A     | $250000000.00      | $4292505.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                         | 2055-07-20      | 1.4771%  | N/A     | $77000000.00       | $2818379.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E                                          | 2065-04-20      | 2.2771%  | N/A     | $100000000.00      | $2156197.48        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71M                                          | 2065-10-20      | 2.4771%  | N/A     | $50010000.00       | $2312159.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-153                                          | 2061-08-16      | 0.0000%  | N/A     | $50600000.00       | $2396610.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61A                                          | 2065-04-20      | 2.2771%  | N/A     | $100706289.00      | $2676600.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55B                                          | 2054-03-20      | 2.3271%  | N/A     | $62000000.00       | $2454206.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124M                                         | 2055-07-20      | 0.8271%  | N/A     | $80000000.00       | $1961935.88        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H08                                          | 2076-03-20      | 0.7000%  | N/A     | $122644152.00      | $9810957.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 2.3771%  | N/A     | $40000000.00       | $1860303.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184P                                         | 2054-11-20      | 2.3271%  | N/A     | $75000000.00       | $4166813.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-44                                           | 2062-02-16      | 1.0269%  | N/A     | $230155995.00      | $8401755.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71D                                          | 2054-04-20      | 2.3271%  | N/A     | $138000000.00      | $6706745.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                         | 2071-12-20      | 1.9639%  | N/A     | $124846127.00      | $4468466.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69K                                          | 2055-04-20      | 1.4771%  | N/A     | $250000000.00      | $5264457.83        | Agency Collateralized Mortgage Obligation |
| GNMA_11-70A                                          | 2041-05-16      | 0.0000%  | N/A     | $215000000.00      | $10774129.03       | Agency Collateralized Mortgage Obligation |
| GNMA_24-30P                                          | 2054-02-20      | 2.5271%  | N/A     | $75000000.00       | $2679233.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3H                                           | 2056-01-20      | 4.5000%  | N/A     | $3213194.00        | $3059868.98        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C                                         | 2072-11-20      | 1.6909%  | N/A     | $140061917.00      | $4458381.24        | Agency Collateralized Mortgage Obligation |

### Security 114: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109994221.70
- **C.18.a - Value (excl. sponsor support):** $109994221.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ1VECX3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $98971600.00       | $102000084.48      | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBS5
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $25086400.00       | $25090440.85       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $12023200.00       | $12062215.28       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $36511500.00       | $36614271.94       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $538700.00         | $540625.85         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $23233800.00       | $23149391.60       | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | N/A     | $499453600.00      | $498806975.91      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $18582500.00       | $19100748.68       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.8434%  | N/A     | $120000.00         | $120917.01         | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | N/A     | $411028000.00      | $412765363.41      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $4800.00           | $4772.40           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $147692400.00      | $144552894.49      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $31380200.00       | $30993313.51       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $4000.00           | $4023.24           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $94870100.00       | $97553500.78       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $3435600.00        | $3412613.10        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $15681200.00       | $15441489.08       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $1800.00           | $1717.50           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $29001000.00       | $29744704.35       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  | N/A     | $6982600.00        | $6867222.10        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $37587700.00       | $37855232.91       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $21800300.00       | $22286396.34       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $29492000.00       | $28151476.40       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $500.00            | $493.81            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $99495300.00       | $95415793.71       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $29394900.00       | $28447462.26       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $9800.00           | $9325.18           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $210000.00         | $216834.51         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $37406700.00       | $38032802.25       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $200.00            | $198.29            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $22662100.00       | $22738584.84       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $358505200.00      | $364072153.92      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $177991400.00      | $170125281.50      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $338450400.00      | $297115589.15      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $19960900.00       | $20415994.51       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $21200.00          | $20135.95          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $11226200.00       | $10616798.14       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $534100.00         | $532427.17         | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | N/A     | $200.00            | $199.84            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $77000.00          | $78242.35          | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.8584%  | N/A     | $1316600.00        | $1326052.35        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $80305100.00       | $80714027.32       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $15420100.00       | $15564871.99       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $300.00            | $311.17            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $50726000.00       | $51143446.95       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $2900.00           | $2903.72           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $20028300.00       | $19839993.27       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  | N/A     | $451000.00         | $445932.03         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $72026700.00       | $71371664.65       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | N/A     | $50306300.00       | $50497820.78       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $50273500.00       | $49764687.46       | U.S. Treasuries (including strips) |
| BILL 05/28/26    | 2026-05-28      | 0.0000%  | N/A     | $900.00            | $894.82            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $3612500.00        | $3380763.85        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | N/A     | $3095900.00        | $3080204.01        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $20472500.00       | $20109266.16       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $20600.00          | $20407.40          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $256655600.00      | $253637533.79      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $25401900.00       | $25000915.85       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $1107000.00        | $1109424.17        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $48202700.00       | $48944118.51       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $207700.00         | $207149.83         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $387200.00         | $390794.16         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $4200.00           | $4253.93           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33  | 2033-02-28      | 3.7500%  | N/A     | $7039100.00        | $6899711.51        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $19166700.00       | $17572762.81       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $33657700.00       | $29256024.65       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $5345700.00        | $5164751.54        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $399444400.00      | $413348598.33      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $201419600.00      | $199559826.06      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $67800.00          | $68407.96          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $200.00            | $204.23            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $344400.00         | $340718.60         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $49108200.00       | $49614750.00       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/28 | 2028-01-31      | 3.7524%  | N/A     | $24690000.00       | $24836921.26       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $3541100.00        | $3088103.88        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | N/A     | $478200.00         | $484319.70         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $92817200.00       | $95179814.65       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $20447100.00       | $20330190.26       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $158550400.00      | $160935023.87      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $262779600.00      | $228413722.36      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $25458100.00       | $24120791.35       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $147992200.00      | $149651390.43      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $72460700.00       | $72937696.19       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $8800400.00        | $8859493.49        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $21560900.00       | $20507223.56       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $1892600.00        | $1904674.14        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $23999000.00       | $23658694.18       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $4820600.00        | $4859453.13        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $86300.00          | $87541.97          | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $53012800.00       | $49788022.59       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $92968100.00       | $83466571.68       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $8417700.00        | $8417484.67        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $21945900.00       | $21595155.17       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $73804300.00       | $74729597.89       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $14894900.00       | $14649879.47       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $468900.00         | $464378.89         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $26966000.00       | $26397623.40       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $6386700.00        | $5998290.86        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $521533600.00      | $517991664.73      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $3113600.00        | $3148294.42        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $400.00            | $399.97            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $17161700.00       | $16003596.53       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $5841300.00        | $5538473.78        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $800.00            | $814.26            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  | N/A     | $1131400.00        | $1150786.16        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $24509900.00       | $24384639.49       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $5012100.00        | $5077498.21        | U.S. Treasuries (including strips) |

### Security 117: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ0KBHL4
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $200.00            | $204.46            | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | N/A     | $400.00            | $365.20            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $200.00            | $98.08             | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | N/A     | $300.00            | $323.70            | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | N/A     | $33484300.00       | $11349603.94       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $7282700.00        | $7162320.91        | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-02-15      | 0.0000%  | N/A     | $37100.00          | $12909.65          | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | N/A     | $3988720.73        | $1214170.58        | U.S. Treasuries (including strips) |
| TINT 02/15/49    | 2049-02-15      | 0.0000%  | N/A     | $9842154.17        | $3036816.35        | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $2493816.32        | $602438.69         | U.S. Treasuries (including strips) |
| BILL 09/24/26    | 2026-09-24      | 0.0000%  | N/A     | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| TINT 02/15/51    | 2051-02-15      | 0.0000%  | N/A     | $92.16             | $25.75             | U.S. Treasuries (including strips) |
| TINT 02/15/39    | 2039-02-15      | 0.0000%  | N/A     | $2870339.90        | $1554487.11        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $100.00            | $69.37             | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 41    | 2041-02-15      | 0.0000%  | N/A     | $103900.00         | $50755.57          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $90108000.00       | $93106685.32       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | N/A     | $111900.00         | $125631.62         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $1000.00           | $965.13            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $800.00            | $758.34            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $9193200.00        | $9192543.63        | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | N/A     | $331256.95         | $88501.26          | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBN6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $56959100.00       | $56488737.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $771000.00         | $797474.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | N/A     | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $23055900.00       | $23344956.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $100300.00         | $102615.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $1128900.00        | $1143394.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $21833800.00       | $20766787.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $21939700.00       | $22184171.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $347600.00         | $342065.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $40589700.00       | $40169893.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $3981800.00        | $4083154.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $30851000.00       | $31855054.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $381700.00         | $386009.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $25070100.00       | $26119707.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $18947600.00       | $17809503.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $3308100.00        | $3277856.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $2157200.00        | $1875086.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $80000.00          | $78313.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $14825000.00       | $12965860.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $8392200.00        | $8274112.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $38046600.00       | $38310605.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8354%  | N/A     | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $4236200.00        | $4110375.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $3382600.00        | $2530477.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $128353100.00      | $127280250.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $593500.00         | $612074.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $2259800.00        | $2343941.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $70755000.00       | $68676544.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $11706100.00       | $11647117.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $8488700.00        | $8199941.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $36105000.00       | $35929493.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $1410400.00        | $1428541.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $77.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $3891300.00        | $3062485.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $20615700.00       | $20814648.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $146100.00         | $149634.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $42596600.00       | $43473965.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $15131400.00       | $13283408.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $3503300.00        | $3542576.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $45700.00          | $45218.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $63813300.00       | $62805968.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $2676700.00        | $2463195.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $22599300.00       | $22669583.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $4827900.00        | $4919813.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $594800.00         | $589064.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $651800.00         | $616417.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $57096500.00       | $49792415.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $384200.00         | $232412.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $9572000.00        | $8882821.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $161.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $200.00            | $195.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $12149300.00       | $12426295.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $2107600.00        | $2135100.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $3000000.00        | $2998126.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $73629500.00       | $65443740.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $8128100.00        | $8250347.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7514%  | N/A     | $536000.00         | $539382.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $17967800.00       | $17085185.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | N/A     | $35900.00          | $35693.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $33582900.00       | $33236928.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | N/A     | $25200.00          | $25073.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $3475700.00        | $3411624.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $5500.00           | $5208.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $3596500.00        | $3551987.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $3206200.00        | $3074739.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $532100.00         | $499646.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $31639600.00       | $32047556.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $27547800.00       | $27723545.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $104100.00         | $106131.18         | U.S. Treasuries (including strips) |

### Security 119: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ1VECT2
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $5014800.00        | $5100012.61        | U.S. Treasuries (including strips) |

### Security 120: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ1VEB22
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: 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 TREASURY | 2028-11-15      | 0.0000%  | N/A     | $2547454.94        | $2303059.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $286755200.00      | $261377310.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $10725870.07       | $9113031.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $79685139.06       | $43211577.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $193500.00         | $194920.61         | U.S. Treasuries (including strips) |

### Security 121: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ1VEB30
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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 TREASURY | 2027-09-30      | 3.5000%  | N/A     | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $10043600.00       | $10199915.61       | U.S. Treasuries (including strips) |

### Security 122: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RK8, C.4 - ISIN: US3130B9RK86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446798217.27
- **C.18.a - Value (excl. sponsor support):** $446798217.27
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 123: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ1VEC96
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-04-20      | 3.5000%  | N/A     | $500000.00         | $337446.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 5.5000%  | N/A     | $15000000.00       | $10552416.01       | Agency Mortgage-Backed Securities         |
| GNMA_20-167G                                        | 2050-11-20      | 2.5000%  | N/A     | $74563021.00       | $6563501.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                        | 2055-07-20      | 2.2271%  | N/A     | $76237059.00       | $4068058.34        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8H                                          | 2056-01-20      | 2.0271%  | N/A     | $62788880.00       | $3152465.94        | Agency Collateralized Mortgage Obligation |
| FNMS_41-8A                                          | 2033-10-25      | 4.0000%  | N/A     | $40634258.00       | $236816.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-08-20      | 4.0000%  | N/A     | $49554000.00       | $35251660.93       | Agency Mortgage-Backed Securities         |
| GNMA_25-84G                                         | 2055-05-20      | 1.4271%  | N/A     | $70000000.00       | $3077057.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108B                                        | 2054-07-20      | 2.3271%  | N/A     | $75000000.00       | $3436083.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                        | 2054-08-20      | 2.3271%  | N/A     | $62421422.00       | $4094553.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-01-20      | 6.0000%  | N/A     | $50000.00          | $5563.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-11-20      | 3.0000%  | N/A     | $1500000.00        | $191678.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44 | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $294899.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139Q                                        | 2055-08-20      | 2.2771%  | N/A     | $37500000.00       | $2009387.66        | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                         | 2049-06-20      | 2.3105%  | N/A     | $67575036.00       | $1670135.95        | Agency Collateralized Mortgage Obligation |
| GNMA_26-43A                                         | 2056-03-20      | 0.0000%  | N/A     | $235640750.00      | $2189573.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-07-20      | 6.0000%  | N/A     | $100000.00         | $59518.49          | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                         | 2055-04-20      | 2.2771%  | N/A     | $13844358.00       | $1372776.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-07-20      | 5.5000%  | N/A     | $47000.00          | $4456.46           | Agency Mortgage-Backed Securities         |
| GNMA_20-187B                                        | 2050-12-20      | 3.0000%  | N/A     | $27957296.00       | $3035536.97        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71N                                         | 2055-10-20      | 1.0271%  | N/A     | $75000000.00       | $2210148.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                         | 2054-03-20      | 2.9771%  | N/A     | $118750000.00      | $8832469.91        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136D                                        | 2052-08-20      | 2.3271%  | N/A     | $40000000.00       | $2663342.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                         | 2053-04-20      | 2.5271%  | N/A     | $56262306.00       | $3787620.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-10-20      | 2.0000%  | N/A     | $256642634.00      | $115008453.04      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-01-20      | 3.5000%  | N/A     | $350000.00         | $39831.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-11-20      | 3.5000%  | N/A     | $3500000.00        | $421213.67         | Agency Mortgage-Backed Securities         |
| GNMA_24-155C                                        | 2054-09-20      | 2.4771%  | N/A     | $53191489.00       | $3013441.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-08-20      | 5.5000%  | N/A     | $50000.00          | $10583.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-11-20      | 4.0000%  | N/A     | $621685.00         | $64234.02          | Agency Mortgage-Backed Securities         |
| GNMA_20-129G                                        | 2050-09-20      | 2.5000%  | N/A     | $54105631.00       | $4203171.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-01-20      | 5.0000%  | N/A     | $50000000.00       | $36063907.14       | Agency Mortgage-Backed Securities         |
| GNMA_26-26K                                         | 2054-07-20      | 1.6271%  | N/A     | $118855096.00      | $4114037.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                        | 2055-07-20      | 1.4771%  | N/A     | $85547757.00       | $2522926.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-11-20      | 6.0000%  | N/A     | $2563905.00        | $2667518.63        | Agency Mortgage-Backed Securities         |
| GNMA_22-60K                                         | 2051-02-20      | 3.0000%  | N/A     | $45809602.00       | $5289511.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                          | 2054-01-20      | 2.1271%  | N/A     | $90448538.00       | $2064116.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105M                                        | 2055-06-20      | 2.7771%  | N/A     | $25000000.00       | $2355232.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-47A                                         | 2055-03-20      | 2.2771%  | N/A     | $100000000.00      | $5408463.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-154H                                        | 2055-09-20      | 1.6271%  | N/A     | $50513587.00       | $2520012.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-07-20      | 6.0000%  | N/A     | $93000.00          | $10322.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-07-20      | 2.0000%  | N/A     | $2582.00           | $975.12            | Agency Mortgage-Backed Securities         |
| GNMA_21-225G                                        | 2051-12-20      | 3.0000%  | N/A     | $48280415.00       | $4631786.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59G                                         | 2054-04-20      | 1.5771%  | N/A     | $140848331.00      | $3400538.83        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                          | 2056-01-20      | 6.0000%  | N/A     | $19214292.00       | $3240729.42        | Agency Collateralized Mortgage Obligation |
| GNMA_26-10J                                         | 2056-01-20      | 5.5000%  | N/A     | $27619578.00       | $4907803.18        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                        | 2050-10-20      | 0.0000%  | N/A     | $25080385.00       | $272668.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-01-20      | 3.0000%  | N/A     | $88000.00          | $53344.63          | Agency Mortgage-Backed Securities         |
| GNMA_24-137B                                        | 2054-08-20      | 2.5271%  | N/A     | $70476190.00       | $3879859.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-79A                                         | 2053-11-20      | 1.5271%  | N/A     | $50000000.00       | $1314231.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-05-20      | 2.5000%  | N/A     | $6000.00           | $3034.26           | Agency Mortgage-Backed Securities         |
| GNMA_26-5L                                          | 2055-12-20      | 2.0271%  | N/A     | $50000000.00       | $3622191.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-02-20      | 6.0000%  | N/A     | $359000.00         | $55780.11          | Agency Mortgage-Backed Securities         |
| GNMA_21-156C                                        | 2051-09-20      | 2.5105%  | N/A     | $74307323.00       | $4141393.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                        | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2141805.22        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                        | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $180755.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-07-20      | 6.0000%  | N/A     | $172000.00         | $26909.10          | Agency Mortgage-Backed Securities         |
| GNMA_26-4K                                          | 2056-01-20      | 1.4271%  | N/A     | $100000000.00      | $4013439.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-02-20      | 2.0000%  | N/A     | $6000.00           | $2905.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-01-20      | 2.5000%  | N/A     | $800000.00         | $97424.48          | Agency Mortgage-Backed Securities         |
| FNSTR_424                                           | 2048-02-25      | 4.0000%  | N/A     | $68529463.00       | $1947704.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-83 | 2051-05-20      | 3.0000%  | N/A     | $92286619.00       | $6943668.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216J                                        | 2055-03-20      | 2.3271%  | N/A     | $39560595.00       | $3086027.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146G                                        | 2054-09-20      | 1.6571%  | N/A     | $18500000.00       | $736979.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-155D                                        | 2055-09-20      | 2.3771%  | N/A     | $50000000.00       | $4131415.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-07-20      | 6.0000%  | N/A     | $100000.00         | $9785.70           | Agency Mortgage-Backed Securities         |
| GNMA_18-113D                                        | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $186120.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-03-20      | 3.5000%  | N/A     | $6998000.00        | $4665742.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-08-20      | 4.5000%  | N/A     | $20391000.00       | $14536498.95       | Agency Mortgage-Backed Securities         |
| GNMA_25-1Q                                          | 2055-01-20      | 2.2771%  | N/A     | $17000000.00       | $1342726.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154C                                        | 2052-09-20      | 2.2771%  | N/A     | $13509074.00       | $849981.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2038-10-20      | 6.0000%  | N/A     | $380351.00         | $214.54            | Agency Mortgage-Backed Securities         |
| GNMA_26-46N                                         | 2056-03-20      | 0.4378%  | N/A     | $1113000000.00     | $13104198.22       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                         | 2055-05-20      | 2.1271%  | N/A     | $18000000.00       | $1159371.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-09-20      | 3.5000%  | N/A     | $900000.00         | $94342.18          | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                         | 2055-03-20      | 2.2771%  | N/A     | $56307525.00       | $4135099.29        | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                         | 2050-10-20      | 3.0000%  | N/A     | $103333333.00      | $8643899.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-01-20      | 4.5000%  | N/A     | $5377754.00        | $335676.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-01-20      | 4.0000%  | N/A     | $75000.00          | $48865.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-10-20      | 5.0000%  | N/A     | $195000.00         | $173110.81         | Agency Mortgage-Backed Securities         |
| GNMA_21-58A                                         | 2051-02-20      | 3.0000%  | N/A     | $66333333.00       | $4774105.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                         | 2054-03-20      | 1.6471%  | N/A     | $75000000.00       | $1623953.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-08-20      | 6.0000%  | N/A     | $468000.00         | $64854.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-05-20      | 4.5000%  | N/A     | $497000.00         | $348609.56         | Agency Mortgage-Backed Securities         |
| GNMA_25-1CC                                         | 2055-01-20      | 2.2471%  | N/A     | $24000000.00       | $2113500.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                        | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1917546.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2045-08-20      | 3.0000%  | N/A     | $210000.00         | $25523.77          | Agency Mortgage-Backed Securities         |

### Security 124: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222365299.10
- **C.18.a - Value (excl. sponsor support):** $222365299.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 125: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196350166.00
- **C.18.a - Value (excl. sponsor support):** $196350166.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBF3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $677550000.00      | $688890630.87      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $333527000.00      | $331109420.48      | U.S. Treasuries (including strips) |

### Security 127: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57948147.52
- **C.18.a - Value (excl. sponsor support):** $57948147.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 128: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188070268.28
- **C.18.a - Value (excl. sponsor support):** $188070268.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ1VEC05
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/43 | 2043-11-15      | 0.0000%  | N/A     | $2512439.04        | $1020000.00        | U.S. Treasuries (including strips) |

### Security 130: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489169878.34
- **C.18.a - Value (excl. sponsor support):** $489169878.34
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY244P7
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $1692.82           | $1090.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $2121300.00        | $545229.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $477344000.00      | $477041400.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $15077000.00       | $17439192.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $176810800.00      | $193473164.08      | U.S. Treasuries (including strips) |

### Security 132: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1336343799.49
- **C.18.a - Value (excl. sponsor support):** $1336343799.49
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418514550.25
- **C.18.a - Value (excl. sponsor support):** $418514550.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 134: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ1VEAY3
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $400.00            | $394.50            | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | N/A     | $1100.00           | $994.80            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $5097200.00        | $5098172.97        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $400.00            | $356.77            | U.S. Treasuries (including strips) |

### Security 135: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38561752.54
- **C.18.a - Value (excl. sponsor support):** $38561752.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.1400%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445629880.88
- **C.18.a - Value (excl. sponsor support):** $445629880.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 137: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399956044.00
- **C.18.a - Value (excl. sponsor support):** $399956044.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186795936.65
- **C.18.a - Value (excl. sponsor support):** $186795936.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 139: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2819749397.81
- **C.18.a - Value (excl. sponsor support):** $2819749397.81
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003559.00
- **C.18.a - Value (excl. sponsor support):** $100003559.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 141: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2490999559.41
- **C.18.a - Value (excl. sponsor support):** $2490999559.41
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ1VEAP2
- **C.18 - Value (incl. sponsor support):** $1048000000.00
- **C.18.a - Value (excl. sponsor support):** $1048000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: 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 MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $328031.00         | $345725.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $88634.00          | $33531.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 3.0000%  | N/A     | $1074906.00        | $329295.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $23672.00          | $11238.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $5509353.00        | $398520.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | N/A     | $8002.00           | $5356.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $432951.00         | $362657.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-10-20      | 5.0000%  | N/A     | $45360.00          | $42320.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.0000%  | N/A     | $528937.00         | $276420.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-07-01      | 4.4000%  | N/A     | $632692.00         | $622296.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 7.0000%  | N/A     | $4890012.00        | $5111799.96        | Agency Mortgage-Backed Securities         |
| GNMA_26-52B                                          | 2056-03-20      | 4.6722%  | N/A     | $100000000.00      | $97239862.60       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 4.5000%  | N/A     | $1200.00           | $842.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 5.5000%  | N/A     | $186247330.00      | $132742863.78      | Agency Mortgage-Backed Securities         |
| FNR_23-21                                            | 2053-04-25      | 6.0000%  | N/A     | $7158779.00        | $908459.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 7.5000%  | N/A     | $550701.00         | $429798.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.0000%  | N/A     | $134368328.00      | $81163985.40       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 4.0000%  | N/A     | $1598595.00        | $165170.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.0000%  | N/A     | $1330994.00        | $900845.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $8431811.00        | $7649867.70        | Agency Mortgage-Backed Securities         |
| FNMA_24-2D                                           | 2053-12-25      | 6.0000%  | N/A     | $4934166.00        | $877422.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $1332699.00        | $157168.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | N/A     | $7000.00           | $7321.69           | Agency Mortgage-Backed Securities         |
| GNMA_21-103L                                         | 2051-06-20      | 3.0000%  | N/A     | $4950000.00        | $386044.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $1040.00           | $814.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 7.5000%  | N/A     | $199146.00         | $114045.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 5.5000%  | N/A     | $2000000.00        | $32710.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-06-20      | 4.5000%  | N/A     | $329583.00         | $12652.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $4010143.00        | $4266665.69        | Agency Mortgage-Backed Securities         |
| GNMA_21-156P                                         | 2051-09-20      | 3.0000%  | N/A     | $3426000.00        | $253234.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.0000%  | N/A     | $51938.00          | $40306.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $99562.00          | $97449.86          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2048-08-15      | 0.0000%  | N/A     | $200.00            | $64.47             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.0000%  | N/A     | $57815532.00       | $28846525.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $2062.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 4.5000%  | N/A     | $12259267.00       | $432913.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1001.00           | $964.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $2275212.00        | $2348845.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-11-20      | 3.0000%  | N/A     | $665000.00         | $86160.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 4.0000%  | N/A     | $16682080.00       | $11924378.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $39994.00          | $42597.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 6.0000%  | N/A     | $36454622.00       | $17839326.61       | Agency Mortgage-Backed Securities         |
| GNMA_21-117                                          | 2051-06-20      | 3.5000%  | N/A     | $17022165.00       | $1336099.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1056.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-10-20      | 6.5000%  | N/A     | $42100000.00       | $35748282.74       | Agency Mortgage-Backed Securities         |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $108480.00         | $81403.56          | Agency Collateralized Mortgage Obligation |
| GNMA_21-16G                                          | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8313.02           | Agency Collateralized Mortgage Obligation |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $45.00             | $1.39              | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $33388771.00       | $4622814.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $181030.00         | $108749.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $965.38            | Agency Mortgage-Backed Securities         |
| FNMA_25-46                                           | 2055-06-25      | 1.3381%  | N/A     | $46670091.00       | $939782.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $3552270.00        | $732729.21         | Agency Mortgage-Backed Securities         |
| GNMA_24-117D                                         | 2054-07-20      | 4.9729%  | N/A     | $283003270.00      | $137551130.20      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-04-20      | 4.0000%  | N/A     | $4414.00           | $131.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $442421.00         | $473630.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $16581357.00       | $10758466.20       | Agency Mortgage-Backed Securities         |
| GNMA_22-75B                                          | 2052-04-20      | 4.0000%  | N/A     | $1000.00           | $664.06            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 4.0000%  | N/A     | $1399000.00        | $132399.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 3.5000%  | N/A     | $2150940.00        | $1600150.31        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2046-08-15      | 0.0000%  | N/A     | $3.17              | $1.11              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-08-01      | 4.0000%  | N/A     | $115631111.00      | $8239367.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $517936.00         | $45544.25          | Agency Mortgage-Backed Securities         |
| GNMA_23-82B                                          | 2053-06-20      | 4.8229%  | N/A     | $1022.00           | $670.28            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-05-01      | 2.5000%  | N/A     | $2005727.00        | $588386.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $100025.00         | $8075.40           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-12-01      | 4.5000%  | N/A     | $1001.00           | $963.81            | Agency Mortgage-Backed Securities         |
| GNMA_17-192                                          | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $965427.01         | Agency Collateralized Mortgage Obligation |
| FNMA_21-26C                                          | 2041-05-25      | 3.5000%  | N/A     | $42700000.00       | $1999841.21        | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $17807807.00       | $2136783.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $924956.00         | $985179.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 4.5000%  | N/A     | $1646232.00        | $594693.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 3.5000%  | N/A     | $16928314.00       | $11405899.65       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2053-08-15      | 0.0000%  | N/A     | $100.00            | $25.46             | U.S. Treasuries (including strips)        |
| GNMA_23-H27B                                         | 2073-11-20      | 0.7186%  | N/A     | $59234555.00       | $3664713.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $965.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-08-20      | 7.0000%  | N/A     | $17784644.00       | $14536589.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $5294062.00        | $5382728.71        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2032-12-31      | 3.8750%  | N/A     | $800.00            | $794.65            | U.S. Treasuries (including strips)        |
| GNMA_26-50K                                          | 2056-03-20      | 4.8212%  | N/A     | $50000000.00       | $49369157.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 5.0000%  | N/A     | $2000.00           | $1417.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $7674672.00        | $7616536.35        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2036-08-15      | 0.0000%  | N/A     | $53.12             | $33.29             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 4.5000%  | N/A     | $996572.00         | $371126.75         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2047-08-15      | 0.0000%  | N/A     | $300.00            | $101.69            | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $2743752.00        | $2790544.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $61204882.00       | $7020668.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-12-20      | 6.0000%  | N/A     | $1084267.00        | $1117741.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-08-15      | 7.0000%  | N/A     | $10497110.00       | $10820727.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-04-20      | 3.5000%  | N/A     | $1025.00           | $88.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-09-20      | 4.5000%  | N/A     | $14884048.00       | $95784.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | N/A     | $895535.00         | $876120.98         | Agency Mortgage-Backed Securities         |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $63780864.00       | $5692475.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.5000%  | N/A     | $1000.00           | $1071.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1145780.00        | $570467.61         | Agency Mortgage-Backed Securities         |
| FHLMC_4448                                           | 2040-05-15      | 2.4050%  | N/A     | $71377982.00       | $242334.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $5213224.00        | $3882521.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 3.5000%  | N/A     | $39736210.00       | $4602062.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 5.0000%  | N/A     | $5243864.00        | $3745631.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $359096.00         | $163413.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-08-20      | 6.0000%  | N/A     | $1000.00           | $91.66             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $3734.00           | $3953.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $90765174.00       | $70880123.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.0000%  | N/A     | $1008.00           | $739.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-08-20      | 4.5000%  | N/A     | $4698999.00        | $33396.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 3.5000%  | N/A     | $746000.00         | $75715.40          | Agency Mortgage-Backed Securities         |
| FHLMC_5468L                                          | 2054-11-25      | 4.9119%  | N/A     | $286088.00         | $226862.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-12-15      | 7.0000%  | N/A     | $1016.00           | $1032.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $187993.00         | $126875.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $327042.00         | $345806.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 4.5000%  | N/A     | $407706.00         | $165510.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $474374.00         | $336789.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $1727982.00        | $1758509.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 4.0000%  | N/A     | $18235.00          | $12300.65          | Agency Mortgage-Backed Securities         |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $39543702.00       | $2775269.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2226341.00        | $145660.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1008.00           | $1064.51           | Agency Mortgage-Backed Securities         |
| FHLMC_5573C                                          | 2055-09-25      | 4.5619%  | N/A     | $15300.00          | $13038.86          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.0000%  | N/A     | $5001.00           | $5018.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $92826.00          | $99483.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 6.5000%  | N/A     | $1693.00           | $240.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2034-03-15      | 6.5000%  | N/A     | $25717565.00       | $144300.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 3.5000%  | N/A     | $9973754.00        | $980460.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $2088706.00        | $558744.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2064-09-20      | 7.0000%  | N/A     | $17305532.00       | $5154474.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 2.5000%  | N/A     | $2465164.00        | $434013.16         | Agency Mortgage-Backed Securities         |
| GNMA_24-117E                                         | 2054-07-20      | 4.9229%  | N/A     | $293713000.00      | $142607829.80      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $455146.00         | $320192.67         | Agency Mortgage-Backed Securities         |
| GNMA_24-H18E                                         | 2074-10-20      | 0.9830%  | N/A     | $11809376.00       | $827669.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-03-20      | 4.0000%  | N/A     | $1147090.00        | $107286.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $790684.00         | $295530.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-03-01      | 2.5000%  | N/A     | $205209.00         | $124275.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | N/A     | $106435.00         | $110644.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1056.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-07-15      | 5.0000%  | N/A     | $566307.00         | $13275.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | N/A     | $1396142.00        | $1390586.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $504778.00         | $149336.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 4.5000%  | N/A     | $6648077.00        | $160377.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.5000%  | N/A     | $32554.00          | $15871.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 2.5000%  | N/A     | $22145237.00       | $10820185.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 5.0000%  | N/A     | $3936.00           | $3256.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | N/A     | $1024.00           | $467.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 7.5000%  | N/A     | $1112253.00        | $325554.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.0000%  | N/A     | $1000.00           | $756.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.5000%  | N/A     | $1999.00           | $1562.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2063-05-20      | 6.5000%  | N/A     | $115161.00         | $120233.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 7.5000%  | N/A     | $1417651.00        | $1247973.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 4.5000%  | N/A     | $492393.00         | $474633.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $62193304.00       | $43134825.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 4.5000%  | N/A     | $55429.00          | $44082.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $558313.00         | $571588.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 6.0000%  | N/A     | $3676582.00        | $3058986.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 2.5000%  | N/A     | $1000.00           | $528.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 7.0000%  | N/A     | $4769919.00        | $4981948.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $3521.00           | $3635.31           | Agency Mortgage-Backed Securities         |
| FHLMC_5597B                                          | 2055-11-25      | 4.9619%  | N/A     | $50341.00          | $44911.47          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 6.5000%  | N/A     | $29853462.00       | $12198579.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $803736.00         | $562239.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 4.5000%  | N/A     | $1877405.00        | $145778.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $1375773.00        | $1431946.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $2507556.00        | $2701083.33        | Agency Mortgage-Backed Securities         |
| FHMS_K743                                            | 2028-05-25      | 0.9027%  | N/A     | $35891.00          | $613.24            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 3.5000%  | N/A     | $50000000.00       | $5763187.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2036-11-15      | 6.5000%  | N/A     | $3150000.00        | $42509.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 3.5000%  | N/A     | $220518.00         | $27354.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.0000%  | N/A     | $383983.00         | $135221.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $356085.00         | $200125.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.0000%  | N/A     | $1052359.00        | $989294.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $5108992.00        | $4031343.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-04-20      | 6.0000%  | N/A     | $2726405.00        | $170302.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $596338.00         | $612115.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.0000%  | N/A     | $2026.00           | $1842.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-09-20      | 5.0000%  | N/A     | $5000000.00        | $39201.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $10449187.00       | $6998161.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 4.0000%  | N/A     | $280803.00         | $24681.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $938.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-09-01      | 2.5000%  | N/A     | $4853484.00        | $876625.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-06-01      | 6.2890%  | N/A     | $3677.00           | $28.31             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2036-02-15      | 0.0000%  | N/A     | $20.92             | $13.47             | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-04-01      | 5.0000%  | N/A     | $1512.00           | $11.67             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 4.5000%  | N/A     | $1000.00           | $921.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $943260.00         | $1004674.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 2.5000%  | N/A     | $1011.00           | $396.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.5000%  | N/A     | $1024.00           | $821.98            | Agency Mortgage-Backed Securities         |
| FHLMC_5095B                                          | 2051-04-25      | 3.0000%  | N/A     | $30390895.00       | $3428703.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.5000%  | N/A     | $4845000.00        | $3502248.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2033-11-15      | 4.5000%  | N/A     | $1894400.00        | $1962325.75        | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $3388.00           | $3545.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 6.0000%  | N/A     | $300000.00         | $249733.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1055.16           | Agency Mortgage-Backed Securities         |

### Security 143: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76097573.19
- **C.18.a - Value (excl. sponsor support):** $76097573.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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 144: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79993923.20
- **C.18.a - Value (excl. sponsor support):** $79993923.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ1VEAS6
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-11-01      | 4.2000%  | N/A     | $11100000.00       | $10955211.60       | Agency Mortgage-Backed Securities         |
| GNMA_24-167D                               | 2054-10-20      | 2.9971%  | N/A     | $49900000.00       | $2847906.12        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H18B                               | 2068-11-20      | 1.7503%  | N/A     | $398305324.00      | $718587.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-04-01      | 4.5000%  | N/A     | $75000000.00       | $75161925.00       | Agency Mortgage-Backed Securities         |
| FHLMC_M044                                 | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $37036155.56       | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_22-M10                  | 2032-01-25      | 1.9320%  | N/A     | $1500000.00        | $1265359.92        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M1                 | 2028-09-25      | 3.5604%  | N/A     | $105000.00         | $73196.94          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-10-01      | 4.2000%  | N/A     | $10287000.00       | $10123093.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $15072830.00       | $15074406.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-12-01      | 6.0000%  | N/A     | $37000.00          | $15874.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-08-01      | 4.5900%  | N/A     | $5742000.00        | $5791392.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $17368230.00       | $17299121.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-11-01      | 6.0000%  | N/A     | $57781.00          | $24049.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-07-01      | 3.6300%  | N/A     | $46434000.00       | $44703636.99       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-02-01      | 4.6600%  | N/A     | $45146000.00       | $44899175.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-07-01      | 4.4500%  | N/A     | $14856739.00       | $14700550.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2040-06-01      | 4.8500%  | N/A     | $3995000.00        | $3964884.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-04-01      | 2.3200%  | N/A     | $67423985.00       | $57896526.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 6.0000%  | N/A     | $37000.00          | $19475.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-10-01      | 4.3000%  | N/A     | $8680000.00        | $8526609.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2030-06-01      | 3.9700%  | N/A     | $18866000.00       | $18505619.11       | Agency Mortgage-Backed Securities         |
| GNMA_23-85D                                | 2053-04-20      | 2.4771%  | N/A     | $49610882.00       | $2045240.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-10-01      | 4.4000%  | N/A     | $35267000.00       | $34714742.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2029-09-01      | 4.4200%  | N/A     | $180000.00         | $181433.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-09-01      | 4.5900%  | N/A     | $8069000.00        | $8161228.68        | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_18-M12                | 2030-08-25      | 3.6540%  | N/A     | $630000.00         | $555935.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-12-01      | 4.1500%  | N/A     | $6175000.00        | $6068668.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-05-01      | 6.0000%  | N/A     | $30000.00          | $22213.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-11-01      | 4.2800%  | N/A     | $18112000.00       | $18015783.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-09-01      | 4.5200%  | N/A     | $7140000.00        | $7198788.38        | Agency Mortgage-Backed Securities         |
| FANNIEMAE-ACES FNA_23-M5                   | 2033-07-25      | 4.4000%  | N/A     | $250000.00         | $248287.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7500%  | N/A     | $100000.00         | $104263.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-10-01      | 4.4600%  | N/A     | $7425000.00        | $7451957.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-08-01      | 4.5400%  | N/A     | $9675000.00        | $9663446.30        | Agency Mortgage-Backed Securities         |

### Security 146: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ1LMJM3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $1000.00           | $1094.24           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $92800.00          | $92307.23          | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $1000.00           | $1649.23           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  | N/A     | $473300.00         | $458338.77         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $2000.00           | $1792.96           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $99900.00          | $73958.88          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $25000000.00       | $25021166.99       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $800.00            | $699.52            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $1000.00           | $983.47            | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $73.32             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $17809900.00       | $13007135.26       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $100.00            | $105.78            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $2722000.00        | $3919997.53        | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $1000.00           | $1005.58           | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | N/A     | $25000000.00       | $23941146.47       | U.S. Treasuries (including strips) |
| BILL 05/26/26    | 2026-05-26      | 0.0000%  | N/A     | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $1800.00           | $2477.42           | U.S. Treasuries (including strips) |
| 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | N/A     | $59900.00          | $94632.14          | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | N/A     | $600.00            | $633.54            | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $300.00            | $303.41            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $1100.00           | $1100.92           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $33000000.00       | $27339066.41       | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $13000.00          | $13245.76          | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | N/A     | $50000000.00       | $42099330.58       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $300.00            | $166.96            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | N/A     | $638700.00         | $663445.46         | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56    | 2056-02-15      | 2.3750%  | N/A     | $921000.00         | $860331.54         | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $71.46             | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $1000000.00        | $806494.72         | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $15732400.00       | $10976634.12       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | N/A     | $100.00            | $113.29            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $18600000.00       | $18681473.65       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $1331600.00        | $1965317.07        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $20506100.00       | $14250637.61       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $27208900.00       | $20019275.73       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $2400.00           | $2461.64           | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $378699700.00      | $511176755.42      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $72800.00          | $72096.42          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $400.00            | $396.73            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $86.78             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $2000.00           | $2006.00           | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $48464000.00       | $42756967.18       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $2000.00           | $2030.43           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $5600.00           | $6418.41           | U.S. Treasuries (including strips) |
| BILL 05/21/26    | 2026-05-21      | 0.0000%  | N/A     | $500.00            | $497.44            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $13500.00          | $14083.10          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $200.00            | $147.96            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $1000.00           | $994.32            | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $3237500.00        | $1851027.48        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $23150000.00       | $22901750.14       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $36347400.00       | $23549107.75       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $19221500.00       | $19301637.73       | U.S. Treasuries (including strips) |
| BILL 09/17/26    | 2026-09-17      | 0.0000%  | N/A     | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $5960100.00        | $3322708.10        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $600.00            | $607.65            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $2000.00           | $2013.76           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $3570400.00        | $1750957.26        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $24000.00          | $20462.93          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $1000.00           | $1003.77           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $1100.00           | $954.74            | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $18267900.00       | $14080106.65       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $31532100.00       | $16638573.87       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $1000.00           | $623.35            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $1000.00           | $1020.84           | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $1168000.00        | $1350996.71        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $400.00            | $379.76            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $58373400.00       | $57240004.01       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | N/A     | $19500.00          | $17921.28          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $100.00            | $101.89            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $149999900.00      | $99635901.21       | U.S. Treasuries (including strips) |

### Security 147: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445255770.03
- **C.18.a - Value (excl. sponsor support):** $445255770.03
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 148: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $599881525.09
- **C.18.a - Value (excl. sponsor support):** $599881525.09
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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 149: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $899210953.58
- **C.18.a - Value (excl. sponsor support):** $899210953.58
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ1VEC47
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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 TREASURY | 2027-01-15      | 2.3750%  | N/A     | $300.00            | $494.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $2187100.00        | $2039510.42        | U.S. Treasuries (including strips) |

### Security 151: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669505501.36
- **C.18.a - Value (excl. sponsor support):** $669505501.36
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 152: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996765.46
- **C.18.a - Value (excl. sponsor support):** $221996765.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $871939005.23
- **C.18.a - Value (excl. sponsor support):** $871939005.23
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: 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 154: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131316284.43
- **C.18.a - Value (excl. sponsor support):** $131316284.43
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 155: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ1VEA98
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DN7492 C | 2055-12-20      | 5.5000%  | N/A     | $9611073.00        | $9763471.18        | Agency Mortgage-Backed Securities |
| GNII SF DP0875 C | 2056-01-20      | 6.5000%  | N/A     | $14532661.00       | $15452138.91       | Agency Mortgage-Backed Securities |
| GNII SF DQ7831 C | 2056-03-20      | 6.5000%  | N/A     | $9570416.00        | $10193580.88       | Agency Mortgage-Backed Securities |
| GNII SF DN9461 C | 2055-11-20      | 6.0000%  | N/A     | $9254447.00        | $9510830.83        | Agency Mortgage-Backed Securities |
| GNII SF DP6073 C | 2056-02-20      | 5.5000%  | N/A     | $9895907.00        | $10041488.69       | Agency Mortgage-Backed Securities |
| GNII SF DP7332 C | 2056-03-20      | 5.0000%  | N/A     | $10918559.00       | $10872140.57       | Agency Mortgage-Backed Securities |
| GNII SF DN5599 C | 2055-10-20      | 6.5000%  | N/A     | $1869598.00        | $2036254.25        | Agency Mortgage-Backed Securities |
| GNII SF DL7304 C | 2055-09-20      | 6.5000%  | N/A     | $13577210.00       | $14542868.08       | Agency Mortgage-Backed Securities |
| GNII SF DL7643 C | 2055-09-20      | 7.0000%  | N/A     | $9336519.00        | $9746038.44        | Agency Mortgage-Backed Securities |
| GNII SF DL0851 C | 2055-09-20      | 5.5000%  | N/A     | $12219748.00       | $12386830.84       | Agency Mortgage-Backed Securities |
| GNII SF DP1242 C | 2056-01-20      | 7.0000%  | N/A     | $10847913.00       | $11560055.96       | Agency Mortgage-Backed Securities |
| GNII SF DP4287 C | 2056-01-20      | 5.5000%  | N/A     | $14475453.00       | $14872433.56       | Agency Mortgage-Backed Securities |
| GNII SF DP0246 C | 2055-11-20      | 6.5000%  | N/A     | $10782755.00       | $11572712.45       | Agency Mortgage-Backed Securities |
| GNII SF DN9447 C | 2055-11-20      | 7.0000%  | N/A     | $9316666.00        | $9982878.75        | Agency Mortgage-Backed Securities |
| GNII SF DN6568 C | 2056-03-20      | 5.5000%  | N/A     | $14348439.00       | $14631079.33       | Agency Mortgage-Backed Securities |
| GNII SF DO5467 C | 2055-11-20      | 6.0000%  | N/A     | $9196727.00        | $9446668.31        | Agency Mortgage-Backed Securities |
| GNII SF DP7718 C | 2055-12-20      | 6.0000%  | N/A     | $11522661.00       | $11980502.45       | Agency Mortgage-Backed Securities |
| GNII SF MA8572 M | 2052-12-20      | 6.5000%  | N/A     | $41298537.00       | $14697300.59       | Agency Mortgage-Backed Securities |
| GNII SF DO1137 C | 2056-03-20      | 5.5000%  | N/A     | $12126986.00       | $12334397.88       | Agency Mortgage-Backed Securities |
| GNII SF DN2733 C | 2056-01-20      | 6.5000%  | N/A     | $13153596.00       | $14173118.53       | Agency Mortgage-Backed Securities |
| GNII SF DM6297 C | 2055-09-20      | 7.5000%  | N/A     | $10205085.00       | $11043201.69       | Agency Mortgage-Backed Securities |
| GNII SF DO7558 C | 2055-12-20      | 5.0000%  | N/A     | $14111596.00       | $14005187.81       | Agency Mortgage-Backed Securities |
| GNII SF DL8835 C | 2055-09-20      | 6.5000%  | N/A     | $10442194.00       | $11058543.25       | Agency Mortgage-Backed Securities |
| GNII SF DM3263 C | 2055-08-20      | 6.5000%  | N/A     | $15459383.00       | $15655486.79       | Agency Mortgage-Backed Securities |
| GNII SF DO1133 C | 2056-03-20      | 5.5000%  | N/A     | $11549438.00       | $11768107.36       | Agency Mortgage-Backed Securities |
| GNII SF DM6295 C | 2055-09-20      | 7.0000%  | N/A     | $11411803.00       | $12176249.63       | Agency Mortgage-Backed Securities |
| GNII SF DO4957 C | 2056-01-20      | 6.5000%  | N/A     | $10687644.00       | $11265238.26       | Agency Mortgage-Backed Securities |
| GNII SF DO1888 C | 2055-11-20      | 5.0000%  | N/A     | $9964557.00        | $9874610.58        | Agency Mortgage-Backed Securities |
| GNII SF DL9703 C | 2055-08-20      | 6.5000%  | N/A     | $11365310.00       | $11967631.07       | Agency Mortgage-Backed Securities |
| GNII SF DI1383 C | 2055-02-20      | 7.5000%  | N/A     | $15533101.00       | $15058057.07       | Agency Mortgage-Backed Securities |
| GNII SF MB0143 M | 2055-01-20      | 3.5000%  | N/A     | $18000000.00       | $16013573.43       | Agency Mortgage-Backed Securities |
| GNII SF DL7294 C | 2055-10-20      | 7.5000%  | N/A     | $34460.00          | $37714.08          | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M | 2051-03-20      | 2.0000%  | N/A     | $29930776.00       | $14743819.97       | Agency Mortgage-Backed Securities |
| GNII SF DL7596 C | 2055-07-20      | 7.0000%  | N/A     | $11314025.00       | $11936680.43       | Agency Mortgage-Backed Securities |
| GNII SF DN2334 C | 2055-11-20      | 7.0000%  | N/A     | $10033816.00       | $10675270.97       | Agency Mortgage-Backed Securities |
| GNII SF DP3152 C | 2056-01-20      | 5.5000%  | N/A     | $10630846.00       | $10806442.54       | Agency Mortgage-Backed Securities |
| GNII SF DL2121 C | 2055-08-20      | 6.5000%  | N/A     | $11158836.00       | $11813460.17       | Agency Mortgage-Backed Securities |
| GNII SF DL8265 C | 2055-09-20      | 5.5000%  | N/A     | $10505162.00       | $10660861.64       | Agency Mortgage-Backed Securities |
| GNII SF DP7331 C | 2056-03-20      | 5.0000%  | N/A     | $11602642.00       | $11561147.09       | Agency Mortgage-Backed Securities |
| GNII SF DP3325 C | 2056-03-20      | 7.0000%  | N/A     | $9774633.00        | $10340157.42       | Agency Mortgage-Backed Securities |
| GNII SF DG4214 C | 2055-04-20      | 6.5000%  | N/A     | $9162990.00        | $9589305.68        | Agency Mortgage-Backed Securities |
| GNII SF DL5273 C | 2055-11-20      | 5.0000%  | N/A     | $10054869.00       | $9838339.31        | Agency Mortgage-Backed Securities |
| GNII SF MB0483 M | 2055-07-20      | 4.5000%  | N/A     | $15818522.00       | $15030345.70       | Agency Mortgage-Backed Securities |
| GNII SF DM8299 C | 2055-10-20      | 6.0000%  | N/A     | $15142471.00       | $15554879.71       | Agency Mortgage-Backed Securities |
| GNII SF DM9411 C | 2055-11-20      | 6.5000%  | N/A     | $10871935.00       | $11439250.47       | Agency Mortgage-Backed Securities |
| GNII SF DE4985 C | 2054-09-20      | 7.5000%  | N/A     | $9894231.00        | $9624410.34        | Agency Mortgage-Backed Securities |
| GNII SF DP0874 C | 2056-01-20      | 6.5000%  | N/A     | $14305121.00       | $15209354.60       | Agency Mortgage-Backed Securities |
| GNII SF DQ2722 C | 2056-02-20      | 5.5000%  | N/A     | $11496793.00       | $11565360.74       | Agency Mortgage-Backed Securities |
| GNII SF DQ0335 C | 2056-03-20      | 5.5000%  | N/A     | $9415182.00        | $9640000.85        | Agency Mortgage-Backed Securities |
| GNII SF DO7559 C | 2055-12-20      | 5.5000%  | N/A     | $14119347.00       | $14268278.93       | Agency Mortgage-Backed Securities |
| GNII SF DK7465 C | 2055-07-20      | 6.5000%  | N/A     | $13104447.00       | $13246740.44       | Agency Mortgage-Backed Securities |
| GNII SF DG2307 C | 2055-01-20      | 7.5000%  | N/A     | $14534814.00       | $14217766.78       | Agency Mortgage-Backed Securities |
| GNII SF DN2316 C | 2055-11-20      | 6.0000%  | N/A     | $12836095.00       | $13372798.36       | Agency Mortgage-Backed Securities |
| GNII SF DN2324 C | 2055-11-20      | 6.5000%  | N/A     | $11379770.00       | $12078107.99       | Agency Mortgage-Backed Securities |
| GNII SF DR3687 C | 2056-03-20      | 5.5000%  | N/A     | $10897445.00       | $11097144.31       | Agency Mortgage-Backed Securities |
| GNII SF MA8873 M | 2052-02-20      | 2.5000%  | N/A     | $21893874.00       | $13600203.12       | Agency Mortgage-Backed Securities |
| GNII SF DN5598 C | 2055-10-20      | 6.5000%  | N/A     | $12174676.00       | $13278127.10       | Agency Mortgage-Backed Securities |
| GNII SF DN9460 C | 2055-11-20      | 6.5000%  | N/A     | $11882368.00       | $12752979.70       | Agency Mortgage-Backed Securities |
| GNII SF DF5263 C | 2054-11-20      | 6.5000%  | N/A     | $11523965.00       | $11597637.99       | Agency Mortgage-Backed Securities |
| GNII SF DN6102 C | 2055-11-20      | 6.5000%  | N/A     | $14750927.00       | $15649499.42       | Agency Mortgage-Backed Securities |
| GNII SF CZ1474 C | 2054-07-20      | 7.5000%  | N/A     | $9784808.00        | $10214558.78       | Agency Mortgage-Backed Securities |
| GNII SF DG4146 C | 2054-12-20      | 7.0000%  | N/A     | $10372979.00       | $10528381.08       | Agency Mortgage-Backed Securities |
| GNII SF DH8018 C | 2055-02-20      | 7.0000%  | N/A     | $10748881.00       | $10465840.33       | Agency Mortgage-Backed Securities |
| GNII SF DP5978 C | 2056-02-20      | 6.0000%  | N/A     | $15256021.00       | $15436488.40       | Agency Mortgage-Backed Securities |
| GNII SF DQ9664 C | 2056-03-20      | 6.0000%  | N/A     | $14640048.00       | $15311528.44       | Agency Mortgage-Backed Securities |
| GNII SF DM3535 C | 2055-09-20      | 6.0000%  | N/A     | $12826224.00       | $13147642.79       | Agency Mortgage-Backed Securities |
| GNII SF DP0868 C | 2056-01-20      | 6.0000%  | N/A     | $13802387.00       | $14408058.91       | Agency Mortgage-Backed Securities |
| GNII SF DL7303 C | 2055-09-20      | 7.0000%  | N/A     | $12748807.00       | $13510099.55       | Agency Mortgage-Backed Securities |
| GNII SF DN5600 C | 2055-10-20      | 6.5000%  | N/A     | $10362111.00       | $11297890.60       | Agency Mortgage-Backed Securities |
| GNII SF DL0286 C | 2055-08-20      | 6.5000%  | N/A     | $11570331.00       | $12277339.47       | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M | 2051-10-20      | 2.0000%  | N/A     | $21831671.00       | $12466821.68       | Agency Mortgage-Backed Securities |
| GNII SF DM1207 C | 2055-09-20      | 6.0000%  | N/A     | $11779080.00       | $12077098.73       | Agency Mortgage-Backed Securities |
| GNII SF DQ9679 C | 2056-03-20      | 7.0000%  | N/A     | $11650744.00       | $12436404.15       | Agency Mortgage-Backed Securities |
| GNII SF DJ3181 C | 2055-08-20      | 5.5000%  | N/A     | $10993504.00       | $11248666.08       | Agency Mortgage-Backed Securities |
| GNII SF DJ9508 C | 2055-11-20      | 6.5000%  | N/A     | $12292070.00       | $13081443.23       | Agency Mortgage-Backed Securities |
| GNII SF DM5822 C | 2055-09-20      | 6.5000%  | N/A     | $13344625.00       | $13769272.51       | Agency Mortgage-Backed Securities |
| GNII SF DM3261 C | 2055-08-20      | 6.5000%  | N/A     | $10611055.00       | $10746275.46       | Agency Mortgage-Backed Securities |
| GNII SF DN6252 C | 2056-01-20      | 6.0000%  | N/A     | $11583187.00       | $11930026.31       | Agency Mortgage-Backed Securities |
| GNII SF DN6644 C | 2056-03-20      | 5.0000%  | N/A     | $12279035.00       | $12244735.57       | Agency Mortgage-Backed Securities |
| GNII SF DJ1349 C | 2055-06-20      | 7.5000%  | N/A     | $11203774.00       | $12086715.63       | Agency Mortgage-Backed Securities |
| GNII SF MB0029 M | 2054-08-20      | 7.0000%  | N/A     | $36148252.00       | $15345100.89       | Agency Mortgage-Backed Securities |
| GNII SF DR3727 C | 2056-03-20      | 5.5000%  | N/A     | $9701244.00        | $9867187.01        | Agency Mortgage-Backed Securities |
| GNII SF DQ2230 C | 2056-02-20      | 5.5000%  | N/A     | $11345283.00       | $11693297.28       | Agency Mortgage-Backed Securities |
| GNII SF DN0941 C | 2055-10-20      | 6.0000%  | N/A     | $12868949.00       | $13376603.34       | Agency Mortgage-Backed Securities |
| GNII SF DK6108 C | 2055-06-20      | 6.5000%  | N/A     | $15766278.00       | $15725091.51       | Agency Mortgage-Backed Securities |
| GNII SF DL8235 C | 2055-09-20      | 6.5000%  | N/A     | $9036972.00        | $9842728.57        | Agency Mortgage-Backed Securities |
| GNII SF DN6684 C | 2056-03-20      | 5.0000%  | N/A     | $10064639.00       | $10039151.98       | Agency Mortgage-Backed Securities |
| GNII SF DI4581 C | 2055-09-20      | 6.5000%  | N/A     | $13450143.00       | $14306559.13       | Agency Mortgage-Backed Securities |
| GNII SF DO4499 C | 2055-12-20      | 6.0000%  | N/A     | $11775614.00       | $12111879.84       | Agency Mortgage-Backed Securities |
| GNII SF DR3688 C | 2056-03-20      | 5.5000%  | N/A     | $11265907.00       | $11462737.41       | Agency Mortgage-Backed Securities |
| GNII SF DM9171 C | 2055-10-20      | 6.5000%  | N/A     | $11802490.00       | $12650389.40       | Agency Mortgage-Backed Securities |
| GNII SF DQ2272 C | 2056-03-20      | 5.0000%  | N/A     | $11119272.00       | $11072000.27       | Agency Mortgage-Backed Securities |
| GNII SF DO3099 C | 2055-11-20      | 6.0000%  | N/A     | $11448298.00       | $11876207.95       | Agency Mortgage-Backed Securities |
| GNII SF DG4277 C | 2054-10-20      | 7.5000%  | N/A     | $10931878.00       | $11062287.74       | Agency Mortgage-Backed Securities |
| GNII SF DP6923 C | 2056-01-20      | 5.5000%  | N/A     | $13236814.00       | $13474726.79       | Agency Mortgage-Backed Securities |

### Security 156: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVZ7785
- **C.18 - Value (incl. sponsor support):** $2181800000.00
- **C.18.a - Value (excl. sponsor support):** $2181800000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4191C                                               | 2033-04-15      | 3.5000%  | N/A     | $11058576.00       | $43509.72          | Agency Collateralized Mortgage Obligation |
| GNMA_20-104F                                              | 2043-07-20      | 0.2051%  | N/A     | $8141661.00        | $20886.08          | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                              | 2050-10-20      | 0.0000%  | N/A     | $7000000.00        | $65644.20          | Agency Collateralized Mortgage Obligation |
| GNMA_09-51                                                | 2051-02-16      | 0.0000%  | N/A     | $170168320.00      | $118454.36         | Agency Collateralized Mortgage Obligation |
| FNMA_26-21M                                               | 2054-06-25      | 2.4394%  | N/A     | $69930752.00       | $6049189.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 1.4771%  | N/A     | $30000000.00       | $1179811.01        | Agency Collateralized Mortgage Obligation |
| GNMA_10-113                                               | 2040-09-16      | 2.8130%  | N/A     | $54710960.00       | $400745.07         | Agency Collateralized Mortgage Obligation |
| GNMA_13-70                                                | 2041-12-16      | 4.5000%  | N/A     | $30020832.00       | $295909.19         | Agency Collateralized Mortgage Obligation |
| FNMA_25-95A                                               | 2055-10-25      | 1.6381%  | N/A     | $293681664.00      | $18732857.84       | Agency Collateralized Mortgage Obligation |
| GNMA_13-175                                               | 2055-05-16      | 0.1264%  | N/A     | $155451392.00      | $18463.34          | Agency Collateralized Mortgage Obligation |
| GNMA_09-80                                                | 2051-09-16      | 1.5620%  | N/A     | $152254720.00      | $596532.83         | Agency Collateralized Mortgage Obligation |
| GNMA_19-132F                                              | 2049-10-20      | 1.0000%  | N/A     | $39756544.00       | $310406.04         | Agency Collateralized Mortgage Obligation |
| GNMA_26-28J                                               | 2056-02-20      | 0.6771%  | N/A     | $204500000.00      | $3278565.54        | Agency Collateralized Mortgage Obligation |
| GNMA_12-143                                               | 2042-06-16      | 2.5000%  | N/A     | $29338944.00       | $5229043.49        | Agency Collateralized Mortgage Obligation |
| FNMA_22-80                                                | 2052-11-25      | 5.5000%  | N/A     | $3912236.00        | $4585083.49        | Agency Collateralized Mortgage Obligation |
| GNMA_18-126B                                              | 2048-09-20      | 1.3605%  | N/A     | $50000000.00       | $861608.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-90                                                | 2061-05-16      | 0.8407%  | N/A     | $15400000.00       | $691300.00         | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                               | 2053-11-25      | 2.3381%  | N/A     | $31508096.00       | $877599.90         | Agency Collateralized Mortgage Obligation |
| FNMA_20-64D                                               | 2050-09-25      | 0.0000%  | N/A     | $37985984.00       | $57884.92          | Agency Collateralized Mortgage Obligation |
| GNMA_05-86                                                | 2047-04-16      | 0.2135%  | N/A     | $292814846.00      | $5440.05           | Agency Collateralized Mortgage Obligation |
| GNMA_21-158K                                              | 2051-09-20      | 0.0000%  | N/A     | $73814272.00       | $666379.28         | Agency Collateralized Mortgage Obligation |
| GNMA_26-28G                                               | 2056-02-20      | 1.4271%  | N/A     | $41600704.00       | $1307655.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133L                                              | 2053-09-20      | 2.0271%  | N/A     | $25514784.00       | $1048509.01        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28G                                               | 2056-02-20      | 2.0271%  | N/A     | $100000000.00      | $4793702.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-34G                                               | 2050-03-20      | 0.0000%  | N/A     | $170000000.00      | $209909.41         | Agency Collateralized Mortgage Obligation |
| GNMA_25-28B                                               | 2065-02-20      | 2.2771%  | N/A     | $141569024.00      | $3079522.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4348                                                | 2043-08-15      | 2.2633%  | N/A     | $13148352.00       | $76852.26          | Agency Collateralized Mortgage Obligation |
| FNMA_26-12B                                               | 2056-03-25      | 1.9881%  | N/A     | $62964928.00       | $3766693.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-05-16      | 0.5963%  | N/A     | $114434080.00      | $1125600.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2054-07-20      | 0.0500%  | N/A     | $99999744.00       | $42136.83          | Agency Collateralized Mortgage Obligation |
| GNMA_14-169                                               | 2056-10-16      | 0.5845%  | N/A     | $186330000.00      | $903984.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                                | 2055-01-20      | 1.5271%  | N/A     | $41396720.00       | $927915.18         | Agency Collateralized Mortgage Obligation |
| FHMS_K150                                                 | 2054-10-25      | 4.4352%  | N/A     | $30607000.00       | $7119126.95        | Agency Collateralized Mortgage Obligation |
| FNMA_17-21                                                | 2047-04-25      | 3.5000%  | N/A     | $4753511.00        | $4953593.81        | Agency Collateralized Mortgage Obligation |
| FNMA_24-19A                                               | 2054-01-25      | 6.5000%  | N/A     | $14601376.00       | $2234973.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166D                                              | 2053-11-20      | 1.8271%  | N/A     | $50000000.00       | $517640.36         | Agency Collateralized Mortgage Obligation |
| GNMA_26-21                                                | 2068-01-16      | 0.8918%  | N/A     | $150000000.00      | $12575360.39       | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                               | 2055-03-25      | 5.0000%  | N/A     | $14785792.00       | $14672997.66       | Agency Collateralized Mortgage Obligation |
| GNMA_22-103A                                              | 2052-05-20      | 0.0000%  | N/A     | $53074624.00       | $325204.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5634B                                               | 2054-08-25      | 1.9381%  | N/A     | $216584960.00      | $16137965.42       | Agency Collateralized Mortgage Obligation |
| GNMA_13-113                                               | 2043-08-20      | 3.0000%  | N/A     | $15463000.00       | $12360696.74       | Agency Collateralized Mortgage Obligation |
| FNMA_06-115                                               | 2036-12-25      | 17.4420% | N/A     | $10000000.00       | $938874.93         | Agency Collateralized Mortgage Obligation |
| GNMA_17-191                                               | 2059-07-16      | 0.5605%  | N/A     | $105112704.00      | $1622818.17        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67J                                               | 2044-04-25      | 2.2736%  | N/A     | $116892288.00      | $2911473.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131A                                              | 2055-08-20      | 0.8271%  | N/A     | $307000000.00      | $5754833.38        | Agency Collateralized Mortgage Obligation |
| GNMA_18-72C                                               | 2048-05-20      | 2.4605%  | N/A     | $77205000.00       | $730242.68         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47     | 2038-01-25      | 0.6276%  | N/A     | $427593728.00      | $322688.54         | Agency Collateralized Mortgage Obligation |
| GNMA_15-115                                               | 2057-07-16      | 0.4613%  | N/A     | $97075840.00       | $731029.35         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181K                                              | 2050-11-20      | 1.3271%  | N/A     | $53622208.00       | $624556.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_2722                                                | 2033-08-15      | 5.6133%  | N/A     | $16586060.00       | $3986046.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114C                                              | 2055-07-20      | 5.0000%  | N/A     | $1156576.00        | $1126796.69        | Agency Collateralized Mortgage Obligation |
| GNMA_10-149                                               | 2040-11-16      | 4.5000%  | N/A     | $50000000.00       | $16818778.61       | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                              | 2055-09-20      | 2.3271%  | N/A     | $78143744.00       | $7505728.94        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                               | 2055-06-25      | 5.0000%  | N/A     | $30553080.00       | $30414600.54       | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 1.6271%  | N/A     | $20000000.00       | $893717.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-12          | 2051-10-25      | 2.5000%  | N/A     | $28084224.00       | $24563292.94       | Agency Collateralized Mortgage Obligation |
| GNMA_20-167L                                              | 2050-11-20      | 3.5000%  | N/A     | $44701056.00       | $3927866.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                               | 2048-06-15      | 2.4133%  | N/A     | $56250000.00       | $661354.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_3325C                                               | 2037-06-15      | 4.1267%  | N/A     | $25000000.00       | $222322.15         | Agency Collateralized Mortgage Obligation |
| GNMA_17-77                                                | 2047-05-20      | 3.5000%  | N/A     | $3434000.00        | $1186358.14        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078       | 2028-06-25      | 3.8540%  | N/A     | $10175000.00       | $10138295.38       | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                               | 2054-02-20      | 7.0000%  | N/A     | $714286.00         | $59361.92          | Agency Collateralized Mortgage Obligation |
| GNMA_16-80B                                               | 2045-03-20      | 3.0000%  | N/A     | $9000000.00        | $150633.73         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63R                                               | 2050-03-20      | 0.6771%  | N/A     | $25000000.00       | $435824.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_3211                                                | 2036-09-15      | 5.5000%  | N/A     | $3902000.00        | $682680.18         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40M                                               | 2048-12-20      | 4.5000%  | N/A     | $23158240.00       | $1471582.88        | Agency Collateralized Mortgage Obligation |
| GNMA_17-1                                                 | 2058-12-16      | 0.3472%  | N/A     | $149111000.00      | $565963.37         | Agency Collateralized Mortgage Obligation |
| GNMA_15-085                                               | 2057-07-16      | 0.2885%  | N/A     | $135005000.00      | $362154.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58L                                               | 2054-04-20      | 2.2271%  | N/A     | $120000000.00      | $4744990.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81P                                               | 2048-03-20      | 5.5000%  | N/A     | $46903424.00       | $3322650.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98D                                               | 2053-01-20      | 1.4271%  | N/A     | $42105680.00       | $1041767.69        | Agency Collateralized Mortgage Obligation |
| FNMA_19-81B                                               | 2050-01-25      | 2.2236%  | N/A     | $100824704.00      | $4910330.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131V                                              | 2055-08-20      | 0.7271%  | N/A     | $80000000.00       | $1225826.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149B                                              | 2053-07-20      | 2.0271%  | N/A     | $71201536.00       | $2681566.05        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_4206                             | 2043-05-15      | 3.5000%  | N/A     | $1600000.00        | $2320242.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150B                                              | 2051-07-20      | 6.0000%  | N/A     | $23362496.00       | $2196174.02        | Agency Collateralized Mortgage Obligation |
| FNMA_15-53C                                               | 2042-03-25      | 2.1236%  | N/A     | $41307072.00       | $507325.68         | Agency Collateralized Mortgage Obligation |
| GNMA_17-155A                                              | 2047-10-16      | 6.0000%  | N/A     | $16765696.00       | $486719.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77E                                               | 2051-05-20      | 0.0000%  | N/A     | $18870600.00       | $107900.21         | Agency Collateralized Mortgage Obligation |
| GNMA_18-154K                                              | 2048-11-20      | 2.4105%  | N/A     | $38751424.00       | $684086.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_4152F                                               | 2042-02-15      | 2.7133%  | N/A     | $105159424.00      | $923167.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-05-16      | 0.6298%  | N/A     | $119626240.00      | $1031199.64        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85C                                               | 2055-10-25      | 1.3381%  | N/A     | $300000000.00      | $7007493.54        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160E                                              | 2051-09-20      | 0.0500%  | N/A     | $105852928.00      | $69926.30          | Agency Collateralized Mortgage Obligation |
| GNMA_25-83E                                               | 2055-05-20      | 1.4271%  | N/A     | $135000000.00      | $3490210.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5150                                                | 2051-10-25      | 2.0000%  | N/A     | $3000000.00        | $1753643.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5648L                                               | 2055-10-25      | 2.6271%  | N/A     | $100405920.00      | $7711158.92        | Agency Collateralized Mortgage Obligation |
| GNMA_09-96                                                | 2038-07-16      | 2.5130%  | N/A     | $42024960.00       | $13090.12          | Agency Collateralized Mortgage Obligation |
| GNMA_24-104A                                              | 2054-06-20      | 4.7729%  | N/A     | $30000000.00       | $18332268.17       | Agency Collateralized Mortgage Obligation |
| FNMA_23-43D                                               | 2053-05-25      | 2.8381%  | N/A     | $26315840.00       | $996291.31         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                              | 2051-07-20      | 2.5105%  | N/A     | $17500000.00       | $1530563.26        | Agency Collateralized Mortgage Obligation |
| GNMA_10-35                                                | 2040-03-20      | 5.0000%  | N/A     | $85000000.00       | $441048.97         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 4.9229%  | N/A     | $100000000.00      | $29706192.69       | Agency Collateralized Mortgage Obligation |
| FNMA_22-76C                                               | 2052-11-25      | 5.0000%  | N/A     | $5000000.00        | $5515352.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5544B                                               | 2055-06-25      | 5.0000%  | N/A     | $47204032.00       | $46525115.52       | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                               | 2048-02-25      | 0.2832%  | N/A     | $63927424.00       | $84992.63          | Agency Collateralized Mortgage Obligation |
| GNMA_24-95N                                               | 2064-05-20      | 1.7271%  | N/A     | $65351680.00       | $1288348.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-153                                               | 2066-12-16      | 0.9235%  | N/A     | $150000000.00      | $11623298.83       | Agency Collateralized Mortgage Obligation |
| FNMA_05-40                                                | 2035-06-25      | 4.2764%  | N/A     | $24997888.00       | $21165.65          | Agency Collateralized Mortgage Obligation |
| FHLMC_4571B                                               | 2046-04-15      | 3.0000%  | N/A     | $6500000.00        | $7938915.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175P                                              | 2051-10-20      | 0.0771%  | N/A     | $38997824.00       | $474512.66         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                              | 2051-12-20      | 3.5000%  | N/A     | $32966720.00       | $9185843.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                               | 2051-06-20      | 0.1271%  | N/A     | $12000000.00       | $245209.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                              | 2053-11-20      | 2.7271%  | N/A     | $50000000.00       | $1188806.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2059-07-16      | 0.7053%  | N/A     | $120451200.00      | $1026210.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                               | 2055-05-20      | 2.1271%  | N/A     | $32891328.00       | $1704251.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164N                                              | 2050-11-20      | 0.0000%  | N/A     | $73687296.00       | $221236.64         | Agency Collateralized Mortgage Obligation |
| GNMA_22-45G                                               | 2052-03-20      | 0.0000%  | N/A     | $29999104.00       | $10004.80          | Agency Collateralized Mortgage Obligation |
| FHLMC_5604C                                               | 2055-12-25      | 2.3881%  | N/A     | $38724480.00       | $2138435.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440B                                               | 2054-08-25      | 2.7881%  | N/A     | $50000000.00       | $1377498.76        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28H                                               | 2056-02-20      | 1.3771%  | N/A     | $86768512.00       | $1743653.63        | Agency Collateralized Mortgage Obligation |
| GNMA_18-151C                                              | 2043-07-20      | 0.1588%  | N/A     | $17314528.00       | $18286.62          | Agency Collateralized Mortgage Obligation |
| GNMA_20-3                                                 | 2062-02-16      | 0.6155%  | N/A     | $90575360.00       | $1637445.98        | Agency Collateralized Mortgage Obligation |
| GNMA_14-68J                                               | 2044-05-20      | 2.4105%  | N/A     | $27092256.00       | $162648.85         | Agency Collateralized Mortgage Obligation |
| GNMA_25-114L                                              | 2055-07-20      | 2.1771%  | N/A     | $58519104.00       | $3081224.93        | Agency Collateralized Mortgage Obligation |
| FNW_03-W18                                                | 2043-08-25      | 5.8070%  | N/A     | $28500000.00       | $6098187.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5626J                                               | 2056-01-25      | 1.9881%  | N/A     | $88418304.00       | $6961978.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181D                                              | 2054-11-20      | 1.5771%  | N/A     | $50000000.00       | $1811891.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_4916B                                               | 2039-09-25      | 3.5000%  | N/A     | $12464448.00       | $392089.29         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97K                                               | 2054-12-20      | 2.3771%  | N/A     | $100000000.00      | $5482319.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-118A                                              | 2051-07-20      | 3.0000%  | N/A     | $22158080.00       | $2397778.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513                                                | 2054-11-25      | 4.6019%  | N/A     | $800000.00         | $580128.24         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194F                                              | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $249117.27         | Agency Collateralized Mortgage Obligation |
| GNMA_15-130                                               | 2057-07-16      | 0.6750%  | N/A     | $128725000.00      | $1321333.40        | Agency Collateralized Mortgage Obligation |
| GNMA_05-4                                                 | 2035-01-16      | 2.3430%  | N/A     | $99942395.00       | $5299.61           | Agency Collateralized Mortgage Obligation |
| FNMA_00-14                                                | 2031-05-04      | 0.6100%  | N/A     | $32500000.00       | $375626.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98B                                               | 2055-06-20      | 0.6271%  | N/A     | $650000000.00      | $4096758.91        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                               | 2050-04-20      | 0.1000%  | N/A     | $123290368.00      | $156020.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-174F                                              | 2055-10-20      | 1.0271%  | N/A     | $100000000.00      | $2582758.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-33A                                               | 2054-01-25      | 0.1000%  | N/A     | $56774656.00       | $37680.84          | Agency Collateralized Mortgage Obligation |
| GNMA_17-36D                                               | 2047-02-20      | 4.0000%  | N/A     | $12691264.00       | $137850.00         | Agency Collateralized Mortgage Obligation |
| FNMA_12-111                                               | 2042-10-25      | 2.8236%  | N/A     | $16443136.00       | $243785.04         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                                 | 2049-02-25      | 2.6193%  | N/A     | $29818000.00       | $3187744.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2058-05-16      | 0.7949%  | N/A     | $85872384.00       | $692873.50         | Agency Collateralized Mortgage Obligation |
| FNMA_25-85B                                               | 2055-09-25      | 1.6381%  | N/A     | $47048896.00       | $2666583.08        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28D                                               | 2056-02-20      | 5.5000%  | N/A     | $13894448.00       | $9068664.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5146                                                | 2051-09-25      | 2.0000%  | N/A     | $642919.00         | $322113.52         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_18-M7                                 | 2028-03-25      | 3.0380%  | N/A     | $25000000.00       | $20604446.04       | Agency Collateralized Mortgage Obligation |
| GNMA_24-196C                                              | 2054-12-20      | 1.6271%  | N/A     | $50000000.00       | $675415.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-99       | 2033-11-16      | 5.5000%  | N/A     | $25374000.00       | $3014476.10        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                               | 2054-08-25      | 5.0000%  | N/A     | $3643980.00        | $3570480.16        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71J                                               | 2055-10-20      | 2.3271%  | N/A     | $200000000.00      | $11573056.85       | Agency Collateralized Mortgage Obligation |
| GNMA_25-114A                                              | 2055-07-20      | 5.5000%  | N/A     | $2885644.00        | $2994191.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 3.3771%  | N/A     | $175000000.00      | $15400440.00       | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                                | 2039-08-16      | 5.5000%  | N/A     | $60320064.00       | $5076098.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5258D                                               | 2052-08-25      | 0.0500%  | N/A     | $49999872.00       | $33147.83          | Agency Collateralized Mortgage Obligation |
| FHLMC_5564C                                               | 2055-08-25      | 5.0000%  | N/A     | $10722768.00       | $10376187.91       | Agency Collateralized Mortgage Obligation |
| GNMA_23-53D                                               | 2053-04-20      | 4.4729%  | N/A     | $20000000.00       | $12675366.72       | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                               | 2048-05-15      | 2.4133%  | N/A     | $97046080.00       | $1402699.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                               | 2055-05-20      | 5.0000%  | N/A     | $74454144.00       | $73837504.53       | Agency Collateralized Mortgage Obligation |
| GNMA_21-8S                                                | 2051-01-20      | 2.0000%  | N/A     | $2295000.00        | $127548.09         | Agency Collateralized Mortgage Obligation |
| GNMA_23-53D                                               | 2053-04-20      | 0.0500%  | N/A     | $96972800.00       | $67729.87          | Agency Collateralized Mortgage Obligation |
| FNMA_18-33                                                | 2048-05-25      | 2.4236%  | N/A     | $102568448.00      | $1550262.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-205      | 2055-11-20      | 4.7229%  | N/A     | $7960000.00        | $7927163.15        | Agency Collateralized Mortgage Obligation |
| FNMA_19-14B                                               | 2049-04-25      | 2.2736%  | N/A     | $17752256.00       | $449908.28         | Agency Collateralized Mortgage Obligation |
| GNMA_17-51                                                | 2059-05-16      | 0.6353%  | N/A     | $162972416.00      | $1318526.75        | Agency Collateralized Mortgage Obligation |
| GNMA_14-31                                                | 2055-09-16      | 0.2153%  | N/A     | $125943808.00      | $59856.82          | Agency Collateralized Mortgage Obligation |
| GNMA_18-168G                                              | 2048-12-20      | 2.2679%  | N/A     | $72000000.00       | $1929993.08        | Agency Collateralized Mortgage Obligation |
| GNMA_11-38                                                | 2053-04-16      | 0.5301%  | N/A     | $177586176.00      | $24903.61          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26A                                               | 2055-02-20      | 1.5771%  | N/A     | $75000000.00       | $1055503.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160C                                              | 2046-08-20      | 1.6471%  | N/A     | $42559296.00       | $300115.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                              | 2055-07-20      | 1.5271%  | N/A     | $65000000.00       | $2294995.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-134V                                              | 2050-07-20      | 3.1508%  | N/A     | $25439080.00       | $911013.40         | Agency Collateralized Mortgage Obligation |
| GNMA_16-163C                                              | 2046-11-20      | 3.5000%  | N/A     | $17994000.00       | $5011295.83        | Agency Collateralized Mortgage Obligation |
| FNMA_19-9L                                                | 2049-03-25      | 2.2736%  | N/A     | $17306336.00       | $154871.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4942A                                               | 2053-04-15      | 0.0000%  | N/A     | $4340000.00        | $1364658.14        | Agency Collateralized Mortgage Obligation |
| GNMA_16-169                                               | 2058-06-16      | 0.5137%  | N/A     | $74964480.00       | $615151.12         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77E                                               | 2051-05-20      | 0.0000%  | N/A     | $32216832.00       | $201057.95         | Agency Collateralized Mortgage Obligation |
| FNMA_07-57                                                | 2036-10-25      | 4.1564%  | N/A     | $247476224.00      | $177885.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_18-4                                                | 2058-03-25      | 3.5000%  | N/A     | $8000000.00        | $6619437.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146A                                              | 2054-09-20      | 1.6771%  | N/A     | $50000000.00       | $2454721.43        | Agency Collateralized Mortgage Obligation |
| FNMA_24-69                                                | 2054-10-25      | 4.9119%  | N/A     | $30000000.00       | $20721117.39       | Agency Collateralized Mortgage Obligation |
| GNMA_22-189C                                              | 2052-11-20      | 0.0500%  | N/A     | $49995775.00       | $26982.72          | Agency Collateralized Mortgage Obligation |
| FHLMC_4545B                                               | 2046-01-15      | 2.3133%  | N/A     | $187089664.00      | $2320971.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5013M                                               | 2050-09-25      | 1.5000%  | N/A     | $11262448.00       | $1372658.15        | Agency Collateralized Mortgage Obligation |
| GNMA_16-86                                                | 2058-03-16      | 0.9871%  | N/A     | $104827008.00      | $1279810.43        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33A                                               | 2055-02-25      | 0.6881%  | N/A     | $100000000.00      | $1203478.27        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2045-01-25      | 2.0810%  | N/A     | $11388000.00       | $196727.58         | Agency Collateralized Mortgage Obligation |
| FNMA_14-49                                                | 2054-08-25      | 6.0000%  | N/A     | $51114496.00       | $1783683.69        | Agency Collateralized Mortgage Obligation |
| FNMA_15-55E                                               | 2045-08-25      | 3.5000%  | N/A     | $14000000.00       | $15104894.93       | Agency Collateralized Mortgage Obligation |
| GNMA_15-181                                               | 2057-08-16      | 0.6643%  | N/A     | $114995000.00      | $533326.79         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K84                                              | 2051-11-25      | 0.1000%  | N/A     | $275055104.00      | $671226.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122H                                              | 2055-07-20      | 6.0000%  | N/A     | $8000000.00        | $1568737.67        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77                                                | 2051-05-20      | 0.0000%  | N/A     | $10000000.00       | $46227.98          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4680                                    | 2047-05-15      | 3.5000%  | N/A     | $1000000.00        | $220355.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5152V                                               | 2061-10-15      | 0.0300%  | N/A     | $58040320.00       | $16351.52          | Agency Collateralized Mortgage Obligation |
| GNMA_26-28L                                               | 2056-01-20      | 0.8271%  | N/A     | $100000000.00      | $1991864.61        | Agency Collateralized Mortgage Obligation |
| FNMA_13-9                                                 | 2043-02-25      | 2.3736%  | N/A     | $37500000.00       | $902983.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2055-02-20      | 0.5771%  | N/A     | $500000000.00      | $3513550.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2F                                                | 2055-01-20      | 1.5771%  | N/A     | $40000000.00       | $1495155.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440D                                               | 2054-06-25      | 1.4881%  | N/A     | $168074752.00      | $6363045.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19D                                               | 2051-12-20      | 5.5000%  | N/A     | $7424472.00        | $2884499.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 0.0500%  | N/A     | $14286848.00       | $13544.41          | Agency Collateralized Mortgage Obligation |
| FNMA_26-2A                                                | 2055-12-25      | 5.5000%  | N/A     | $6458784.00        | $5874839.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164P                                              | 2050-11-20      | 0.0000%  | N/A     | $70867584.00       | $418797.09         | Agency Collateralized Mortgage Obligation |
| GNMA_08-80                                                | 2050-04-16      | 2.5689%  | N/A     | $160880000.00      | $1369529.44        | Agency Collateralized Mortgage Obligation |
| FNMA_17-12C                                               | 2047-03-25      | 3.5000%  | N/A     | $3000000.00        | $3764387.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-182                                               | 2068-01-16      | 0.8125%  | N/A     | $150000000.00      | $11800328.60       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28G                                               | 2056-02-20      | 5.5000%  | N/A     | $129686272.00      | $104995299.72      | Agency Collateralized Mortgage Obligation |
| GNMA_22-174J                                              | 2052-10-20      | 5.0000%  | N/A     | $4730168.00        | $5336032.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152B                                              | 2053-10-20      | 1.9371%  | N/A     | $50396544.00       | $2002803.11        | Agency Collateralized Mortgage Obligation |
| GNMA_17-131                                               | 2058-12-16      | 0.6585%  | N/A     | $61467328.00       | $769495.30         | Agency Collateralized Mortgage Obligation |
| FNMA_16-17                                                | 2045-05-25      | 2.5000%  | N/A     | $9450000.00        | $566214.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999F                                               | 2042-02-15      | 0.6500%  | N/A     | $10428416.00       | $6501.88           | Agency Collateralized Mortgage Obligation |
| GNMA_16-156                                               | 2046-11-20      | 3.0000%  | N/A     | $1469526.00        | $812893.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-160K                                              | 2054-10-20      | 1.0771%  | N/A     | $30000000.00       | $1246854.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-81A                                               | 2051-05-20      | 1.2500%  | N/A     | $15000000.00       | $5588928.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-189A                                              | 2052-11-20      | 0.0500%  | N/A     | $117633024.00      | $111338.72         | Agency Collateralized Mortgage Obligation |
| GNMA_20-131                                               | 2062-10-16      | 0.6947%  | N/A     | $285230080.00      | $11002205.49       | Agency Collateralized Mortgage Obligation |
| FNMA_21-69                                                | 2051-10-25      | 2.0000%  | N/A     | $40346.00          | $23042.86          | Agency Collateralized Mortgage Obligation |
| FHMS_K063                                                 | 2027-02-25      | 2.0799%  | N/A     | $24839000.00       | $454485.17         | Agency Collateralized Mortgage Obligation |
| GNMA_25-7H                                                | 2055-01-20      | 2.7771%  | N/A     | $84612480.00       | $5516359.80        | Agency Collateralized Mortgage Obligation |
| GNMA_14-36                                                | 2044-03-20      | 2.4105%  | N/A     | $215529728.00      | $962814.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-88A                                               | 2065-07-16      | 0.8509%  | N/A     | $50471440.00       | $3414131.55        | Agency Collateralized Mortgage Obligation |
| GNMA_19-61A                                               | 2049-02-20      | 4.0000%  | N/A     | $11533856.00       | $302324.89         | Agency Collateralized Mortgage Obligation |
| FNMA_25-95B                                               | 2055-10-25      | 1.6881%  | N/A     | $55920448.00       | $3160853.97        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_03-W17                                    | 2033-08-25      | 5.7500%  | N/A     | $8000000.00        | $1471843.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                               | 2054-05-20      | 1.5771%  | N/A     | $71627520.00       | $2491888.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2051-07-20      | 6.0000%  | N/A     | $20183328.00       | $2469112.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-35D                                               | 2053-02-20      | 2.6271%  | N/A     | $17642144.00       | $739710.20         | Agency Collateralized Mortgage Obligation |
| GNMA_16-12C                                               | 2046-01-20      | 1.8505%  | N/A     | $30193344.00       | $277842.60         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113L                                              | 2053-08-20      | 2.0271%  | N/A     | $34801088.00       | $1944454.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-168A                                              | 2055-10-20      | 4.7729%  | N/A     | $15000000.00       | $14295495.04       | Agency Collateralized Mortgage Obligation |
| FNMA_11-80                                                | 2041-08-25      | 4.0000%  | N/A     | $18413000.00       | $4968867.58        | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                                | 2049-01-20      | 2.3105%  | N/A     | $45476720.00       | $595838.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5648D                                               | 2055-02-25      | 2.5778%  | N/A     | $100000000.00      | $6042062.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_3956C                                               | 2041-11-15      | 2.6633%  | N/A     | $76636672.00       | $814017.47         | Agency Collateralized Mortgage Obligation |
| GNMA_25-39K                                               | 2053-02-20      | 5.0000%  | N/A     | $1500000.00        | $1369467.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5648G                                               | 2056-02-25      | 1.1284%  | N/A     | $200000000.00      | $5943413.33        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28M                                               | 2056-02-20      | 0.6771%  | N/A     | $50000000.00       | $983306.06         | Agency Collateralized Mortgage Obligation |
| GNMA_26-5D                                                | 2056-01-20      | 0.5771%  | N/A     | $100000000.00      | $1920125.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114B                                              | 2055-07-20      | 0.6271%  | N/A     | $390000000.00      | $3669189.87        | Agency Collateralized Mortgage Obligation |
| FNMA_12-84                                                | 2042-08-25      | 2.2236%  | N/A     | $55000000.00       | $550126.81         | Agency Collateralized Mortgage Obligation |
| GNMA_20-98C                                               | 2050-07-20      | 3.0000%  | N/A     | $16729600.00       | $1500516.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84H                                               | 2054-05-20      | 3.5271%  | N/A     | $87638272.00       | $7168945.11        | Agency Collateralized Mortgage Obligation |
| GNMA_17-52D                                               | 2047-04-20      | 5.0000%  | N/A     | $16400000.00       | $332104.11         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2C                                                | 2055-01-20      | 1.5271%  | N/A     | $109573376.00      | $1806039.95        | Agency Collateralized Mortgage Obligation |
| GNR_21-19                                                 | 2051-01-20      | 0.0000%  | N/A     | $8691216.00        | $104077.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                               | 2054-02-20      | 1.5271%  | N/A     | $56000000.00       | $1821800.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080E                                               | 2048-10-15      | 0.0000%  | N/A     | $123371520.00      | $24987.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-196H                                              | 2054-12-20      | 2.4271%  | N/A     | $20000000.00       | $1113272.62        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081        | 2046-09-25      | 2.2361%  | N/A     | $14690000.00       | $761242.35         | Agency Collateralized Mortgage Obligation |
| GNMA_14-138                                               | 2056-04-16      | 0.5008%  | N/A     | $134575360.00      | $270679.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-1B                                                | 2053-01-20      | 6.0000%  | N/A     | $729614.00         | $71970.58          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHMS_K169          | 2034-12-25      | 4.6600%  | N/A     | $566000.00         | $570578.57         | Agency Collateralized Mortgage Obligation |
| FNMA_24-33A                                               | 2054-01-25      | 0.0500%  | N/A     | $64995328.00       | $21556.78          | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                               | 2060-09-16      | 1.2711%  | N/A     | $121710336.00      | $9209272.58        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ48       | 2031-10-25      | 5.0280%  | N/A     | $6095000.00        | $6241115.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_4787A                                               | 2048-05-15      | 4.0000%  | N/A     | $11340560.00       | $10559902.00       | Agency Collateralized Mortgage Obligation |
| GNMA_20-81                                                | 2062-07-16      | 0.8722%  | N/A     | $245000000.00      | $11264792.05       | Agency Collateralized Mortgage Obligation |
| FNMA_17-88A                                               | 2047-11-25      | 3.0000%  | N/A     | $19870000.00       | $602505.56         | Agency Collateralized Mortgage Obligation |
| GNMA_26-28A                                               | 2056-02-20      | 5.5000%  | N/A     | $72028672.00       | $70878899.72       | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-11-25      | 0.0100%  | N/A     | $599998464.00      | $88704.67          | Agency Collateralized Mortgage Obligation |
| GNMA_24-95H                                               | 2054-06-20      | 1.7271%  | N/A     | $50000000.00       | $526395.50         | Agency Collateralized Mortgage Obligation |
| FNMA_24-39C                                               | 2047-11-25      | 3.0000%  | N/A     | $6000000.00        | $5137401.53        | Agency Collateralized Mortgage Obligation |
| GNMA_20-148H                                              | 2050-10-20      | 0.0000%  | N/A     | $26781600.00       | $302795.39         | Agency Collateralized Mortgage Obligation |
| GNMA_13-156                                               | 2055-06-16      | 0.2129%  | N/A     | $87560192.00       | $59523.08          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137 | 2049-01-25      | 2.8769%  | N/A     | $2623000.00        | $357995.93         | Agency Collateralized Mortgage Obligation |
| GNMA_26-28F                                               | 2055-11-20      | 5.5000%  | N/A     | $1399240.00        | $1193795.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160N                                              | 2053-12-20      | 1.7771%  | N/A     | $150000000.00      | $2172575.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63A                                               | 2053-05-20      | 1.8271%  | N/A     | $60452480.00       | $1757462.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20H                                               | 2053-02-20      | 0.0600%  | N/A     | $135438336.00      | $117764.90         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                             | 2039-06-25      | 1.3777%  | N/A     | $15000000.00       | $227305.76         | Agency Collateralized Mortgage Obligation |
| GNMA_21-43                                                | 2062-09-16      | 2.0000%  | N/A     | $130000.00         | $82698.51          | Agency Collateralized Mortgage Obligation |
| GNMA_24-1N                                                | 2054-01-20      | 3.3271%  | N/A     | $50000000.00       | $3016716.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_4617B                                               | 2041-06-15      | 1.7500%  | N/A     | $10000000.00       | $1279901.27        | Agency Collateralized Mortgage Obligation |
| FNMA_12-148                                               | 2043-01-25      | 2.5000%  | N/A     | $1837000.00        | $1509944.80        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61L                                               | 2050-05-20      | 5.0000%  | N/A     | $17101800.00       | $359435.53         | Agency Collateralized Mortgage Obligation |
| FNMA_25-85D                                               | 2053-05-25      | 3.4881%  | N/A     | $57052480.00       | $4200845.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19K                                               | 2054-02-20      | 3.3271%  | N/A     | $25000000.00       | $1725773.23        | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                              | 2058-12-16      | 0.6190%  | N/A     | $72822912.00       | $1410352.46        | Agency Collateralized Mortgage Obligation |
| FNMA_17-111C                                              | 2048-01-25      | 2.4736%  | N/A     | $55174464.00       | $1074724.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417C                                               | 2054-06-25      | 2.2381%  | N/A     | $60000000.00       | $1327132.09        | Agency Collateralized Mortgage Obligation |
| FNMA_17-91                                                | 2045-06-25      | 3.0000%  | N/A     | $50000000.00       | $3151071.46        | Agency Collateralized Mortgage Obligation |
| GNMA_18-70B                                               | 2048-05-16      | 0.8530%  | N/A     | $58188096.00       | $543898.56         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131E                                              | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2433486.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4927A                                               | 2049-11-25      | 3.0000%  | N/A     | $11835056.00       | $8448200.44        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41C                                               | 2055-06-25      | 5.0000%  | N/A     | $14028720.00       | $13824727.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2052-04-25      | 3.5000%  | N/A     | $2000000.00        | $1801669.40        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57                                                | 2049-10-25      | 2.5000%  | N/A     | $31544440.00       | $6765432.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449G                                               | 2054-08-25      | 5.0000%  | N/A     | $5710168.00        | $5775843.18        | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                                 | 2051-02-25      | 2.5000%  | N/A     | $144902000.00      | $17628495.23       | Agency Collateralized Mortgage Obligation |
| GNMA_25-192J                                              | 2055-11-20      | 4.0000%  | N/A     | $17173600.00       | $16036878.80       | Agency Collateralized Mortgage Obligation |
| GNMA_24-108G                                              | 2054-07-20      | 2.1771%  | N/A     | $50000000.00       | $2482125.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8493%  | N/A     | $31375392.00       | $2346457.95        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_KJ42 | 2032-11-25      | 4.1180%  | N/A     | $45000.00          | $44453.01          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3408                                    | 2038-01-15      | 2.4633%  | N/A     | $100000000.00      | $357655.59         | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                                | 2045-01-25      | 2.4736%  | N/A     | $134349000.00      | $1219247.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2P                                                | 2055-01-20      | 2.9271%  | N/A     | $200000000.00      | $6176622.18        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28E                                               | 2056-01-20      | 5.5000%  | N/A     | $21177920.00       | $18717845.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-106      | 2040-08-20      | 4.7500%  | N/A     | $51993088.00       | $8683569.95        | Agency Collateralized Mortgage Obligation |
| GNMA_19-5G                                                | 2049-01-20      | 4.4895%  | N/A     | $100000000.00      | $13172118.12       | Agency Collateralized Mortgage Obligation |
| GNMA_24-196G                                              | 2054-12-20      | 0.9271%  | N/A     | $50000000.00       | $860752.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63H                                               | 2053-05-20      | 0.0500%  | N/A     | $122572800.00      | $112260.63         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3621                                    | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $931189.39         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                               | 2050-10-20      | 3.0000%  | N/A     | $5000000.00        | $418253.21         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074       | 2046-02-25      | 2.1351%  | N/A     | $14411000.00       | $606552.84         | Agency Collateralized Mortgage Obligation |
| GNMA_26-28P                                               | 2056-02-20      | 2.0271%  | N/A     | $100000000.00      | $4793702.15        | Agency Collateralized Mortgage Obligation |
| FNMA_17-106                                               | 2048-01-25      | 3.0000%  | N/A     | $8832000.00        | $7817909.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19K                                               | 2054-02-20      | 1.8771%  | N/A     | $20000000.00       | $655221.80         | Agency Collateralized Mortgage Obligation |
| GNMA_19-50                                                | 2060-12-16      | 0.6960%  | N/A     | $127549440.00      | $1532212.12        | Agency Collateralized Mortgage Obligation |
| FNMA_17-33A                                               | 2039-05-25      | 2.3236%  | N/A     | $244333312.00      | $3359739.14        | Agency Collateralized Mortgage Obligation |
| GNMA_18-154Q                                              | 2048-11-20      | 2.4105%  | N/A     | $52186688.00       | $1187112.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                                | 2054-01-20      | 6.0000%  | N/A     | $11347152.00       | $989022.18         | Agency Collateralized Mortgage Obligation |
| FNMA_15-72                                                | 2045-10-25      | 3.0000%  | N/A     | $2337000.00        | $1191936.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_4122D                                               | 2042-10-15      | 3.0000%  | N/A     | $13364912.00       | $4152538.42        | Agency Collateralized Mortgage Obligation |
| FNMA_25-42E                                               | 2055-06-25      | 5.0000%  | N/A     | $6715040.00        | $6552995.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149G                                              | 2053-10-20      | 0.1500%  | N/A     | $128999424.00      | $114165.35         | Agency Collateralized Mortgage Obligation |
| FNMA_24-15E                                               | 2054-03-25      | 5.5000%  | N/A     | $26734208.00       | $30182723.47       | Agency Collateralized Mortgage Obligation |
| FNMA_15-5                                                 | 2045-02-25      | 2.3236%  | N/A     | $64500000.00       | $1544701.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125D                                              | 2064-08-20      | 1.4771%  | N/A     | $75000000.00       | $817280.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5350A                                               | 2053-11-25      | 0.0500%  | N/A     | $64847744.00       | $75871.04          | Agency Collateralized Mortgage Obligation |
| GNMA_19-29R                                               | 2049-03-20      | 2.2605%  | N/A     | $79855360.00       | $778952.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-80C                                               | 2053-06-20      | 6.0000%  | N/A     | $2142320.00        | $2605294.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181A                                              | 2049-06-20      | 0.0000%  | N/A     | $218063872.00      | $689698.43         | Agency Collateralized Mortgage Obligation |
| FNMA_13-103B                                              | 2043-10-25      | 2.8236%  | N/A     | $33433856.00       | $266333.93         | Agency Collateralized Mortgage Obligation |
| GNMA_20-176E                                              | 2050-11-20      | 0.0000%  | N/A     | $52620032.00       | $724192.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                              | 2054-07-20      | 0.1000%  | N/A     | $42396224.00       | $99122.62          | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                               | 2055-02-20      | 0.0500%  | N/A     | $99999744.00       | $42396.71          | Agency Collateralized Mortgage Obligation |
| GNMA_10-9                                                 | 2040-01-16      | 3.0130%  | N/A     | $496144640.00      | $1752037.23        | Agency Collateralized Mortgage Obligation |
| GNMA_19-97C                                               | 2049-08-20      | 0.0000%  | N/A     | $150000000.00      | $212162.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_3184                                                | 2036-07-15      | 6.0000%  | N/A     | $12085000.00       | $2334081.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                                | 2062-07-16      | 1.0501%  | N/A     | $65512064.00       | $2212529.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_3006                                                | 2035-07-15      | 9.2532%  | N/A     | $1899718.00        | $37066.12          | Agency Collateralized Mortgage Obligation |
| GNMA_25-83J                                               | 2055-05-20      | 0.5771%  | N/A     | $200000000.00      | $1483483.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500G                                               | 2054-09-25      | 1.4881%  | N/A     | $86153728.00       | $1436796.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428A                                               | 2054-07-25      | 1.6381%  | N/A     | $27000000.00       | $455869.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-114E                                              | 2065-07-20      | 2.2771%  | N/A     | $62648832.00       | $1749245.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468M                                               | 2054-11-25      | 1.6381%  | N/A     | $50000000.00       | $1431880.22        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149D                                              | 2050-10-20      | 0.0000%  | N/A     | $33333312.00       | $301978.03         | Agency Collateralized Mortgage Obligation |
| FNMA_21-78F                                               | 2051-11-25      | 3.0000%  | N/A     | $44997376.00       | $4339863.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78A                                               | 2054-02-20      | 1.5271%  | N/A     | $20000000.00       | $272343.93         | Agency Collateralized Mortgage Obligation |
| FNMA_25-54B                                               | 2055-07-25      | 2.2381%  | N/A     | $106385408.00      | $4874446.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125C                                              | 2054-08-20      | 2.9771%  | N/A     | $45220096.00       | $1457513.75        | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                               | 2043-06-20      | 2.3605%  | N/A     | $64075000.00       | $475875.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_4889A                                               | 2049-04-15      | 2.2633%  | N/A     | $13558848.00       | $133832.77         | Agency Collateralized Mortgage Obligation |
| FNMA_17-1B                                                | 2046-07-25      | 4.0000%  | N/A     | $9366750.00        | $28246.93          | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                               | 2028-10-25      | 2.2142%  | N/A     | $14982528.00       | $811890.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5159                                                | 2051-08-25      | 2.5000%  | N/A     | $1776000.00        | $1294202.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513D                                               | 2054-06-25      | 0.0100%  | N/A     | $1094221824.00     | $151441.06         | Agency Collateralized Mortgage Obligation |
| GNMA_15-62                                                | 2045-05-20      | 4.5000%  | N/A     | $17715744.00       | $457689.45         | Agency Collateralized Mortgage Obligation |
| GNMA_23-71A                                               | 2065-02-16      | 0.7786%  | N/A     | $116691712.00      | $7174684.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213K                                              | 2051-12-20      | 0.0000%  | N/A     | $73110400.00       | $99705.11          | Agency Collateralized Mortgage Obligation |
| FHLMC_3597                                                | 2039-11-15      | 2.3633%  | N/A     | $109641728.00      | $14515.73          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108         | 2030-03-25      | 1.5260%  | N/A     | $10000000.00       | $9030686.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513E                                               | 2055-02-25      | 2.1881%  | N/A     | $42907600.00       | $2944564.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167S                                              | 2046-03-20      | 3.5000%  | N/A     | $16368380.00       | $29592.95          | Agency Collateralized Mortgage Obligation |
| FNMA_17-39                                                | 2047-05-25      | 3.5000%  | N/A     | $3801000.00        | $1026664.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28J                                               | 2053-11-20      | 1.4271%  | N/A     | $51000000.00       | $1990328.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_26-64                                               | 2033-08-15      | 5.5000%  | N/A     | $22500000.00       | $1681021.91        | Agency Collateralized Mortgage Obligation |
| GNMA_19-98F                                               | 2049-08-20      | 0.0000%  | N/A     | $24997888.00       | $20606.01          | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                 | 2028-10-25      | 2.2935%  | N/A     | $16102460.00       | $921483.41         | Agency Collateralized Mortgage Obligation |
| FREMF_K-064                                               | 2027-05-25      | 2.1444%  | N/A     | $11760000.00       | $273643.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-28E                                               | 2055-02-20      | 2.8771%  | N/A     | $35000000.00       | $900452.65         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-72                                     | 2058-10-25      | 3.5000%  | N/A     | $3073000.00        | $3366985.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146N                                              | 2054-09-20      | 2.3271%  | N/A     | $101984896.00      | $2891136.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131S                                              | 2053-12-20      | 7.0000%  | N/A     | $16775648.00       | $1400246.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018B                                               | 2050-10-25      | 4.0000%  | N/A     | $19000000.00       | $1443004.84        | Agency Collateralized Mortgage Obligation |
| FHMS_K055                                                 | 2044-04-25      | 1.7358%  | N/A     | $25538560.00       | $21769.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_40-96                                               | 2042-08-15      | 2.2133%  | N/A     | $37174976.00       | $498442.59         | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                               | 2043-04-20      | 2.9905%  | N/A     | $36564096.00       | $81381.74          | Agency Collateralized Mortgage Obligation |
| FHLMC_5525A                                               | 2055-04-25      | 5.0000%  | N/A     | $18116000.00       | $17881933.44       | Agency Collateralized Mortgage Obligation |
| GNMA_24-181B                                              | 2054-11-20      | 1.6271%  | N/A     | $82806528.00       | $1656622.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2057-12-16      | 0.7841%  | N/A     | $104310143.00      | $825761.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                               | 2054-04-20      | 2.3271%  | N/A     | $190106880.00      | $4213681.29        | Agency Collateralized Mortgage Obligation |
| FNMA_18-45                                                | 2048-06-25      | 3.5000%  | N/A     | $24798000.00       | $8465629.08        | Agency Collateralized Mortgage Obligation |
| GNMA_12-16                                                | 2042-02-16      | 2.3130%  | N/A     | $32671744.00       | $154859.12         | Agency Collateralized Mortgage Obligation |
| GNMA_18-112D                                              | 2048-08-20      | 2.4179%  | N/A     | $34400000.00       | $863866.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5159                                                | 2051-09-25      | 2.5000%  | N/A     | $626423.00         | $442512.25         | Agency Collateralized Mortgage Obligation |
| GNMA_20-183D                                              | 2050-12-20      | 0.0000%  | N/A     | $22500000.00       | $306611.28         | Agency Collateralized Mortgage Obligation |
| GNMA_22-208A                                              | 2052-12-20      | 0.1000%  | N/A     | $24997888.00       | $16420.61          | Agency Collateralized Mortgage Obligation |
| FNMA_25-48                                                | 2055-06-25      | 5.0000%  | N/A     | $12747080.00       | $12543771.64       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 1.5271%  | N/A     | $100000000.00      | $1009235.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-134T                                              | 2050-09-20      | 0.0000%  | N/A     | $41515456.00       | $367703.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184N                                              | 2054-11-20      | 1.5771%  | N/A     | $170000000.00      | $5830026.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297                                                | 2053-03-25      | 6.0000%  | N/A     | $6500000.00        | $4107115.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-27                                                | 2064-07-16      | 1.0021%  | N/A     | $200000000.00      | $13938537.37       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K510       | 2028-10-25      | 5.0690%  | N/A     | $6607112.00        | $6764131.12        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077      | 2028-05-25      | 2.2287%  | N/A     | $32193792.00       | $1402015.27        | Agency Collateralized Mortgage Obligation |
| GNMA_16-127                                               | 2058-05-16      | 0.8769%  | N/A     | $151204000.00      | $1590324.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                               | 2055-04-20      | 4.9729%  | N/A     | $20000000.00       | $13246138.57       | Agency Collateralized Mortgage Obligation |
| FHLMC_4475B                                               | 2045-05-15      | 3.0000%  | N/A     | $6372280.00        | $7850271.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196B                                              | 2054-12-20      | 1.5771%  | N/A     | $100000000.00      | $3696535.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428B                                               | 2054-07-25      | 2.2381%  | N/A     | $50000000.00       | $1115462.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478J                                               | 2054-11-25      | 2.1881%  | N/A     | $44721344.00       | $2964015.21        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191F                                              | 2050-12-20      | 0.0000%  | N/A     | $25000000.00       | $281294.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-196D                                              | 2064-10-20      | 1.7771%  | N/A     | $121094656.00      | $1524115.55        | Agency Collateralized Mortgage Obligation |
| GNMA_12-6E                                                | 2040-02-20      | 2.3105%  | N/A     | $24395776.00       | $6905.47           | Agency Collateralized Mortgage Obligation |
| GNMA_20-84E                                               | 2050-06-20      | 2.5000%  | N/A     | $55026496.00       | $8125466.50        | Agency Collateralized Mortgage Obligation |
| FNMA_23-M6                                                | 2028-07-25      | 0.0000%  | N/A     | $724996096.00      | $656327.64         | Agency Collateralized Mortgage Obligation |
| GNMA_19-5                                                 | 2061-03-16      | 0.7252%  | N/A     | $100809728.00      | $1368162.17        | Agency Collateralized Mortgage Obligation |
| FNMA_12-67                                                | 2042-07-25      | 3.5000%  | N/A     | $2987744.00        | $2100049.74        | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                               | 2061-07-16      | 1.0045%  | N/A     | $75398528.00       | $1438510.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5546A                                               | 2055-06-25      | 5.0000%  | N/A     | $8756832.00        | $8573065.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-115J                                              | 2053-08-20      | 2.9271%  | N/A     | $32691776.00       | $1184223.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | 2036-11-25      | 2.8236%  | N/A     | $161500000.00      | $178539.83         | Agency Collateralized Mortgage Obligation |
| GNMA_19-66                                                | 2060-08-16      | 3.0000%  | N/A     | $2000000.00        | $179711.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5494B                                               | 2055-01-25      | 5.0000%  | N/A     | $4699088.00        | $4691163.71        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                                | 2052-01-20      | 0.0000%  | N/A     | $174133248.00      | $125702.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_5452B                                               | 2054-09-25      | 1.5381%  | N/A     | $68734080.00       | $1875176.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5549P                                               | 2055-06-25      | 5.0000%  | N/A     | $14352592.00       | $13920972.10       | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                              | 2050-09-20      | 2.5000%  | N/A     | $41239936.00       | $4492750.84        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59D                                               | 2049-05-20      | 2.3105%  | N/A     | $25000000.00       | $407120.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44C                                               | 2064-03-20      | 1.6471%  | N/A     | $75000000.00       | $832303.98         | Agency Collateralized Mortgage Obligation |
| FNMA_25-85B                                               | 2055-09-25      | 1.6381%  | N/A     | $276034560.00      | $16476785.88       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4585A                                   | 2046-05-15      | 2.3133%  | N/A     | $130080960.00      | $1711883.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196L                                              | 2054-12-20      | 2.9771%  | N/A     | $45988544.00       | $1280309.27        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_13-24                                     | 2043-03-25      | 3.0000%  | N/A     | $5696640.00        | $7620216.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2B                                                | 2054-12-20      | 2.2771%  | N/A     | $50000000.00       | $1333068.18        | Agency Collateralized Mortgage Obligation |
| FHLS_23-7                                                 | 2036-05-15      | 3.9633%  | N/A     | $163946496.00      | $82712.67          | Agency Collateralized Mortgage Obligation |
| FHLMC_4999J                                               | 2042-10-25      | 0.4636%  | N/A     | $27424224.00       | $98767.72          | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                              | 2055-09-20      | 2.3271%  | N/A     | $79452800.00       | $5198139.74        | Agency Collateralized Mortgage Obligation |
| FNMA_0749                                                 | 2037-06-25      | 2.8236%  | N/A     | $49987584.00       | $11929.68          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KG08 | 2033-05-25      | 4.1340%  | N/A     | $7583328.00        | $7432533.52        | Agency Collateralized Mortgage Obligation |
| GNMA_19-139                                               | 2061-11-16      | 0.6707%  | N/A     | $91023616.00       | $1652112.41        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28P                                               | 2056-02-20      | 5.5000%  | N/A     | $9600.00           | $9441.01           | Agency Collateralized Mortgage Obligation |
| GNMA_25-174G                                              | 2054-05-20      | 5.5000%  | N/A     | $12782848.00       | $2087594.08        | Agency Collateralized Mortgage Obligation |
| GNMA_16-135D                                              | 2046-10-16      | 3.0000%  | N/A     | $11224848.00       | $11122937.67       | Agency Collateralized Mortgage Obligation |
| GNMA_22-161B                                              | 2052-09-20      | 1.7271%  | N/A     | $85500000.00       | $1890960.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67K                                               | 2053-05-20      | 2.4271%  | N/A     | $30000000.00       | $1178610.10        | Agency Collateralized Mortgage Obligation |
| FHMS K1502                                                | 2034-04-25      | 4.2734%  | N/A     | $7312000.00        | $1351053.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131A                                              | 2055-08-20      | 0.8271%  | N/A     | $2000000000.00     | $27817397.03       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                               | 2054-06-20      | 1.5771%  | N/A     | $100000000.00      | $1035464.55        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28J                                               | 2056-02-20      | 0.6391%  | N/A     | $125000000.00      | $2011964.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181E                                              | 2049-03-20      | 0.4900%  | N/A     | $34196864.00       | $266064.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_3992A                                               | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $904400.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                               | 2054-02-20      | 2.0571%  | N/A     | $70000000.00       | $2629493.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-35                                               | 2041-04-15      | 4.0000%  | N/A     | $10000000.00       | $3085431.43        | Agency Collateralized Mortgage Obligation |
| FNMA_17-45                                                | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1149906.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5396E                                               | 2054-04-25      | 2.3381%  | N/A     | $50000000.00       | $943378.32         | Agency Collateralized Mortgage Obligation |
| FNMA_19-67F                                               | 2040-05-25      | 2.3236%  | N/A     | $54965920.00       | $1471308.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 3.4771%  | N/A     | $27281160.00       | $2676162.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146J                                              | 2064-09-20      | 2.3271%  | N/A     | $65730048.00       | $1240137.78        | Agency Collateralized Mortgage Obligation |
| GNMA_15-97                                                | 2056-10-16      | 0.2784%  | N/A     | $100000000.00      | $463227.66         | Agency Collateralized Mortgage Obligation |
| FNMA_19-25A                                               | 2046-10-25      | 2.2736%  | N/A     | $78461952.00       | $2326535.24        | Agency Collateralized Mortgage Obligation |
| GNMA_17-113B                                              | 2047-07-16      | 2.4630%  | N/A     | $52958656.00       | $1042750.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1Q                                                | 2054-01-20      | 2.0771%  | N/A     | $50000000.00       | $2433296.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-28K                                               | 2054-07-20      | 2.2771%  | N/A     | $56367120.00       | $1573476.52        | Agency Collateralized Mortgage Obligation |
| FNMA_25-85F                                               | 2055-10-25      | 1.0381%  | N/A     | $188985600.00      | $5537956.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196M                                              | 2054-01-20      | 2.4071%  | N/A     | $100000000.00      | $2530663.12        | Agency Collateralized Mortgage Obligation |
| GNMA_12-113                                               | 2042-04-20      | 4.5000%  | N/A     | $59146240.00       | $7245.58           | Agency Collateralized Mortgage Obligation |
| GNMA_26-5K                                                | 2056-01-20      | 4.0000%  | N/A     | $12896512.00       | $10613223.77       | Agency Collateralized Mortgage Obligation |
| FHLMC_4801                                                | 2048-05-15      | 4.0000%  | N/A     | $8464000.00        | $5139554.55        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128M                                              | 2040-04-16      | 0.2520%  | N/A     | $35232384.00       | $76547.33          | Agency Collateralized Mortgage Obligation |
| GNMA_14-55                                                | 2044-04-16      | 2.4130%  | N/A     | $314560960.00      | $2123261.40        | Agency Collateralized Mortgage Obligation |
| FNMA_25-M5                                                | 2031-11-25      | 1.7840%  | N/A     | $31641440.00       | $28832321.43       | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                              | 2052-06-20      | 0.0000%  | N/A     | $84992000.00       | $40145.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-97C                                               | 2051-06-20      | 3.0000%  | N/A     | $67833216.00       | $5656193.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-88B                                               | 2066-02-16      | 0.7701%  | N/A     | $75000000.00       | $4022343.36        | Agency Collateralized Mortgage Obligation |
| GNMA_18-91H                                               | 2048-07-20      | 2.4179%  | N/A     | $22667328.00       | $518862.89         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-116                                    | 2036-12-25      | 2.8236%  | N/A     | $142570240.00      | $238657.07         | Agency Collateralized Mortgage Obligation |
| FNMA_12-131C                                              | 2042-09-25      | 2.3736%  | N/A     | $3511552.00        | $40108.99          | Agency Collateralized Mortgage Obligation |
| FNMA_25-85A                                               | 2055-09-25      | 5.0000%  | N/A     | $3177490.00        | $1917347.78        | Agency Collateralized Mortgage Obligation |
| FREMF_K-059                                               | 2026-11-25      | 1.9091%  | N/A     | $14981000.00       | $160340.85         | Agency Collateralized Mortgage Obligation |
| GNMA_22-190E                                              | 2049-02-20      | 2.3105%  | N/A     | $54609408.00       | $3726452.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2056-10-16      | 0.6102%  | N/A     | $205095424.00      | $689810.21         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182B                                              | 2053-12-20      | 1.9771%  | N/A     | $25000000.00       | $1143249.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22H                                               | 2051-09-20      | 3.5000%  | N/A     | $10000000.00       | $5767863.79        | Agency Collateralized Mortgage Obligation |
| GNMA_19-111G                                              | 2049-09-20      | 0.0000%  | N/A     | $41711360.00       | $117414.21         | Agency Collateralized Mortgage Obligation |
| GNMA_19-20F                                               | 2049-02-20      | 4.4995%  | N/A     | $100000000.00      | $18296660.20       | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                                | 2055-05-25      | 1.2381%  | N/A     | $113686912.00      | $3532470.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98P                                               | 2065-06-20      | 1.5271%  | N/A     | $55000000.00       | $1171870.28        | Agency Collateralized Mortgage Obligation |
| STACR_17-2SC                                              | 2056-08-25      | 3.0000%  | N/A     | $8000000.00        | $6276832.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95J                                               | 2064-05-20      | 2.4271%  | N/A     | $57500736.00       | $1129630.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                              | 2055-08-20      | 2.8493%  | N/A     | $58624576.00       | $4326215.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-212B                                              | 2052-12-20      | 5.0000%  | N/A     | $15308720.00       | $17538415.45       | Agency Collateralized Mortgage Obligation |
| GNMA_24-196H                                              | 2054-12-20      | 1.3771%  | N/A     | $40000000.00       | $1268835.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1A                                                | 2052-01-20      | 0.0000%  | N/A     | $143237120.00      | $66736.85          | Agency Collateralized Mortgage Obligation |
| GNMA_21-97C                                               | 2050-10-20      | 3.0000%  | N/A     | $30072832.00       | $1063177.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357F                                               | 2053-11-25      | 1.9381%  | N/A     | $50000000.00       | $1108835.92        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128P                                              | 2043-07-16      | 2.2130%  | N/A     | $39134080.00       | $1000244.65        | Agency Collateralized Mortgage Obligation |
| FNMA_17-9A                                                | 2047-03-25      | 5.5000%  | N/A     | $65493632.00       | $1396813.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_4420A                                               | 2044-12-15      | 3.0000%  | N/A     | $11956820.00       | $15112069.66       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M22                               | 2029-08-25      | 2.5220%  | N/A     | $500000.00         | $378217.59         | Agency Collateralized Mortgage Obligation |
| GNMA_18-135E                                              | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $505793.95         | Agency Collateralized Mortgage Obligation |
| GNMA_19-86F                                               | 2049-03-20      | 2.3105%  | N/A     | $19007904.00       | $378018.64         | Agency Collateralized Mortgage Obligation |
| FHSTR_386                                                 | 2052-02-15      | 2.4895%  | N/A     | $134052.00         | $9603.16           | Agency Collateralized Mortgage Obligation |
| GNMA_24-19B                                               | 2054-02-20      | 3.2771%  | N/A     | $55696240.00       | $2835776.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19N                                               | 2064-02-20      | 2.2271%  | N/A     | $75000000.00       | $839962.37         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2J                                                | 2055-01-20      | 4.9229%  | N/A     | $30000000.00       | $14144233.84       | Agency Collateralized Mortgage Obligation |
| FHLMC_5393F                                               | 2054-03-25      | 0.0500%  | N/A     | $74997760.00       | $58408.80          | Agency Collateralized Mortgage Obligation |
| GNMA_24-44E                                               | 2054-03-20      | 1.6271%  | N/A     | $95000000.00       | $2102492.66        | Agency Collateralized Mortgage Obligation |
| FREMF_19-KG02                                             | 2029-08-25      | 0.1000%  | N/A     | $489726000.00      | $1230424.34        | Agency Collateralized Mortgage Obligation |
| GNMA_14-51                                                | 2044-03-20      | 1.8105%  | N/A     | $46718592.00       | $199748.21         | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                                | 2053-01-20      | 0.0500%  | N/A     | $139997184.00      | $116381.58         | Agency Collateralized Mortgage Obligation |
| FNMA_13-22                                                | 2043-03-25      | 0.0000%  | N/A     | $4000000.00        | $483699.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-138      | 2059-10-16      | 0.6382%  | N/A     | $88723072.00       | $1142426.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_4341D                                               | 2044-05-15      | 3.0000%  | N/A     | $1107000.00        | $1033584.09        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                              | 2051-12-20      | 0.0000%  | N/A     | $334389248.00      | $100330.05         | Agency Collateralized Mortgage Obligation |
| GNMA_15-157                                               | 2045-10-20      | 1.9105%  | N/A     | $54851264.00       | $490813.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5251B                                               | 2052-08-25      | 1.5381%  | N/A     | $73500000.00       | $2960446.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513A                                               | 2055-03-25      | 2.3381%  | N/A     | $45821120.00       | $2002781.57        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21F                                               | 2051-07-25      | 1.5000%  | N/A     | $75000000.00       | $7312200.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5229A                                               | 2052-06-25      | 4.0000%  | N/A     | $3000000.00        | $2801594.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-101D                                              | 2051-01-20      | 0.0000%  | N/A     | $1170000.00        | $634783.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                               | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $37067.84          | Agency Collateralized Mortgage Obligation |
| GNMA_24-78K                                               | 2054-05-20      | 1.6771%  | N/A     | $50000000.00       | $1831627.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5592D                                               | 2055-09-25      | 3.4381%  | N/A     | $46595456.00       | $4153085.46        | Agency Collateralized Mortgage Obligation |
| GNMA_15-179F                                              | 2045-12-20      | 2.1179%  | N/A     | $17141696.00       | $89558.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5563E                                               | 2055-08-25      | 2.1381%  | N/A     | $68503936.00       | $4959405.89        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21H                                               | 2056-04-25      | 1.1767%  | N/A     | $60000000.00       | $1417687.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                               | 2054-03-20      | 2.9771%  | N/A     | $50000000.00       | $3718934.70        | Agency Collateralized Mortgage Obligation |
| SLST_SL-203                                               | 2060-04-26      | 6.5000%  | N/A     | $100425088.00      | $83658182.29       | Agency Collateralized Mortgage Obligation |
| GNMA_21-30F                                               | 2051-02-20      | 2.5000%  | N/A     | $4858500.00        | $631308.35         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                              | 2051-09-20      | 2.5105%  | N/A     | $25000000.00       | $2345513.72        | Agency Collateralized Mortgage Obligation |
| GNMA_13-040                                               | 2054-06-16      | 0.2435%  | N/A     | $107782560.00      | $374681.32         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182A                                              | 2053-12-20      | 2.0271%  | N/A     | $40000000.00       | $478990.69         | Agency Collateralized Mortgage Obligation |
| FREMF_K-550                                               | 2030-09-25      | 4.2089%  | N/A     | $500000.00         | $499618.76         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                              | 2053-12-20      | 2.0271%  | N/A     | $27777760.00       | $685090.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115F                                               | 2043-08-15      | 0.0778%  | N/A     | $270274560.00      | $160161.38         | Agency Collateralized Mortgage Obligation |
| GNMA_21-122D                                              | 2051-07-20      | 2.5105%  | N/A     | $5000000.00        | $368301.43         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197                                               | 2052-11-20      | 2.6271%  | N/A     | $6617256.00        | $551067.54         | Agency Collateralized Mortgage Obligation |
| GNMA_20-176E                                              | 2050-11-20      | 0.0000%  | N/A     | $26956864.00       | $222876.98         | Agency Collateralized Mortgage Obligation |
| GNMA_22-45T                                               | 2050-05-20      | 0.0000%  | N/A     | $61177216.00       | $389425.81         | Agency Collateralized Mortgage Obligation |
| FNMA_26-12D                                               | 2046-01-25      | 3.5000%  | N/A     | $2530612.00        | $1974232.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120F                                              | 2052-07-20      | 2.3771%  | N/A     | $50000000.00       | $2951014.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-119      | 2060-05-16      | 0.6841%  | N/A     | $25344320.00       | $211399.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181A                                              | 2054-11-20      | 1.0271%  | N/A     | $100000000.00      | $2362529.63        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28P                                               | 2056-02-20      | 5.5000%  | N/A     | $49650080.00       | $40197200.14       | Agency Collateralized Mortgage Obligation |
| GNMA_15-185C                                              | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2118371.77        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43E                                               | 2046-11-25      | 0.3777%  | N/A     | $26071488.00       | $111962.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999P                                               | 2038-02-25      | 0.8500%  | N/A     | $11324432.00       | $29802.34          | Agency Collateralized Mortgage Obligation |
| FNMA_25-65B                                               | 2054-10-25      | 1.5381%  | N/A     | $64787712.00       | $2222967.80        | Agency Collateralized Mortgage Obligation |
| GNMA_15-170A                                              | 2045-11-20      | 1.9105%  | N/A     | $25515744.00       | $466151.94         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193A                                              | 2051-11-20      | 0.0000%  | N/A     | $24993792.00       | $10420.52          | Agency Collateralized Mortgage Obligation |
| GNMA_11-1                                                 | 2052-11-16      | 0.0000%  | N/A     | $214466560.00      | $41896.30          | Agency Collateralized Mortgage Obligation |
| FHLMC_4020D                                               | 2042-02-15      | 4.0000%  | N/A     | $9937152.00        | $1060780.19        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                                | 2055-12-20      | 4.5000%  | N/A     | $19900576.00       | $17772946.19       | Agency Collateralized Mortgage Obligation |
| GNMA_18-38D                                               | 2048-03-20      | 5.0000%  | N/A     | $15067800.00       | $292407.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5584A                                               | 2055-10-25      | 1.5881%  | N/A     | $227224064.00      | $14513060.17       | Agency Collateralized Mortgage Obligation |
| FHLMC_4608                                                | 2040-05-15      | 2.3133%  | N/A     | $614344704.00      | $8088814.62        | Agency Collateralized Mortgage Obligation |
| FNMA_25-29J                                               | 2055-05-25      | 5.0000%  | N/A     | $16066208.00       | $15486043.02       | Agency Collateralized Mortgage Obligation |
| FNMA_19-67G                                               | 2041-10-25      | 2.5236%  | N/A     | $133024000.00      | $4221970.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                               | 2054-07-25      | 6.5000%  | N/A     | $60444992.00       | $4421573.52        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33F                                               | 2054-08-25      | 0.1000%  | N/A     | $75000000.00       | $112606.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A                                               | 2054-06-25      | 0.0500%  | N/A     | $24993792.00       | $12541.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_4500B                                               | 2045-08-15      | 3.5000%  | N/A     | $7303000.00        | $9964797.93        | Agency Collateralized Mortgage Obligation |
| GNMA_19-45A                                               | 2049-04-20      | 0.0300%  | N/A     | $22691840.00       | $7040.33           | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                 | 2030-09-25      | 2.9325%  | N/A     | $3532000.00        | $377216.81         | Agency Collateralized Mortgage Obligation |
| FNMA_25-28A                                               | 2055-04-25      | 5.0000%  | N/A     | $6504752.00        | $6386752.52        | Agency Collateralized Mortgage Obligation |
| FNMA_09-99                                                | 2039-12-25      | 5.0000%  | N/A     | $850000.00         | $28618.00          | Agency Collateralized Mortgage Obligation |
| GNMA_25-205B                                              | 2055-12-20      | 4.5000%  | N/A     | $9415520.00        | $8403540.52        | Agency Collateralized Mortgage Obligation |
| FNMA_25-40B                                               | 2036-06-25      | 5.0000%  | N/A     | $20078880.00       | $19032106.15       | Agency Collateralized Mortgage Obligation |
| GNMA_23-158B                                              | 2065-06-16      | 0.7630%  | N/A     | $100000000.00      | $6051213.50        | Agency Collateralized Mortgage Obligation |
| FNMA_12-58                                                | 2042-06-25      | 2.7236%  | N/A     | $76284032.00       | $329572.98         | Agency Collateralized Mortgage Obligation |
| FNMA_24-33B                                               | 2054-06-25      | 2.0881%  | N/A     | $50000000.00       | $1333789.47        | Agency Collateralized Mortgage Obligation |
| FNMA_22-M04A                                              | 2030-05-25      | 0.4410%  | N/A     | $67000000.00       | $199776.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-60D                                               | 2055-03-20      | 0.6771%  | N/A     | $156250000.00      | $1413324.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78J                                               | 2054-05-20      | 3.4771%  | N/A     | $47100928.00       | $3619992.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_4400S                                               | 2041-02-15      | 2.3133%  | N/A     | $131500000.00      | $902278.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-56                                               | 2045-03-15      | 3.5000%  | N/A     | $611000.00         | $818240.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-11                                                | 2067-04-16      | 0.5035%  | N/A     | $150000000.00      | $9359842.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5575A                                               | 2055-09-25      | 1.5881%  | N/A     | $65177344.00       | $1750195.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                              | 2050-11-20      | 0.0000%  | N/A     | $63717888.00       | $420663.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_4738D                                               | 2047-12-15      | 3.0000%  | N/A     | $8617264.00        | $6310612.53        | Agency Collateralized Mortgage Obligation |
| GNMA_26-42                                                | 2068-05-16      | 0.9184%  | N/A     | $150000000.00      | $12690481.27       | Agency Collateralized Mortgage Obligation |
| FNR_19-33                                                 | 2049-07-25      | 0.0300%  | N/A     | $96763904.00       | $23023.03          | Agency Collateralized Mortgage Obligation |
| FNMA_10-135T                                              | 2037-03-25      | 2.2236%  | N/A     | $13910016.00       | $8390.69           | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                              | 2052-08-20      | 0.0500%  | N/A     | $30000000.00       | $42471.28          | Agency Collateralized Mortgage Obligation |
| FHLMC_5648D                                               | 2055-02-25      | 4.7500%  | N/A     | $302000.00         | $250965.43         | Agency Collateralized Mortgage Obligation |
| FREMF_20-KS14                                             | 2030-06-25      | 0.0000%  | N/A     | $17161500.00       | $15061481.66       | Agency Collateralized Mortgage Obligation |
| GNMA_21-46                                                | 2051-03-20      | 0.0000%  | N/A     | $10998848.00       | $32841.28          | Agency Collateralized Mortgage Obligation |
| FNMA_17-8                                                 | 2047-02-25      | 3.0000%  | N/A     | $1944000.00        | $1023738.67        | Agency Collateralized Mortgage Obligation |
| FNMA_25-M2                                                | 2030-04-25      | 0.0360%  | N/A     | $440751000.00      | $1507368.42        | Agency Collateralized Mortgage Obligation |
| FNMA_13-74                                                | 2043-07-25      | 4.0000%  | N/A     | $1000000.00        | $1590213.38        | Agency Collateralized Mortgage Obligation |
| GNMA_18-134C                                              | 2048-10-20      | 2.4105%  | N/A     | $39736704.00       | $715522.87         | Agency Collateralized Mortgage Obligation |
| FNMA_26-21K                                               | 2055-12-25      | 5.5000%  | N/A     | $9211808.00        | $8792194.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190D                                              | 2055-11-20      | 3.0271%  | N/A     | $137500000.00      | $7574252.93        | Agency Collateralized Mortgage Obligation |
| FNMA_03-109D                                              | 2033-11-25      | 8.4604%  | N/A     | $1481000.00        | $136318.74         | Agency Collateralized Mortgage Obligation |
| GNMA_26-5E                                                | 2056-01-20      | 3.0000%  | N/A     | $5435992.00        | $3607485.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2060-04-16      | 0.6584%  | N/A     | $90340096.00       | $971277.73         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76F                                               | 2054-11-25      | 0.1000%  | N/A     | $12000000.00       | $37781.41          | Agency Collateralized Mortgage Obligation |
| FNMA_12-77B                                               | 2042-07-25      | 3.5000%  | N/A     | $7871000.00        | $7316564.14        | Agency Collateralized Mortgage Obligation |
| GNMA_12-132                                               | 2054-06-16      | 0.2090%  | N/A     | $94732288.00       | $25967.53          | Agency Collateralized Mortgage Obligation |
| FNMA_16-103B                                              | 2047-01-25      | 2.2236%  | N/A     | $39259968.00       | $873246.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_45-10                                               | 2045-09-15      | 3.0000%  | N/A     | $31890000.00       | $13473316.64       | Agency Collateralized Mortgage Obligation |
| FHLMC_5468D                                               | 2054-11-25      | 2.3881%  | N/A     | $73699584.00       | $3017451.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160D                                              | 2062-09-20      | 1.6471%  | N/A     | $26326208.00       | $229860.76         | Agency Collateralized Mortgage Obligation |
| GNMA_19-26                                                | 2060-11-16      | 0.6517%  | N/A     | $137614336.00      | $1114801.96        | Agency Collateralized Mortgage Obligation |
| GNMA_16-109                                               | 2036-09-16      | 5.5000%  | N/A     | $19473888.00       | $464165.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-146H                                              | 2054-09-20      | 1.0271%  | N/A     | $60000000.00       | $1656733.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449G                                               | 2054-08-25      | 1.5881%  | N/A     | $65222272.00       | $1857938.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114D                                               | 2051-06-25      | 3.5000%  | N/A     | $73432704.00       | $6030352.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_4764H                                               | 2048-02-15      | 4.0000%  | N/A     | $10000000.00       | $9505878.83        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21G                                               | 2055-04-25      | 4.5000%  | N/A     | $15645680.00       | $13721183.13       | Agency Collateralized Mortgage Obligation |
| FHLMC_5539A                                               | 2055-05-25      | 5.0000%  | N/A     | $10742320.00       | $10506191.18       | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                               | 2043-08-20      | 2.3405%  | N/A     | $64086528.00       | $590557.88         | Agency Collateralized Mortgage Obligation |
| FNW_03-W6                                                 | 2042-10-25      | 4.9500%  | N/A     | $14249936.00       | $701370.51         | Agency Collateralized Mortgage Obligation |

### Security 157: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250239044.17
- **C.18.a - Value (excl. sponsor support):** $250239044.17
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 158: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $674897304.00
- **C.18.a - Value (excl. sponsor support):** $674897304.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: 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 159: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ1VEC13
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $22323300.00       | $27636973.42       | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | N/A     | $52423424.00       | $37032116.41       | U.S. Treasuries (including strips) |
| TINT 05/15/27    | 2027-05-15      | 0.0000%  | N/A     | $4163338.24        | $3991937.77        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $10045000.00       | $10535518.72       | U.S. Treasuries (including strips) |
| TINT 02/28/27    | 2027-02-28      | 0.0000%  | N/A     | $33750.00          | $32638.85          | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | N/A     | $1801566.00        | $1596259.54        | U.S. Treasuries (including strips) |
| 1 1/8 TPRN 40    | 2040-08-15      | 0.0000%  | N/A     | $3205000.00        | $1612541.26        | U.S. Treasuries (including strips) |
| TINT 05/15/42    | 2042-05-15      | 0.0000%  | N/A     | $54376038.40       | $24218978.75       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 54    | 2054-05-15      | 0.0000%  | N/A     | $121031000.00      | $29858468.73       | U.S. Treasuries (including strips) |
| TINT 08/15/50    | 2050-08-15      | 0.0000%  | N/A     | $126180.32         | $36047.82          | U.S. Treasuries (including strips) |
| 4 1/8 TPRN AK 27 | 2027-02-15      | 0.0000%  | N/A     | $900000.00         | $870852.60         | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $15321900.00       | $15637486.44       | U.S. Treasuries (including strips) |
| 1 1/8 TPRN H 27  | 2027-02-28      | 0.0000%  | N/A     | $6000000.00        | $5797224.00        | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 56    | 2056-02-15      | 0.0000%  | N/A     | $2040000.00        | $468071.88         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | N/A     | $2566600.00        | $2483798.92        | U.S. Treasuries (including strips) |
| TINT 11/15/29    | 2029-11-15      | 0.0000%  | N/A     | $25880480.00       | $22462186.20       | U.S. Treasuries (including strips) |
| TINT 08/15/30    | 2030-08-15      | 0.0000%  | N/A     | $48878632.96       | $41100380.58       | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 44    | 2044-02-15      | 0.0000%  | N/A     | $1480000.00        | $607143.36         | U.S. Treasuries (including strips) |
| 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | N/A     | $3060000.00        | $2468948.76        | U.S. Treasuries (including strips) |
| TINT 08/15/46    | 2046-08-15      | 0.0000%  | N/A     | $44828016.64       | $15644619.18       | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $11151200.00       | $14607510.78       | U.S. Treasuries (including strips) |
| TINT 05/15/55    | 2055-05-15      | 0.0000%  | N/A     | $5172715.52        | $1215505.38        | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | N/A     | $733027.84         | $716286.22         | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | N/A     | $2128578.56        | $672686.17         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  | N/A     | $29000.00          | $21072.42          | U.S. Treasuries (including strips) |
| TINT 05/15/38    | 2038-05-15      | 0.0000%  | N/A     | $34365491.20       | $19499529.55       | U.S. Treasuries (including strips) |
| 4 1/4 TPRN E 35  | 2035-08-15      | 0.0000%  | N/A     | $2283000.00        | $1523630.82        | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-05-15      | 0.0000%  | N/A     | $44015000.00       | $16828475.02       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $48049000.00       | $48934166.33       | U.S. Treasuries (including strips) |
| 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | N/A     | $366000.00         | $314995.70         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 49    | 2049-08-15      | 0.0000%  | N/A     | $61692800.00       | $18875652.47       | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 45    | 2045-02-15      | 0.0000%  | N/A     | $3268700.00        | $1266778.15        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $42200.00          | $44095.85          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $40428800.00       | $41572501.21       | U.S. Treasuries (including strips) |
| 3 TPRN 52        | 2052-08-15      | 0.0000%  | N/A     | $23698000.00       | $6273666.33        | U.S. Treasuries (including strips) |
| TINT 05/15/26    | 2026-05-15      | 0.0000%  | N/A     | $34325299.20       | $34168466.91       | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-02-15      | 0.0000%  | N/A     | $108873400.00      | $30897835.43       | U.S. Treasuries (including strips) |
| 4 TPRN B 34      | 2034-02-15      | 0.0000%  | N/A     | $3900000.00        | $2798347.50        | U.S. Treasuries (including strips) |
| TINT 08/15/53    | 2053-08-15      | 0.0000%  | N/A     | $13775052.80       | $3418210.48        | U.S. Treasuries (including strips) |
| TINT 05/15/47    | 2047-05-15      | 0.0000%  | N/A     | $69865062.40       | $23518815.69       | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 43    | 2043-05-15      | 0.0000%  | N/A     | $37000000.00       | $15832300.00       | U.S. Treasuries (including strips) |
| 3 1/2 TPRN 39    | 2039-02-15      | 0.0000%  | N/A     | $3576400.00        | $1995430.92        | U.S. Treasuries (including strips) |
| 4 5/8 TPRN AT 26 | 2026-10-15      | 0.0000%  | N/A     | $900000.00         | $882570.60         | U.S. Treasuries (including strips) |
| 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | N/A     | $209300.00         | $176371.67         | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | N/A     | $1072000.00        | $893960.10         | U.S. Treasuries (including strips) |
| TINT 05/15/36    | 2036-05-15      | 0.0000%  | N/A     | $3017827.20        | $1920635.76        | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | N/A     | $52392320.00       | $38907479.89       | U.S. Treasuries (including strips) |
| TINT 08/15/52    | 2052-08-15      | 0.0000%  | N/A     | $3634575.36        | $944040.97         | U.S. Treasuries (including strips) |
| 4 TPRN F 35      | 2035-11-15      | 0.0000%  | N/A     | $621000.00         | $409225.34         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $51600.00          | $51666.25          | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 44    | 2044-11-15      | 0.0000%  | N/A     | $67100000.00       | $26371172.30       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | N/A     | $13132500.00       | $6843542.74        | U.S. Treasuries (including strips) |
| TINT 02/15/53    | 2053-02-15      | 0.0000%  | N/A     | $1199066.80        | $304549.78         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $24971600.00       | $25433180.68       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $52802800.00       | $53641110.38       | U.S. Treasuries (including strips) |
| 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | N/A     | $24000.00          | $19591.32          | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27 | 2027-05-15      | 0.0000%  | N/A     | $50000.00          | $47902.65          | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | N/A     | $29786152.96       | $21847994.27       | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | N/A     | $51654164.48       | $47154828.48       | U.S. Treasuries (including strips) |
| 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | N/A     | $667000.00         | $632837.59         | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | N/A     | $2015000.00        | $1893596.25        | U.S. Treasuries (including strips) |
| 5 TPRN 37        | 2037-05-15      | 0.0000%  | N/A     | $5800400.00        | $3579745.86        | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 45    | 2045-02-15      | 0.0000%  | N/A     | $10200000.00       | $3955845.60        | U.S. Treasuries (including strips) |

### Security 160: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1858540150.48
- **C.18.a - Value (excl. sponsor support):** $1858540150.48
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1285489784.80
- **C.18.a - Value (excl. sponsor support):** $1285489784.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **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:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1469483255.15
- **C.18.a - Value (excl. sponsor support):** $1469483255.15
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 163: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222217615.58
- **C.18.a - Value (excl. sponsor support):** $222217615.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9P95, C.4 - ISIN: US3130B9P954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442497318.45
- **C.18.a - Value (excl. sponsor support):** $442497318.45
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80207957.05
- **C.18.a - Value (excl. sponsor support):** $80207957.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 166: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221980420.00
- **C.18.a - Value (excl. sponsor support):** $221980420.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: 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 167: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDZ0X2C3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $880097100.00      | $765000058.06      | U.S. Treasuries (including strips) |

### Security 168: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ1VEBV8
- **C.18 - Value (incl. sponsor support):** $14500000.00
- **C.18.a - Value (excl. sponsor support):** $14500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE J 32 | 2032-03-31      | 4.1250%  | N/A     | $14763500.00       | $14790074.30       | U.S. Treasuries (including strips) |

### Security 169: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ1VEC21
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 7.0000%  | N/A     | $83274.00          | $8524.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | N/A     | $590000.00         | $51286.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | N/A     | $117000.00         | $21846.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | N/A     | $615000.00         | $26531.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-07-20      | 3.0000%  | N/A     | $107000.00         | $11758.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.0000%  | N/A     | $13294831.00       | $1819975.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 5.5000%  | N/A     | $21730301.00       | $16453094.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | N/A     | $93222.00          | $9170.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 6.5000%  | N/A     | $1887146.00        | $64374.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 5.0000%  | N/A     | $330000.00         | $28504.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.5000%  | N/A     | $229999.00         | $45128.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 3.5000%  | N/A     | $14369150.00       | $1859805.07        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197651562.00
- **C.18.a - Value (excl. sponsor support):** $197651562.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 171: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444393036.25
- **C.18.a - Value (excl. sponsor support):** $444393036.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AX7, C.4 - ISIN: US313384AX79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195121503.75
- **C.18.a - Value (excl. sponsor support):** $195121503.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999393.60
- **C.18.a - Value (excl. sponsor support):** $39999393.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5822069200.29
- **C.18.a - Value (excl. sponsor support):** $5822069200.29
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $711825779.90
- **C.18.a - Value (excl. sponsor support):** $711825779.90
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 176: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1501928145.46
- **C.18.a - Value (excl. sponsor support):** $1501928145.46
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446953974.98
- **C.18.a - Value (excl. sponsor support):** $446953974.98
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 178: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93859643.93
- **C.18.a - Value (excl. sponsor support):** $93859643.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542455582.34
- **C.18.a - Value (excl. sponsor support):** $542455582.34
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 180: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ1VEAA5
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_20-1F                       | 2050-02-25      | 2.2236%  | N/A     | $100770944.00      | $1861804.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS | 2040-01-20      | 2.0005%  | N/A     | $99200000.00       | $279554.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5252B                      | 2052-09-25      | 1.6881%  | N/A     | $61500000.00       | $3891934.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61B                      | 2054-04-20      | 1.6771%  | N/A     | $150000000.00      | $2333873.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-210K                     | 2055-12-20      | 0.4771%  | N/A     | $80000000.00       | $1507765.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104F                     | 2055-06-20      | 7.8488%  | N/A     | $22727264.00       | $21180832.47       | Agency Collateralized Mortgage Obligation |
| GNMA_24-160P                     | 2054-01-20      | 1.7771%  | N/A     | $88419328.00       | $3114953.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-62A                      | 2054-04-20      | 1.7771%  | N/A     | $70000000.00       | $1697710.02        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85C                      | 2053-06-20      | 2.3771%  | N/A     | $25771424.00       | $1572759.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_4944B                      | 2050-01-25      | 2.2736%  | N/A     | $34828992.00       | $968877.97         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70C                      | 2055-04-20      | 1.5771%  | N/A     | $102000000.00      | $3055428.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                       | 2055-01-20      | 0.1000%  | N/A     | $86924800.00       | $181140.90         | Agency Collateralized Mortgage Obligation |
| GNMA_05-68                       | 2035-09-20      | 2.5105%  | N/A     | $326801408.00      | $385322.25         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116H                     | 2053-08-20      | 2.1271%  | N/A     | $36933312.00       | $1609034.06        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9E                       | 2054-03-25      | 2.1881%  | N/A     | $4000000.00        | $106206.82         | Agency Collateralized Mortgage Obligation |
| FNMA_21-41E                      | 2051-07-25      | 0.0000%  | N/A     | $57319424.00       | $16666.93          | Agency Collateralized Mortgage Obligation |
| FHLMC_5646G                      | 2056-04-25      | 0.0000%  | N/A     | $249833.00         | $624.33            | Agency Collateralized Mortgage Obligation |
| GNMA_26-32U                      | 2056-02-20      | 0.7771%  | N/A     | $100000000.00      | $1892690.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                      | 2051-06-20      | 2.5105%  | N/A     | $1750226.00        | $84418.58          | Agency Collateralized Mortgage Obligation |
| FHLMC_5625F                      | 2055-05-25      | 0.6381%  | N/A     | $180905920.00      | $2647040.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                      | 2055-02-25      | 2.1590%  | N/A     | $145960960.00      | $4700195.61        | Agency Collateralized Mortgage Obligation |
| FNMA_20-54C                      | 2050-08-25      | 2.3736%  | N/A     | $25000000.00       | $1186150.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                      | 2056-08-15      | 2.3133%  | N/A     | $26045408.00       | $969312.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                      | 2054-06-20      | 1.5771%  | N/A     | $180000000.00      | $2850877.61        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                      | 2050-04-20      | 0.0271%  | N/A     | $123290368.00      | $1001972.99        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30Q                      | 2056-02-20      | 2.5971%  | N/A     | $178900224.00      | $10656907.31       | Agency Collateralized Mortgage Obligation |
| FNMA_22-69B                      | 2052-10-25      | 1.5181%  | N/A     | $56750272.00       | $2227770.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147B                     | 2053-10-20      | 2.8271%  | N/A     | $100000000.00      | $1611290.93        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H05                      | 2062-02-20      | 4.1821%  | N/A     | $1115000.00        | $2172.21           | Agency Collateralized Mortgage Obligation |
| FHLMC_5411E                      | 2054-05-25      | 2.8881%  | N/A     | $100000000.00      | $2280122.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5576A                      | 2036-08-25      | 5.0000%  | N/A     | $4544400.00        | $4407931.19        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58                       | 2053-12-25      | 5.7619%  | N/A     | $50000000.00       | $22364989.57       | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                       | 2055-01-20      | 1.5183%  | N/A     | $282945280.00      | $6551667.93        | Agency Collateralized Mortgage Obligation |

### Security 181: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ1VECU9
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: 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 TREASURY | 2028-12-31      | 1.3750%  | N/A     | $2936.00           | $2757.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $425565.00         | $421451.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $6241177.00        | $6312164.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $2021698.00        | $2064037.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $1339392.00        | $1399591.37        | U.S. Treasuries (including strips) |

### Security 182: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ1VEB48
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $76100.00          | $76623.64          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $1226200.00        | $2632513.34        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | N/A     | $2400.00           | $2420.51           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $200.00            | $190.19            | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $4300.00           | $4533.01           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $200.00            | $206.24            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $4800.00           | $4816.31           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $300.00            | $298.25            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $400.00            | $391.16            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $400.00            | $395.73            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $900.00            | $918.75            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $2100.00           | $2065.29           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $421600.00         | $418093.02         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $200.00            | $198.11            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $2100.00           | $1987.73           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $2165700.00        | $2164327.11        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $151000.00         | $152249.25         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $203400.00         | $201739.16         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $3453700.00        | $4973730.89        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $100.00            | $164.92            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $103000.00         | $152018.37         | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $100.00            | $110.94            | U.S. Treasuries (including strips) |
| BILL 04/07/26    | 2026-04-07      | 0.0000%  | N/A     | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $5100.00           | $5065.03           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $2031400.00        | $2009911.16        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $12750900.00       | $12132686.35       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $100.00            | $105.78            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $87301000.00       | $86804754.45       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $700.00            | $733.18            | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $3000.00           | $3099.64           | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $681400.00         | $686185.02         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $300.00            | $299.68            | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | N/A     | $2055700.00        | $1968632.59        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  | N/A     | $1700.00           | $1711.44           | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $500.00            | $646.73            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $900.00            | $806.83            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $5462000.00        | $4740730.17        | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $25000.00          | $23734.53          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $31427000.00       | $32839484.78       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $11000.00          | $11005.81          | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | N/A     | $38400.00          | $40058.59          | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $191.08            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 3.8034%  | N/A     | $634.00            | $637.94            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $2400.00           | $2321.73           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $18000.00          | $18015.08          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $200.00            | $183.13            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $200.00            | $175.41            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $5000.00           | $4946.21           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $778400.00         | $789191.48         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $123200.00         | $124286.56         | U.S. Treasuries (including strips) |

### Security 183: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBM8
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: 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 Corp

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $3059010.00        | $3228283.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $658.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $11314567.00       | $11084094.09       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $30874282.00       | $26840394.12       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $26944.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $2370596.00        | $381689.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $81746304.00       | $74864920.28       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $4430083.00        | $4111163.33        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2044-08-15      | 3.1250%  | N/A     | $4287400.00        | $3374219.56        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $50743040.00       | $49755729.58       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $643.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $5978.00           | $4378.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1001.00           | $779.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $292.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | N/A     | $1073.00           | $1090.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $88001.00          | $61756.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $223236.52         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $4196611.00        | $4129009.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $933.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $663428.00         | $146393.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | N/A     | $24405175.00       | $469182.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $283617792.00      | $61367902.53       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1012.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $2936697.00        | $1528261.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $625.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $803.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $1606000.00        | $497863.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.5000%  | N/A     | $65227.00          | $10737.35          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $562.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $332716.00         | $178145.05         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2093.38           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $1045.82           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 1.5000%  | N/A     | $1000.00           | $353.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1324372.00        | $650408.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $777.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $440.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $9858512.00        | $8710814.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $744.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1057.00           | $1084.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | N/A     | $1280.00           | $124.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | N/A     | $19358423.00       | $6914177.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 2.5000%  | N/A     | $1000.00           | $356.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $986.85            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2026-08-31      | 3.7500%  | N/A     | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| FREDDIE MAC GOLD                       | 2044-12-01      | 4.0000%  | N/A     | $6957.00           | $500.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $514.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | N/A     | $55329.00          | $25806.15          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $35279432.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $1008.00           | $137.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $19000.00          | $12937.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1138552.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1051.00           | $835.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | N/A     | $5000.00           | $3787.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1002.00           | $1014.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $656501.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $74263.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $592.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2763030.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $12697080.21       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $730.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | N/A     | $1798490.00        | $1805719.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | N/A     | $575000.00         | $46301.97          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | N/A     | $14967.00          | $6988.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $56987260.00       | $29264774.37       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $684079.00         | $675626.06         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $534.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $4996319.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | N/A     | $66049.00          | $39382.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | N/A     | $51000.00          | $39194.43          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $47001.00          | $30455.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8182059.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $153.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | N/A     | $100000.00         | $72993.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1346.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $39069866.00       | $34090093.59       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $12635858.91       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $32219853.00       | $26619137.01       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $6563898.00        | $5341888.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $49650000.00       | $49314370.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $562015.00         | $463211.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $2523171.00        | $2502389.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.5000%  | N/A     | $177000.00         | $69898.80          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $47171.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | N/A     | $5000.00           | $4024.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | N/A     | $498000.00         | $78152.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 4.5000%  | N/A     | $483091.00         | $191569.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 3.0000%  | N/A     | $1000.00           | $159.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | N/A     | $3085650.00        | $3075460.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $72291.08          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $21920000.00       | $21076622.42       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $3000.00           | $2230.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $797.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | N/A     | $58999.00          | $41585.70          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $566.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $10381.00          | $7306.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $48759.00          | $26760.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $14423.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $47205622.00       | $8618948.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $229.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $783.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | N/A     | $1231997.00        | $103206.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $63423.00          | $62151.98          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $175.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 4.0000%  | N/A     | $1009.00           | $138.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | N/A     | $1007.00           | $824.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $69.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1024.00           | $610.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | N/A     | $1604376.00        | $265689.84         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | N/A     | $1024.00           | $1038.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1024840.00        | $874201.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | N/A     | $3000.00           | $1433.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $1023.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $18759365.35       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 3.0000%  | N/A     | $1000.00           | $437.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $133379.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1026.00           | $406.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | N/A     | $99001.00          | $40411.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $37000.00          | $29271.16          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $83273150.00       | $74446836.51       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $50893.00          | $38899.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $182.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1318.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3754.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 3.0000%  | N/A     | $3154.00           | $1051.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $330260.00         | $247260.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $231000.00         | $146411.83         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | N/A     | $8259.00           | $6222.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1747330.00        | $1344867.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1025.00           | $650.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $159.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $1024.00           | $855.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 5.0000%  | N/A     | $1724558.00        | $287184.73         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $62565852.00       | $52642958.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $1704070.00        | $1621597.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $613359.00         | $400895.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | N/A     | $586324.00         | $433396.84         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $2029.00           | $1549.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $79343395.00       | $71323968.58       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $586.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $1003.00           | $843.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $1220.00           | $874.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $652.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $1982201.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 6.0000%  | N/A     | $1098.00           | $7.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | N/A     | $72962713.00       | $9605181.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $1024.00           | $140.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $47000000.00       | $44212263.73       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $171.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $939800.00         | $752185.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $941608.00         | $746919.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $199000.00         | $148834.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1936.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $668.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.0000%  | N/A     | $14037051.00       | $13645586.99       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 4.5000%  | N/A     | $2016.00           | $1979.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | N/A     | $51453579.00       | $51132168.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $199.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $144.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | N/A     | $22710680.00       | $12291194.54       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2031-01-31      | 3.7500%  | N/A     | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $938.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $12057856.00       | $11710675.30       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $161.44            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $550.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $991.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.5000%  | N/A     | $23798071.00       | $23363280.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $175.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $467.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $291.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 6.5000%  | N/A     | $1007.00           | $1046.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 4.5000%  | N/A     | $1136023.00        | $918680.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 4.0000%  | N/A     | $923835.00         | $167524.29         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1964694.00        | $1930829.77        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $12262816.00       | $9331202.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | N/A     | $2704894.00        | $2732006.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | N/A     | $2055000.00        | $511626.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 5.0000%  | N/A     | $12099476.00       | $11820414.77       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $586.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $897.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $386859.00         | $290304.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $44599.00          | $25703.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 3.5000%  | N/A     | $4750.00           | $476.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | N/A     | $24529861.00       | $1969803.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $72611584.00       | $68463600.70       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $291.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1018.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $32610.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $867.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $2123840.00        | $765449.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $640000.00         | $444078.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | N/A     | $159428.00         | $92400.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $7016.00           | $59.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1015.00           | $513.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $1001.00           | $768.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $70018924.00       | $56539078.30       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $601874.00         | $382701.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.5000%  | N/A     | $3000.00           | $1347.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $179.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $680.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $775.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2038.44           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $674868.00         | $464607.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $149981.00         | $138681.46         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | N/A     | $9291601.00        | $9207248.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5238584.24        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $991.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1692.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $160707.00         | $91605.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.5000%  | N/A     | $4057010.00        | $4120000.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | N/A     | $11551.00          | $3902.68           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | N/A     | $4000.00           | $2942.87           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $70.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $643.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $1033.00           | $703.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | N/A     | $4503969.00        | $1006679.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $843.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $3625200.00        | $440839.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.0000%  | N/A     | $2016.00           | $1995.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $20454903.00       | $9890345.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | N/A     | $36129664.00       | $5007185.83        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $576.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $2016.00           | $2099.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $604.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | N/A     | $65345.00          | $53754.22          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | N/A     | $33218.00          | $23320.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-03-01      | 5.0000%  | N/A     | $1253406.00        | $563515.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $643.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $65958.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $1043.00           | $227.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $691.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9280567.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $640.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $18061.00          | $3779.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.0000%  | N/A     | $4001.00           | $2328.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 4.5000%  | N/A     | $25962000.00       | $22532194.17       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $1127371.00        | $843223.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $29763.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1001.16           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 5.0000%  | N/A     | $1008.00           | $1024.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1024.00           | $816.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $533.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $400.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | N/A     | $4000.00           | $3429.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $71311488.00       | $59625195.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.5000%  | N/A     | $4000.00           | $2242.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $669.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $190.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 7.0000%  | N/A     | $1078894.00        | $892058.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $710.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $411000.00         | $259652.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | N/A     | $1024.00           | $1036.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $976.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $786.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $249.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1001.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | N/A     | $30669530.00       | $24889228.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $1280.00           | $438.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $137.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 3.5000%  | N/A     | $3450.00           | $892.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $2000.00           | $1627.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $3208.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $985.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | N/A     | $4000.00           | $1675.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $750.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $981.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $963.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $2413.00           | $1899.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-05-01      | 3.5000%  | N/A     | $1000.00           | $18.64             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $13160736.32       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $3024.00           | $2419.41           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2045-03-01      | 3.5000%  | N/A     | $972839.00         | $145537.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1920.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1093369.00        | $803137.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | N/A     | $272959.00         | $78005.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $2048.00           | $1331.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $897.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | N/A     | $225000.00         | $135683.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | N/A     | $398000.00         | $96384.48          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $714.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $99000.00          | $69369.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $18000845.00       | $10690356.13       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $168.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $27434634.00       | $27012593.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $749793.00         | $770867.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1032.00           | $737.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $1219.00           | $683.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $3919915.00        | $3665270.56        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $151.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $249.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | N/A     | $1008.00           | $982.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $78569600.00       | $68937418.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 3.0000%  | N/A     | $2000.00           | $1460.97           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $763.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 3.0000%  | N/A     | $7107995.00        | $275744.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $62036992.00       | $61792913.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $723.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $382.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.0000%  | N/A     | $2000.00           | $1077.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 2.5000%  | N/A     | $306446.00         | $187994.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1279000.00        | $523444.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $104.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1285.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1480.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $50000000.00       | $49813760.71       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $4522355.00        | $4113693.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $4562745.00        | $4134807.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | N/A     | $8000.00           | $2135.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 5.0000%  | N/A     | $1000.00           | $341.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $160.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $661.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $995.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $11000.00          | $6117.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 5.0000%  | N/A     | $1200875.00        | $880516.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 4.5000%  | N/A     | $364946.00         | $186062.23         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-12-01      | 2.5000%  | N/A     | $2418000.00        | $51686.87          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $18114544.00       | $16461575.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | N/A     | $1023.00           | $825.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | N/A     | $638088.00         | $62926.09          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $1024.00           | $689.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2180985.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $490.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | N/A     | $198000.00         | $112873.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $27250.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6145760.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 6.0000%  | N/A     | $3000.00           | $1561.45           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 4.0000%  | N/A     | $1024.00           | $706.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $971.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | N/A     | $402000.00         | $88816.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $735.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.0000%  | N/A     | $2000.00           | $1094.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $100000.00         | $62670.09          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2029-04-30      | 2.8750%  | N/A     | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | N/A     | $1040.00           | $164.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $1100034.00        | $705178.58         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1105.00           | $660.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $25045.00          | $16752.88          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-02-01      | 3.5000%  | N/A     | $69327881.00       | $18860458.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | N/A     | $24162072.00       | $24581533.61       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.5000%  | N/A     | $1001.00           | $112.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $12000004.00       | $8506865.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.0000%  | N/A     | $7000.00           | $1476.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $677.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $36097.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $211944.00         | $152316.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 1.5000%  | N/A     | $1979851.00        | $1025465.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $995.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $1642000.00        | $257600.12         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $139.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $727.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $907.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $5622.00           | $2281.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | N/A     | $1072.00           | $879.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1860.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $68341.71          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $14301.00          | $9663.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $41000000.00       | $29000849.46       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1008.00           | $222.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $67000.00          | $50326.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $54.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | N/A     | $1422188.00        | $409693.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $12477948.00       | $10317333.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1015.21           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $622.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $63811.00          | $38608.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $655.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 4.0000%  | N/A     | $40000.00          | $26185.64          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $19000.00          | $6537.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $985.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $291.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $3000.00           | $658.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | N/A     | $5000.00           | $3194.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1014.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $714.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $74559.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.5000%  | N/A     | $1105002.00        | $102552.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $323.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $755.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $25649.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | N/A     | $2000.00           | $1983.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $82817.21          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1087.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1008.00           | $367.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $559.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $12636638.00       | $6657212.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $740.68            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | N/A     | $39490.00          | $25848.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | N/A     | $1501000.00        | $256578.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $192.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $666.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $910.59            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.0000%  | N/A     | $1000.00           | $445.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $378.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $775.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | N/A     | $600000.00         | $343216.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $847.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 2.5000%  | N/A     | $1039000.00        | $637881.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | N/A     | $7081488.00        | $607501.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | N/A     | $33391642.00       | $33795950.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.5000%  | N/A     | $6000.00           | $5221.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $354.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1055.00           | $876.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 4.5000%  | N/A     | $169837.00         | $84150.86          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $506.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | N/A     | $1396000.00        | $791535.57         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1348.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $78829.31          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | N/A     | $4001.00           | $350.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $991.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $1009.00           | $986.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1036.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2577917.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $29834.54          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 2.5000%  | N/A     | $1000.00           | $542.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | N/A     | $728172.00         | $236179.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $1024.00           | $254.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | N/A     | $54620.00          | $49659.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $5010840.00        | $3000778.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $478000.00         | $276106.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $619.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $798.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $393000.00         | $264758.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $2080.00           | $2068.92           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $143765.00         | $129079.40         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $263.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $818.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $789.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $32000.00          | $24269.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $2133546.00        | $1966481.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $1057.00           | $285.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1394.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $732000.00         | $614187.53         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | N/A     | $82101.00          | $36499.98          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $635.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $532.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | N/A     | $7000.00           | $5207.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $1001.00           | $577.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | N/A     | $1491.00           | $365.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $17146761.00       | $12328711.70       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | N/A     | $62883735.00       | $63361188.91       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $868680.00         | $387889.99         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2026-12-31      | 1.7500%  | N/A     | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $76162320.00       | $75810273.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-04-01      | 3.0000%  | N/A     | $4339.00           | $94.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1311.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | N/A     | $1150000.00        | $177503.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 4.0000%  | N/A     | $1633334.00        | $261380.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.0000%  | N/A     | $1024.00           | $669.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $648.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | N/A     | $574000.00         | $263534.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $400000.00         | $291341.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | N/A     | $4087549.00        | $212428.20         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2083.16           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2026-09-17      | 0.0000%  | N/A     | $2955200.00        | $2905328.04        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $145.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $838.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $722790.00         | $544813.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $111.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $561.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $474.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1001.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 3.5000%  | N/A     | $193999.00         | $27511.34          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $66970752.00       | $58087989.31       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1052.14           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.0000%  | N/A     | $301485.00         | $67154.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | N/A     | $1057.00           | $804.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | N/A     | $1000.00           | $131.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $1023.00           | $696.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1219.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4332452.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $10965504.00       | $8361004.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $274000.00         | $25882.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $70929.00          | $45959.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $968376.00         | $674450.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $377003.00         | $42247.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 3.0000%  | N/A     | $1000.00           | $309.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $9023576.00        | $6812166.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1018.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $994.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | N/A     | $2660700.00        | $2680387.40        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1484.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | N/A     | $1203898.00        | $487481.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $2008.00           | $1562.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $745.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.0000%  | N/A     | $95000.00          | $81738.63          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $16906.00          | $14288.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | N/A     | $1777942.00        | $365777.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3651834.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $57000.00          | $40107.31          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | N/A     | $3000.00           | $2076.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $87.40             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2594109.91        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $64869575.00       | $31483273.31       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | N/A     | $4000.00           | $3079.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2481813.00        | $1602178.52        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $863.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1016.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | N/A     | $1024.00           | $783.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $817.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $4032.00           | $3223.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $1024.00           | $197.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $2972868.00        | $589482.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $852.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $1093966.00        | $644096.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | N/A     | $65905.00          | $57637.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $2048.00           | $1623.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2250957.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | N/A     | $1000.00           | $142.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $259149.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $913.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $26319689.15       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $399236.00         | $363577.20         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | N/A     | $1008.00           | $640.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $396000.00         | $269683.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $746.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $1012080.00        | $706662.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 5.0000%  | N/A     | $2000.00           | $1942.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $926.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $1255948.00        | $781246.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $96000.00          | $64755.96          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1195.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $886.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $223000.00         | $137898.65         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | N/A     | $112000.00         | $86567.54          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $118765.00         | $101026.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.0000%  | N/A     | $1000.00           | $65.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $102803.00         | $71921.53          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $716.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | N/A     | $2830150.00        | $2700447.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.5000%  | N/A     | $1694550.00        | $599977.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 2.0000%  | N/A     | $217714.00         | $42245.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $42917719.00       | $36708599.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 2.5000%  | N/A     | $138000.00         | $31423.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | N/A     | $1004.00           | $119.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $126.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $43000.00          | $27004.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 5.5000%  | N/A     | $40014.00          | $28946.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7195372.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $965.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $643.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | N/A     | $2451092.00        | $1879013.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | N/A     | $5797374.00        | $4150273.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-12-01      | 3.5000%  | N/A     | $2991864.00        | $127064.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | N/A     | $1024.00           | $918.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1054.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1000.00           | $178.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $59000.00          | $34988.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $905.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $157399.00         | $111779.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $6000.00           | $5291.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | N/A     | $1001.00           | $1033.84           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $1024.00           | $898.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $4363950.00        | $4073568.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | N/A     | $3872956.00        | $413696.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $16029.00          | $11227.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $950.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $22126126.00       | $3019631.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | N/A     | $118753.00         | $43769.25          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $828.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | N/A     | $1703193.00        | $1668844.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $7832712.00        | $6857543.44        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $1835.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | N/A     | $675000.00         | $186514.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | N/A     | $1025.00           | $207.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1018.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | N/A     | $993547.00         | $1036518.23        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $7045.75           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | N/A     | $5000.00           | $3624.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1619.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $102285.78         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $817.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $890.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $73980.00          | $41463.11          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $3017.00           | $261.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | N/A     | $3704511.00        | $2692861.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-11-01      | 3.5000%  | N/A     | $862857.00         | $34319.74          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $2650280.00        | $238965.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $392168.00         | $259957.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $9393313.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $12400.00          | $2351.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1427.26           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $871092.00         | $749431.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $702.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $290000.00         | $179184.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $4476209.00        | $4083631.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $199000.00         | $122921.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | N/A     | $1000.00           | $539.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $985.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $62725.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $2112.00           | $1750.85           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $16986887.00       | $13002485.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $4000.00           | $3281.92           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $1359990.00        | $1096505.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $820.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $611.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | N/A     | $2065.00           | $143.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $924.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | N/A     | $1003.00           | $201.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $39776747.00       | $39055211.51       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | N/A     | $1024.00           | $1021.07           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.5000%  | N/A     | $6308976.00        | $6537638.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2038-12-20      | 5.8750%  | N/A     | $2018710.00        | $196377.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $697.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $1006.00           | $903.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $436.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $189.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $853.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $712.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $4033.00           | $3807.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $136992320.00      | $28840673.48       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1008.00           | $714.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $2002017.00        | $2033052.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $675.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $697810.00         | $442337.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $684.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | N/A     | $23001.00          | $8018.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1001.00           | $832.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $589.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $774.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $645.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | N/A     | $74874624.00       | $49451194.45       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $150.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $521.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $201400.00         | $128299.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $40003.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $688.28            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2031-06-30      | 4.2500%  | N/A     | $32394300.00       | $33142294.05       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $4000.00           | $2509.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $1120.00           | $1093.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $64638773.00       | $54900193.28       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $54821.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $767.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2047-11-01      | 3.5000%  | N/A     | $4964916.00        | $583075.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $340.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | N/A     | $4598924.00        | $3650253.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $1315137.00        | $1296238.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1013.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $8068710.00        | $6485818.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $925.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1864257.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1868.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $136920.00         | $91230.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $622223.00         | $630193.15         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1003.00           | $1008.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $5879274.00        | $4149302.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $28000.00          | $17883.73          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | N/A     | $129205.00         | $73968.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $329000.00         | $59434.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.0000%  | N/A     | $12246.00          | $3936.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1004.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $2000.00           | $1248.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $156225.00         | $90014.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.0000%  | N/A     | $2000.00           | $1805.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $3000.00           | $2362.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | N/A     | $1040.00           | $252.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $730.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $94004.00          | $61742.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $2000.00           | $2029.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $26859438.00       | $25500357.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $267472.00         | $200419.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $73739058.00       | $72072966.21       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $537.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12020.72          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | N/A     | $1000.00           | $651.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $67764.00          | $46058.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $506.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $56327839.00       | $53563809.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $7936499.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $50192001.00       | $36290705.63       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $35456.00          | $23107.87          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1076.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $430774.00         | $338102.93         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2027-06-15      | 4.6250%  | N/A     | $2105800.00        | $2153851.00        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | N/A     | $3461756.00        | $3097903.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $777.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $7551873.00        | $6119430.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $589.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1035.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $2928224.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 6.0000%  | N/A     | $1879439.00        | $29947.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 2.5000%  | N/A     | $1000.00           | $127.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 4.0000%  | N/A     | $365998.00         | $29799.56          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $639.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $695.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $49000.00          | $27757.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $1349310.00        | $1165201.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $724.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 5.0000%  | N/A     | $1026.00           | $9.52              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $121.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $387000.00         | $108589.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $28495199.27       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $2034200.00        | $1433466.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $821.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $43712.42          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $200000.00         | $151276.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 4.0000%  | N/A     | $394000.00         | $79404.22          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1506.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1128.60           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $9471761.00        | $9172090.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $20412375.00       | $16319973.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $16798082.00       | $8104596.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $934.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $672.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | N/A     | $33000.00          | $23577.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.5000%  | N/A     | $1174.00           | $30.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $729.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | N/A     | $117613.00         | $86813.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $855.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.5000%  | N/A     | $7247650.00        | $7333933.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1434.90           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $97999.00          | $71003.10          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $4075485.00        | $3362856.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2039-09-01      | 6.5000%  | N/A     | $2570811.00        | $364958.97         | Agency Mortgage-Backed Securities  |

### Security 184: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $861492049.65
- **C.18.a - Value (excl. sponsor support):** $861492049.65
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: 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

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1007708380.69
- **C.18.a - Value (excl. sponsor support):** $1007708380.69
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $174483370.57
- **C.18.a - Value (excl. sponsor support):** $174483370.57
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: 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 187: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1559604647.46
- **C.18.a - Value (excl. sponsor support):** $1559604647.46
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95310015.08
- **C.18.a - Value (excl. sponsor support):** $95310015.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125113798.03
- **C.18.a - Value (excl. sponsor support):** $125113798.03
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYJ1VEBY2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | N/A     | $214669480.00      | $153000000.28      | Agency Mortgage-Backed Securities |

### Security 191: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520344108.21
- **C.18.a - Value (excl. sponsor support):** $520344108.21
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $756.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 3.0000%  | N/A     | $1001.00           | $429.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $19467.00          | $9802.30           | Agency Mortgage-Backed Securities         |
| FNMA_24-54D                                          | 2046-12-25      | 0.0024%  | N/A     | $110680678.00      | $1744.81           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $62.42             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $2619137.00        | $137216.06         | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $168420.00         | $78308.99          | Agency Collateralized Mortgage Obligation |
| FNMA_23-39E                                          | 2053-05-25      | 0.0000%  | N/A     | $5769230.00        | $2773273.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-01-01      | 3.0000%  | N/A     | $1000.00           | $762.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 6.5000%  | N/A     | $273000.00         | $40252.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $757.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $20284064.00       | $1637609.48        | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $142700.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.0000%  | N/A     | $4670830.00        | $3659524.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 3.5000%  | N/A     | $38861819.00       | $3820274.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 4.0000%  | N/A     | $9712.00           | $853.65            | Agency Mortgage-Backed Securities         |
| GNMA_23-H28D                                         | 2073-12-20      | 0.7124%  | N/A     | $56028086.00       | $3572761.22        | Agency Collateralized Mortgage Obligation |
| GNMA_14-22                                           | 2043-09-20      | 1.4087%  | N/A     | $36086752.00       | $31144.41          | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.3674%  | N/A     | $18923538.00       | $390771.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-07-20      | 2.5000%  | N/A     | $1015682.00        | $161313.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 4.0000%  | N/A     | $1000.00           | $75.86             | Agency Mortgage-Backed Securities         |
| GNMA_24-44J                                          | 2054-03-20      | 1.7271%  | N/A     | $8141312.00        | $339380.58         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $959.96            | Agency Mortgage-Backed Securities         |
| FHSTR_400                                            | 2052-03-25      | 2.0000%  | N/A     | $9600000.00        | $1106599.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.7500%  | N/A     | $4079704.00        | $238352.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.0000%  | N/A     | $1003.00           | $63.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $997.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1045.00           | $852.26            | Agency Mortgage-Backed Securities         |
| FNMA_25-112A                                         | 2048-02-25      | 5.0000%  | N/A     | $6031342.00        | $716019.61         | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $30818.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 5.0000%  | N/A     | $546996.00         | $46845.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $613.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.1250%  | N/A     | $775000.00         | $18204.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $1003.00           | $47.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $2000.00           | $1924.18           | Agency Mortgage-Backed Securities         |
| GNMA_24-4C                                           | 2054-01-20      | 3.2771%  | N/A     | $100000000.00      | $3330003.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 6.0000%  | N/A     | $2001.00           | $195.81            | Agency Mortgage-Backed Securities         |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1615616.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1776315.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 5.0000%  | N/A     | $118183.00         | $12245.74          | Agency Mortgage-Backed Securities         |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1875404.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 3.0000%  | N/A     | $479082.00         | $49842.45          | Agency Mortgage-Backed Securities         |
| GNMA_24-142F                                         | 2054-09-20      | 3.0271%  | N/A     | $25859444.00       | $1629645.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-07-01      | 5.0000%  | N/A     | $1000.00           | $7.64              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 5.5000%  | N/A     | $1456118.00        | $107963.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.0000%  | N/A     | $2963956.00        | $275892.75         | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_19-M4                           | 2031-02-25      | 3.6100%  | N/A     | $1000.00           | $808.81            | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 2.3141%  | N/A     | $24793712.00       | $659321.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.0000%  | N/A     | $19000.00          | $8912.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 2.5000%  | N/A     | $7700000.00        | $1201411.51        | Agency Mortgage-Backed Securities         |
| GNMA_21-193E                                         | 2050-02-20      | 3.0000%  | N/A     | $29604166.00       | $1783875.24        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $9102627.00        | $503018.91         | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.7236%  | N/A     | $5013438.00        | $38218.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 6.5000%  | N/A     | $1000.00           | $77.23             | Agency Mortgage-Backed Securities         |
| GNMA_25-26B                                          | 2055-02-20      | 2.3271%  | N/A     | $54715948.00       | $3253770.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-03-20      | 3.5000%  | N/A     | $1677696.00        | $148889.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $1006.00           | $113.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-12-15      | 2.5000%  | N/A     | $55047.00          | $7857.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-01-20      | 5.5000%  | N/A     | $18348544.00       | $11470211.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.5000%  | N/A     | $346000.00         | $23701.08          | Agency Mortgage-Backed Securities         |
| FNMA_24-56C                                          | 2054-08-25      | 3.4381%  | N/A     | $12930761.00       | $751544.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $892.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 6.0000%  | N/A     | $24000.00          | $14073.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1001.00           | $211.68            | Agency Mortgage-Backed Securities         |
| FHLMC_3747                                           | 2040-10-15      | 2.7133%  | N/A     | $48956061.00       | $156163.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $671.13            | Agency Mortgage-Backed Securities         |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2027015.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                          | 2053-02-20      | 2.6071%  | N/A     | $100033.00         | $7497.83           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.5000%  | N/A     | $251013.00         | $24714.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $989.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-02-01      | 4.5000%  | N/A     | $1024.00           | $135.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $1014.00           | $858.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | N/A     | $132096.00         | $60282.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $612.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $159.18            | Agency Mortgage-Backed Securities         |
| FNMA_21-82C                                          | 2051-12-25      | 2.3586%  | N/A     | $21791806.00       | $509868.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108    | 2030-03-25      | 1.5170%  | N/A     | $1000.00           | $907.79            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1033.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $925.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $605.02            | Agency Mortgage-Backed Securities         |
| GNMA_20-76A                                          | 2050-05-20      | 2.3105%  | N/A     | $62390144.00       | $2343026.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 4.5000%  | N/A     | $1318638.00        | $1080957.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.0000%  | N/A     | $1001.00           | $366.53            | Agency Mortgage-Backed Securities         |
| GNMA_24-H20E                                         | 2074-11-20      | 0.9156%  | N/A     | $36000000.00       | $2296540.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 5.5000%  | N/A     | $64132.00          | $5114.89           | Agency Mortgage-Backed Securities         |
| FHLMC_5464C                                          | 2051-05-25      | 3.5000%  | N/A     | $1106464.00        | $144921.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 6.0000%  | N/A     | $558666.00         | $41388.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $147835200.00      | $115447112.58      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2028-08-31      | 1.1250%  | N/A     | $100.00            | $93.83             | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $523.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.5000%  | N/A     | $724934.00         | $433823.37         | Agency Mortgage-Backed Securities         |
| GNMA_23-151F                                         | 2053-10-20      | 3.3271%  | N/A     | $33152700.00       | $1829540.36        | Agency Collateralized Mortgage Obligation |
| GNMA_19-11D                                          | 2045-08-20      | 1.2534%  | N/A     | $52945957.00       | $375777.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1021.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 7.5000%  | N/A     | $2000.00           | $1041.18           | Agency Mortgage-Backed Securities         |
| GNMA_18-127A                                         | 2044-07-20      | 1.3385%  | N/A     | $103749492.00      | $832722.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-11-01      | 2.0000%  | N/A     | $2000.00           | $1064.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.5000%  | N/A     | $315999.00         | $18950.94          | Agency Mortgage-Backed Securities         |
| FNMA_25-82A                                          | 2052-08-25      | 5.5000%  | N/A     | $12787962.00       | $1178784.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $763.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $1000.00           | $62.26             | Agency Mortgage-Backed Securities         |
| GNMA_19-69G                                          | 2044-07-20      | 1.3019%  | N/A     | $39767332.00       | $369565.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 5.5000%  | N/A     | $1911897.00        | $193302.67         | Agency Mortgage-Backed Securities         |
| GNMA_15-126D                                         | 2044-06-20      | 1.2617%  | N/A     | $31229106.00       | $59616.91          | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $2646062.00        | $304120.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $1498184.00        | $1487954.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.0000%  | N/A     | $59171.00          | $38711.89          | Agency Mortgage-Backed Securities         |
| FHLMC_5508B                                          | 2055-02-25      | 1.2381%  | N/A     | $88811400.00       | $1317143.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $5450.00           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $988.74            | Agency Mortgage-Backed Securities         |
| GNMA_25-118E                                         | 2055-07-20      | 2.2771%  | N/A     | $31809822.00       | $1426498.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $187.37            | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                         | 2053-12-20      | 3.3771%  | N/A     | $762202.00         | $23341.17          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.8105%  | N/A     | $136500000.00      | $974246.87         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671248.00       | $1880415.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                          | 2055-04-20      | 1.5071%  | N/A     | $49900000.00       | $1630497.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1000.00           | $166.59            | Agency Mortgage-Backed Securities         |
| GNMA_25-5K                                           | 2055-01-20      | 1.4771%  | N/A     | $42173400.00       | $1674308.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                          | 2074-04-20      | 0.8330%  | N/A     | $50000000.00       | $2838219.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1000.00           | $55.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-M50    | 2030-10-25      | 1.2000%  | N/A     | $5000.00           | $3840.11           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 3.0000%  | N/A     | $4604488.00        | $497374.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.0000%  | N/A     | $1001.00           | $743.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 6.5000%  | N/A     | $155982.00         | $27705.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $847.22            | Agency Mortgage-Backed Securities         |
| FNMA_10-113B                                         | 2040-10-25      | 2.8236%  | N/A     | $32968824.00       | $52155.98          | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5105%  | N/A     | $79415041.00       | $7069524.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-08-01      | 6.5000%  | N/A     | $1040.00           | $11.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-11-01      | 6.5000%  | N/A     | $1000.00           | $11.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-04-20      | 5.6250%  | N/A     | $1000000.00        | $18992.01          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2032-12-31      | 3.8750%  | N/A     | $6300200.00        | $6258013.72        | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 5.5000%  | N/A     | $271689.00         | $205080.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $808.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-20      | 5.3530%  | N/A     | $337800.00         | $76023.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $867.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $282.70            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2034-07-15      | 1.8750%  | N/A     | $46520400.00       | $48562206.13       | U.S. Treasuries (including strips)        |
| FANNIEMAE-ACES FNA_18-M13                            | 2030-09-25      | 3.7540%  | N/A     | $2590.00           | $1760.09           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $663.05            | Agency Mortgage-Backed Securities         |
| FNMA_25-112B                                         | 2055-01-25      | 0.0200%  | N/A     | $123135.00         | $56.71             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $797.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 5.5000%  | N/A     | $1000.00           | $91.11             | Agency Mortgage-Backed Securities         |
| GNMA_25-146D                                         | 2053-04-20      | 2.5271%  | N/A     | $95793666.00       | $5499838.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $675.62            | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $31375184.00       | $15029589.51       | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4381%  | N/A     | $100014.00         | $6581.59           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-10-20      | 5.1250%  | N/A     | $11874180.00       | $36213.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $935827.00         | $92155.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $852.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 4.5000%  | N/A     | $1000.00           | $215.41            | Agency Mortgage-Backed Securities         |
| FHLMC_5651A                                          | 2048-12-25      | 5.0000%  | N/A     | $13882413.00       | $2132139.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $712.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 6.0000%  | N/A     | $1000.00           | $106.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $538.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 6.0000%  | N/A     | $917179.00         | $119345.22         | Agency Mortgage-Backed Securities         |
| GNMA_25-118A                                         | 2055-07-20      | 7.9825%  | N/A     | $26204843.00       | $25797873.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $582923.00         | $38650.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-01-20      | 3.0000%  | N/A     | $1000.00           | $88.28             | Agency Mortgage-Backed Securities         |
| GNMA_24-H17D                                         | 2074-09-20      | 0.9599%  | N/A     | $73200000.00       | $5158692.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $165.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 4.5000%  | N/A     | $190999.00         | $17251.56          | Agency Mortgage-Backed Securities         |
| GNMA_12-106C                                         | 2042-09-20      | 4.4800%  | N/A     | $486374.00         | $10787.16          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 6.5000%  | N/A     | $1000.00           | $6.46              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1024.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.7500%  | N/A     | $2750000.00        | $23169.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $1000.00           | $146.97            | Agency Mortgage-Backed Securities         |
| GNR_23-66                                            | 2052-07-20      | 0.0000%  | N/A     | $4831365.00        | $2891051.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $149.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $521.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $763.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $951.19            | Agency Mortgage-Backed Securities         |
| GNMA_23-54K                                          | 2053-04-20      | 2.5271%  | N/A     | $30299593.00       | $1513670.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 6.5000%  | N/A     | $1000.00           | $92.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-12-20      | 5.1250%  | N/A     | $8236606.00        | $18566.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $1344.00           | $956.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $540.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $6624974.00        | $4202632.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 3.0000%  | N/A     | $80000.00          | $47647.15          | Agency Mortgage-Backed Securities         |
| GNMA_26-52B                                          | 2056-03-20      | 0.3278%  | N/A     | $100000000.00      | $1509315.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $121344.00         | $7.32              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.5000%  | N/A     | $1002.00           | $534.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $53.46             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $626.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $712.32            | Agency Mortgage-Backed Securities         |
| FHLMC_5092Q                                          | 2050-09-25      | 3.0000%  | N/A     | $23269999.00       | $2508099.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $444.57            | Agency Mortgage-Backed Securities         |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106890.00         | $8.01              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-05-01      | 5.0000%  | N/A     | $1002.00           | $24.56             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.5000%  | N/A     | $1000.00           | $87.30             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 5.0000%  | N/A     | $1004.00           | $74.17             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 5.1250%  | N/A     | $1616489.00        | $52575.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $683.74            | Agency Mortgage-Backed Securities         |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $3881308.00        | $139948.57         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                           | 2039-07-25      | 2.9440%  | N/A     | $4646.00           | $229.83            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.0000%  | N/A     | $337800.00         | $182367.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $24405.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 6.0000%  | N/A     | $10037568.00       | $5489021.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $996801.00         | $42108.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-11-20      | 5.1250%  | N/A     | $371537.00         | $13139.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 6.0000%  | N/A     | $207000.00         | $26167.48          | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 3.4271%  | N/A     | $14514208.00       | $714577.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $912.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $84.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $697.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $705.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 3.0000%  | N/A     | $1000.00           | $629.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 6.0000%  | N/A     | $1000.00           | $100.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.5000%  | N/A     | $232386.00         | $21791.55          | Agency Mortgage-Backed Securities         |
| FNMA_26-3B                                           | 2048-04-25      | 4.5000%  | N/A     | $1024.00           | $1000.53           | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 2.4236%  | N/A     | $8972200.00        | $227993.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 2.5000%  | N/A     | $202930.00         | $33129.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 5.1250%  | N/A     | $2175000.00        | $46825.82          | Agency Mortgage-Backed Securities         |
| FNMA_25-9A                                           | 2055-03-25      | 2.1381%  | N/A     | $100038.00         | $7458.68           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $963.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $731.96            | Agency Mortgage-Backed Securities         |
| FNMA_11-41                                           | 2041-05-25      | 2.8036%  | N/A     | $31387088.00       | $74234.68          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 7.0000%  | N/A     | $1000.00           | $7.34              | Agency Mortgage-Backed Securities         |
| GNMA_21-155N                                         | 2051-07-20      | 2.5105%  | N/A     | $8391360.00        | $733914.70         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $690.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $74.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-11-20      | 3.0000%  | N/A     | $9454.00           | $1251.27           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2030-02-28      | 4.0000%  | N/A     | $1000.00           | $1005.83           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-04-20      | 6.5000%  | N/A     | $121653.00         | $11498.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $98000.00          | $13723.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $1000.00           | $81.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 3.0000%  | N/A     | $34000.00          | $12048.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1047.00           | $1029.69           | Agency Mortgage-Backed Securities         |
| GNMA_21-215B                                         | 2051-12-20      | 3.0000%  | N/A     | $5642704.00        | $371383.35         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $4678510.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 6.0000%  | N/A     | $1158.00           | $903.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $2048.00           | $1414.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-05-01      | 5.5000%  | N/A     | $1032.00           | $8.48              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $194.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 5.9520%  | N/A     | $5700075.00        | $936820.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $239.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $99000.00          | $20897.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $156306.72         | Agency Mortgage-Backed Securities         |
| GNMA_24-134G                                         | 2053-08-20      | 2.8271%  | N/A     | $115248996.00      | $3564578.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144B                                          | 2051-09-25      | 2.5000%  | N/A     | $47934119.00       | $3546859.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.5000%  | N/A     | $4198989.00        | $203205.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $982.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-04-01      | 3.5000%  | N/A     | $1000.00           | $128.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $599.27            | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                          | 2055-04-25      | 2.3381%  | N/A     | $22114797.00       | $998323.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $622.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $55.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1011.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $254.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $916.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1004.00           | $160.73            | Agency Mortgage-Backed Securities         |
| FHR_5148                                             | 2049-06-25      | 2.0000%  | N/A     | $3100000.00        | $302517.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $965.15            | Agency Mortgage-Backed Securities         |
| FNSTR_440                                            | 2053-11-25      | 5.5000%  | N/A     | $101000.00         | $16510.89          | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 1.3021%  | N/A     | $25850465.00       | $99886.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $255.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 6.2500%  | N/A     | $966663.00         | $7151.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $1000.31           | Agency Mortgage-Backed Securities         |
| GNMA_20-11C                                          | 2048-10-20      | 1.1701%  | N/A     | $2509218.00        | $15089.69          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $790539.00         | $83988.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $998.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $575.25            | Agency Mortgage-Backed Securities         |
| GNMA_25-82A                                          | 2065-05-20      | 1.2771%  | N/A     | $85482633.00       | $1482577.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $906.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $130.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.0000%  | N/A     | $1007.00           | $966.67            | Agency Mortgage-Backed Securities         |
| FNSTR_429                                            | 2051-09-25      | 2.0000%  | N/A     | $1149975.00        | $124565.38         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.7105%  | N/A     | $13891689.00       | $55401.52          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $989.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $967.01            | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $10276534.00       | $5132206.29        | Agency Collateralized Mortgage Obligation |
| FHSTR_33                                             | 2037-10-15      | 2.1103%  | N/A     | $157161.00         | $493.95            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.8107%  | N/A     | $58260358.00       | $3097942.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 4.5000%  | N/A     | $694550.00         | $51018.29          | Agency Mortgage-Backed Securities         |
| GNMA_14-69                                           | 2037-09-20      | 1.3896%  | N/A     | $104785743.00      | $276727.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 0.9830%  | N/A     | $27792320.00       | $1947847.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1311241.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-03-01      | 5.4050%  | N/A     | $7335449.00        | $3643424.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $841.47            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2031-07-31      | 4.1250%  | N/A     | $100.00            | $101.16            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 6.0000%  | N/A     | $284830.00         | $33969.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $2024.00           | $1408.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 5.5000%  | N/A     | $3023450.00        | $228561.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $1000.00           | $117.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $17274210.00       | $120758.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.5000%  | N/A     | $2080.00           | $196.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.0000%  | N/A     | $2027.00           | $1857.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 5.7760%  | N/A     | $4416353.00        | $244707.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.5000%  | N/A     | $2599412.00        | $2043108.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.0000%  | N/A     | $53423936.00       | $38573472.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $135.37            | Agency Mortgage-Backed Securities         |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $617018.00         | $70382.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1725.95           | Agency Mortgage-Backed Securities         |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $388110.48         | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 2.1250%  | N/A     | $55713918.00       | $1607564.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.0000%  | N/A     | $1024.00           | $495.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $612.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $598.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $626.00            | Agency Mortgage-Backed Securities         |
| GNMA_24-144J                                         | 2054-01-20      | 2.0771%  | N/A     | $26966122.00       | $1167539.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.9576%  | N/A     | $21860066.00       | $1539501.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $664.79            | Agency Mortgage-Backed Securities         |
| FNMA_23-43D                                          | 2053-05-25      | 0.0000%  | N/A     | $4048591.00        | $1985362.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $425.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $453367.00         | $348635.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $122.17            | Agency Mortgage-Backed Securities         |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $5900001.00        | $668875.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 5.4550%  | N/A     | $731641.00         | $481684.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.0000%  | N/A     | $1624000.00        | $97244.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3920%  | N/A     | $1047071.00        | $847638.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $669.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1005.00           | $68.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 5.0000%  | N/A     | $84498.00          | $19737.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $778.30            | Agency Mortgage-Backed Securities         |
| GNMA_24-157B                                         | 2054-09-20      | 0.0500%  | N/A     | $49899915.00       | $60664.95          | Agency Collateralized Mortgage Obligation |

### Security 193: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBQ9
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  | N/A     | $65948300.00       | $61200058.11       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $522908285.53
- **C.18.a - Value (excl. sponsor support):** $522908285.53
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 1.8400%
- **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: A-1+; Fitch: F1+; Moody's: 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 195: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBH9
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $78100.00          | $73090.01          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $50000000.00       | $49210720.17       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $659744000.00      | $668214945.29      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $255094000.00      | $252029300.68      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $1200.00           | $1224.12           | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $276273700.00      | $276473690.10      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $154407000.00      | $129581938.18      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $1003200.00        | $949015.66         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $1000.00           | $987.67            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $59689100.00       | $60788702.11       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $7200.00           | $7501.47           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $324529200.00      | $331934439.24      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $83323700.00       | $83487873.33       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $153954600.00      | $155643687.80      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $211590000.00      | $209821408.03      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $24593200.00       | $22933605.07       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $721844800.00      | $746631356.03      | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $9000.00           | $9075.53           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $57367800.00       | $56349950.38       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $16701000.00       | $12808273.16       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $2921000.00        | $2988446.76        | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $11845600.00       | $10719452.36       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $14118000.00       | $12347522.23       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $98400000.00       | $72477803.01       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $200.00            | $183.37            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $100.00            | $89.78             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $25096100.00       | $23777807.14       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $200.00            | $208.91            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $900.00            | $869.38            | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $52.71             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $50000900.00       | $47544755.79       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $248600000.00      | $249439027.75      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $680123000.00      | $686393268.12      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $25290000.00       | $25046154.94       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $398737900.00      | $402313373.94      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.43             | U.S. Treasuries (including strips) |

### Security 196: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287480314.76
- **C.18.a - Value (excl. sponsor support):** $287480314.76
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ1VECQ8
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: 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 TREASURY | 2055-02-15      | 4.6250%  | N/A     | $5312500.00        | $5100008.22        | U.S. Treasuries (including strips) |

### Security 198: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230568548.48
- **C.18.a - Value (excl. sponsor support):** $230568548.48
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 199: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEB89
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $400000.00         | $418325.98         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $10263100.00       | $10044936.72       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $149596100.00      | $150357868.96      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $41900000.00       | $41243916.84       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $5290000.00        | $5308904.06        | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $1287000.00        | $898747.89         | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $49015900.00       | $49777030.54       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $1100.00           | $886.95            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.8134%  | N/A     | $900.00            | $906.45            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $379392900.00      | $387845201.58      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $4032300.00        | $3989197.45        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $300.00            | $201.05            | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $366300.00         | $271042.00         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $37496500.00       | $39181042.01       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $1989200.00        | $2006225.97        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $100.00            | $105.93            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $100001900.00      | $55597576.22       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $32301500.00       | $31876588.76       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $35878300.00       | $36541482.58       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $705000.00         | $584634.88         | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $53800.00          | $54881.40          | U.S. Treasuries (including strips) |

### Security 200: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437800884.36
- **C.18.a - Value (excl. sponsor support):** $437800884.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ1VECC9
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $215141600.00      | $216739605.61      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | N/A     | $63076800.00       | $61383546.87       | U.S. Treasuries (including strips) |
| BILL 07/21/26    | 2026-07-21      | 0.0000%  | N/A     | $24049000.00       | $23778448.75       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $4260100.00        | $3437078.83        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $6664500.00        | $6334931.38        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $13964100.00       | $13650186.26       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $1300.00           | $1228.63           | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $41987100.00       | $31061611.89       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $13812900.00       | $12961026.55       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $7174000.00        | $7295902.22        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | N/A     | $16119000.00       | $16056472.44       | U.S. Treasuries (including strips) |

### Security 202: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYJ1VEAF4
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_10-142                                                | 2040-07-25      | 4.1764%  | N/A     | $125000.00         | $2984.06           | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                | 2043-03-25      | 2.3236%  | N/A     | $13066000.00       | $203759.01         | Agency Collateralized Mortgage Obligation |
| GNMA_16-153D                                               | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $306579.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42           | 2055-06-25      | 5.1619%  | N/A     | $734000.00         | $541816.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                 | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3172191.07        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M5                                 | 2029-02-25      | 3.2730%  | N/A     | $24500000.00       | $21154833.51       | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                    | 2030-10-25      | 2.7409%  | N/A     | $4357000.00        | $466456.54         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M1                                 | 2028-09-25      | 3.5604%  | N/A     | $19000000.00       | $13245161.61       | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_18-M4                                  | 2028-03-25      | 3.0670%  | N/A     | $1469000.00        | $874944.31         | Agency Collateralized Mortgage Obligation |
| FNMA_25-45A                                                | 2055-06-25      | 1.3881%  | N/A     | $222035474.00      | $6987596.79        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                 | 2054-09-25      | 1.4381%  | N/A     | $101000000.00      | $1678321.64        | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2067-01-16      | 4.5000%  | N/A     | $17579229.00       | $17377806.20       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K098        | 2029-04-25      | 2.0460%  | N/A     | $1050000.00        | $588305.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5649C                                                | 2056-04-25      | 4.5000%  | N/A     | $40843573.00       | $39747944.16       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2A                                                 | 2056-01-20      | 1.1271%  | N/A     | $123000000.00      | $2661738.70        | Agency Collateralized Mortgage Obligation |
| FNMA_02-74                                                 | 2032-11-25      | 4.2264%  | N/A     | $8400000.00        | $1668.15           | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                 | 2044-11-25      | 2.3236%  | N/A     | $100000000.00      | $743124.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M4           | 2032-09-25      | 3.7670%  | N/A     | $1300000.00        | $1257195.12        | Agency Collateralized Mortgage Obligation |
| GNMA_18-91A                                                | 2048-07-20      | 3.5000%  | N/A     | $7621064.00        | $8572722.27        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M7                                 | 2029-04-25      | 3.1430%  | N/A     | $27000000.00       | $19846149.27       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                      | 2036-09-25      | 4.3464%  | N/A     | $18691166.00       | $25502.58          | Agency Collateralized Mortgage Obligation |
| FHLMC_5606C                                                | 2055-12-25      | 1.1381%  | N/A     | $40426519.00       | $1033734.90        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                     | 2051-10-25      | 3.0000%  | N/A     | $11222368.00       | $1105076.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122J                                               | 2047-11-20      | 4.5000%  | N/A     | $95377161.00       | $9864879.00        | Agency Collateralized Mortgage Obligation |
| FHMS_K522                                                  | 2029-05-25      | 4.8030%  | N/A     | $60445000.00       | $59964175.03       | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                 | 2055-02-25      | 5.6619%  | N/A     | $4850000.00        | $3460911.49        | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                 | 2060-09-16      | 0.2500%  | N/A     | $17039936.00       | $417739.70         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                  | 2049-06-25      | 3.5646%  | N/A     | $6549068.00        | $1198777.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2            | 2055-02-25      | 5.1119%  | N/A     | $2034006.00        | $1609815.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                | 2049-08-25      | 2.2736%  | N/A     | $28287714.00       | $772875.43         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47N                                                | 2056-03-20      | 4.5000%  | N/A     | $9953796.00        | $9661881.03        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5539                                     | 2055-05-25      | 5.1619%  | N/A     | $1049000.00        | $750988.83         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5479                                     | 2054-12-25      | 5.0619%  | N/A     | $789000.00         | $433230.75         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                                | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6095323.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_2395D                                                | 2029-05-15      | 4.3867%  | N/A     | $15000000.00       | $9449.80           | Agency Collateralized Mortgage Obligation |
| FNMA_12-46F                                                | 2027-05-25      | 4.5000%  | N/A     | $89800901.00       | $2.33              | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                | 2043-02-25      | 2.1736%  | N/A     | $123256386.00      | $2174193.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508          | 2055-02-25      | 5.2619%  | N/A     | $1155000.00        | $721552.70         | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                 | 2066-11-16      | 0.2500%  | N/A     | $9246477.00        | $281216.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95           | 2054-12-25      | 5.0619%  | N/A     | $316000.00         | $226687.31         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30E                                                | 2056-02-20      | 1.9671%  | N/A     | $116613500.00      | $4817179.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                | 2051-09-25      | 2.1881%  | N/A     | $17311159.00       | $1041271.48        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                  | 2047-11-25      | 2.4815%  | N/A     | $2992000.00        | $107526.22         | Agency Collateralized Mortgage Obligation |
| FNMA_25-83B                                                | 2055-10-25      | 1.0381%  | N/A     | $85083933.00       | $2578328.55        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                     | 2036-12-25      | 3.4236%  | N/A     | $125000000.00      | $190007.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                                | 2055-12-25      | 1.1381%  | N/A     | $50000000.00       | $1669318.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1355568.10        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2B                                                 | 2056-01-20      | 4.5000%  | N/A     | $2685402.00        | $2319921.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33        | 2046-05-16      | 1.7440%  | N/A     | $500000.00         | $77862.24          | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                                | 2049-07-15      | 2.2133%  | N/A     | $66465405.00       | $6302105.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47C                                                | 2056-03-20      | 5.5000%  | N/A     | $1005750.00        | $925675.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                | 2066-02-16      | 0.9475%  | N/A     | $96176688.00       | $7871052.03        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091        | 2029-03-25      | 3.5050%  | N/A     | $25000000.00       | $24621970.83       | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2058-11-16      | 1.0000%  | N/A     | $2500000.00        | $95808.34          | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                 | 2041-04-15      | 2.8133%  | N/A     | $74504333.00       | $138521.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $43444.50          | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                | 2042-04-15      | 2.6633%  | N/A     | $62000000.00       | $239676.54         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                           | 2045-01-25      | 2.0810%  | N/A     | $4474000.00        | $77288.30          | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                                 | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $685125.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_4623D                                                | 2046-10-15      | 2.2633%  | N/A     | $20715144.00       | $463036.85         | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                | 2053-11-25      | 2.2881%  | N/A     | $74472971.00       | $2420921.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2105729.76        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K170        | 2035-02-25      | 5.0000%  | N/A     | $8000000.00        | $8252061.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J          | 2055-05-25      | 5.2619%  | N/A     | $1564000.00        | $1113401.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                                 | 2049-12-25      | 2.2736%  | N/A     | $345612857.00      | $10308407.12       | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                 | 2042-08-25      | 4.2764%  | N/A     | $150000.00         | $14027.94          | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                | 2050-07-25      | 2.3236%  | N/A     | $29142400.00       | $1953543.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                | 2050-03-25      | 2.2736%  | N/A     | $16977500.00       | $538257.92         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30P                                                | 2056-02-20      | 1.4271%  | N/A     | $106301607.00      | $4184346.07        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22B                                                | 2056-04-25      | 1.3278%  | N/A     | $210371335.00      | $6503481.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_4818K                                                | 2048-04-15      | 2.4133%  | N/A     | $5000000.00        | $77902.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1619%  | N/A     | $789000.00         | $581303.11         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47D                                                | 2039-01-20      | 4.5000%  | N/A     | $14533399.00       | $14447056.08       | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                 | 2046-07-25      | 2.2236%  | N/A     | $20000000.00       | $554699.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                | 2046-11-15      | 2.2133%  | N/A     | $107147046.00      | $3865678.64        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47B                                                | 2039-01-20      | 4.5000%  | N/A     | $18686464.00       | $18575447.72       | Agency Collateralized Mortgage Obligation |
| FHLMC_5649A                                                | 2056-04-25      | 1.2781%  | N/A     | $300000000.00      | $8853305.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                 | 2042-06-15      | 2.7633%  | N/A     | $88571428.00       | $733225.09         | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                 | 2041-10-25      | 4.5000%  | N/A     | $37388000.00       | $178213.39         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47B                                                | 2056-03-20      | 4.6182%  | N/A     | $31722689.00       | $31534101.52       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                                | 2056-02-20      | 2.0271%  | N/A     | $150000000.00      | $10112805.35       | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                                 | 2052-03-25      | 5.0000%  | N/A     | $6000000.00        | $3880067.58        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47F                                                | 2056-03-20      | 3.1311%  | N/A     | $25000000.00       | $3463768.20        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                     | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $6822293.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19E                                                | 2051-02-20      | 2.5000%  | N/A     | $29775000.00       | $3230930.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2055-07-25      | 4.5000%  | N/A     | $9700000.00        | $9385826.88        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M2                                 | 2028-11-25      | 3.6460%  | N/A     | $23500000.00       | $17338105.13       | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                                | 2055-05-25      | 2.1381%  | N/A     | $100000000.00      | $2889300.76        | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                 | 2042-03-25      | 2.1736%  | N/A     | $85000000.00       | $633363.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                                | 2054-08-25      | 3.3681%  | N/A     | $98318962.00       | $3984658.86        | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                | 2044-06-25      | 2.4236%  | N/A     | $32328000.00       | $213536.02         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K163        | 2034-03-25      | 5.0000%  | N/A     | $15000000.00       | $15486039.99       | Agency Collateralized Mortgage Obligation |
| FNMA_98-46                                                 | 2028-05-18      | 4.2830%  | N/A     | $150000000.00      | $21628.77          | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                               | 2053-12-20      | 4.5000%  | N/A     | $12600000.00       | $12398781.75       | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3776773.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $899589.99         | Agency Collateralized Mortgage Obligation |
| GNMA_17-95A                                                | 2046-08-20      | 4.0000%  | N/A     | $3048210.00        | $65449.56          | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                | 2054-08-25      | 1.3681%  | N/A     | $70000000.00       | $1580760.22        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30C                                                | 2056-02-20      | 4.5000%  | N/A     | $11995956.00       | $11764429.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22        | 2045-02-20      | 1.8105%  | N/A     | $27000000.00       | $650532.25         | Agency Collateralized Mortgage Obligation |
| FNMA_26-13B                                                | 2056-03-25      | 4.0000%  | N/A     | $5468352.00        | $4445553.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606H                                                | 2055-12-25      | 1.1381%  | N/A     | $50000000.00       | $1282704.09        | Agency Collateralized Mortgage Obligation |
| GNMA_21-132                                                | 2063-04-16      | 1.7500%  | N/A     | $1500000.00        | $877129.82         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                | 2042-11-25      | 2.3736%  | N/A     | $29250000.00       | $427623.62         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30K                                                | 2066-02-20      | 1.3271%  | N/A     | $68293333.00       | $2217138.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_2449                                                 | 2032-03-15      | 4.4367%  | N/A     | $35000000.00       | $33671.25          | Agency Collateralized Mortgage Obligation |
| FNMA_26-8                                                  | 2056-02-25      | 0.0500%  | N/A     | $54174289.00       | $56751.28          | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2056-01-25      | 4.5000%  | N/A     | $232476.00         | $194030.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4753L                                                | 2048-02-15      | 2.4133%  | N/A     | $20000000.00       | $521967.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                           | 2051-07-16      | 3.7374%  | N/A     | $2200230.00        | $568618.84         | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                                | 2055-11-25      | 1.7281%  | N/A     | $50000000.00       | $2293260.97        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2F                                                 | 2066-01-20      | 1.3771%  | N/A     | $70000000.00       | $1877809.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_40 19                                                | 2041-12-15      | 4.5000%  | N/A     | $87085000.00       | $171949.34         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47K                                                | 2056-03-20      | 9.4543%  | N/A     | $5000000.00        | $5559104.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                | 2048-03-15      | 2.4133%  | N/A     | $25941382.00       | $385738.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1619%  | N/A     | $1054000.00        | $768584.59         | Agency Collateralized Mortgage Obligation |
| FNMA_05-45E                                                | 2035-06-25      | 5.0000%  | N/A     | $6499030.00        | $443015.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42           | 2055-06-25      | 5.2119%  | N/A     | $1320000.00        | $1008991.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_3531                                                 | 2039-05-15      | 4.4867%  | N/A     | $1745000.00        | $20674.62          | Agency Collateralized Mortgage Obligation |
| GNMA_26-47E                                                | 2056-03-20      | 2.0178%  | N/A     | $100000000.00      | $6760654.10        | Agency Collateralized Mortgage Obligation |
| FNMA_25-70C                                                | 2055-09-25      | 5.0619%  | N/A     | $1400000.00        | $1298319.25        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167P                                               | 2050-11-20      | 3.5000%  | N/A     | $44016000.00       | $3497377.59        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                                | 2056-02-20      | 1.4271%  | N/A     | $200000000.00      | $10423219.70       | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                                | 2041-10-20      | 2.3105%  | N/A     | $72589000.00       | $602274.27         | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                                  | 2053-09-25      | 5.0119%  | N/A     | $50000000.00       | $28791155.68       | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                | 2044-03-25      | 2.1736%  | N/A     | $43898226.00       | $1136263.90        | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                | 2047-05-25      | 2.3236%  | N/A     | $141990914.00      | $2530947.66        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2048-05-25      | 2.3236%  | N/A     | $82712887.00       | $7727763.04        | Agency Collateralized Mortgage Obligation |
| FNMA_25-52F                                                | 2051-09-25      | 5.0000%  | N/A     | $1525000.00        | $1313783.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $17271.83          | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                               | 2055-12-20      | 0.3271%  | N/A     | $270000000.00      | $2326453.41        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-93                                      | 2054-12-25      | 5.1619%  | N/A     | $5500000.00        | $3283173.55        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30C                                                | 2056-02-20      | 2.5771%  | N/A     | $55983823.00       | $4948563.07        | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                | 2050-03-25      | 2.2736%  | N/A     | $110398000.00      | $3759917.20        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                | 2050-05-25      | 2.1736%  | N/A     | $11870512.00       | $495125.55         | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                                | 2054-07-25      | 1.5381%  | N/A     | $30000000.00       | $395008.39         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                 | 2056-01-20      | 2.4271%  | N/A     | $130000000.00      | $13142196.40       | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                                | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1127502.47        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                      | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1092475.40        | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $955965.95         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                | 2049-08-25      | 2.2236%  | N/A     | $52006853.00       | $4594089.85        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_17-M7                                   | 2027-02-25      | 2.9610%  | N/A     | $4394000.00        | $3184322.39        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                      | 2048-05-25      | 2.8276%  | N/A     | $3000000.00        | $637996.85         | Agency Collateralized Mortgage Obligation |
| FNMA_11-146                                                | 2042-01-25      | 2.2236%  | N/A     | $128376008.00      | $727009.06         | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                | 2050-01-25      | 2.1736%  | N/A     | $6305000.00        | $307944.45         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                | 2049-09-25      | 2.2736%  | N/A     | $70650117.00       | $6749738.11        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K124        | 2030-12-25      | 1.6580%  | N/A     | $500000.00         | $445774.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $22218.94          | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                | 2052-02-25      | 5.0000%  | N/A     | $8075000.00        | $5257746.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                | 2049-02-15      | 2.8133%  | N/A     | $26168899.00       | $663318.28         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30H                                                | 2056-02-20      | 1.3671%  | N/A     | $350000000.00      | $16922130.93       | Agency Collateralized Mortgage Obligation |
| FHLMC_5386C                                                | 2054-03-25      | 4.9119%  | N/A     | $2289000.00        | $1293405.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196A                                               | 2055-11-20      | 0.0500%  | N/A     | $50000000.00       | $42790.67          | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                 | 2045-11-25      | 2.4736%  | N/A     | $24418550.00       | $307136.64         | Agency Collateralized Mortgage Obligation |
| GNMA_23-31                                                 | 2057-02-16      | 3.6000%  | N/A     | $32000000.00       | $28359611.97       | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                | 2049-03-25      | 2.1736%  | N/A     | $50544901.00       | $4084259.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                                 | 2042-01-15      | 2.6883%  | N/A     | $119039665.00      | $848298.10         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30B                                                | 2056-02-20      | 1.9771%  | N/A     | $124759844.00      | $12406070.96       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                     | 2045-05-25      | 1.8236%  | N/A     | $41575000.00       | $313754.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4906F                                                | 2049-09-25      | 2.2736%  | N/A     | $550000.00         | $18480.77          | Agency Collateralized Mortgage Obligation |
| FNMA_12-30N                                                | 2041-04-25      | 4.5000%  | N/A     | $44297665.00       | $25447.09          | Agency Collateralized Mortgage Obligation |
| FHLMC_40 10                                                | 2042-01-15      | 4.5000%  | N/A     | $22049000.00       | $77317.48          | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                                 | 2054-09-25      | 4.8319%  | N/A     | $2345000.00        | $1536627.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18689.87          | Agency Collateralized Mortgage Obligation |
| FNMA_22-10                                                 | 2040-05-25      | 2.2500%  | N/A     | $250000.00         | $125704.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_3232                                                 | 2036-10-15      | 4.2367%  | N/A     | $750000.00         | $4919.16           | Agency Collateralized Mortgage Obligation |
| FHLMC_2314                                                 | 2029-06-15      | 4.1867%  | N/A     | $15000000.00       | $7982.89           | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                                | 2055-03-25      | 1.5181%  | N/A     | $99799291.00       | $2420152.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $601453.35         | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                | 2045-05-25      | 1.8236%  | N/A     | $85000000.00       | $1065890.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $41903.23          | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $661407.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                | 2047-06-15      | 2.2133%  | N/A     | $62164503.00       | $3218630.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220       | 2064-10-16      | 3.0000%  | N/A     | $200000.00         | $142839.00         | Agency Collateralized Mortgage Obligation |
| FNMA_03-7                                                  | 2033-02-25      | 4.5264%  | N/A     | $14725164.00       | $24050.92          | Agency Collateralized Mortgage Obligation |
| FHLMC_5536A                                                | 2055-04-25      | 4.9619%  | N/A     | $29922383.00       | $26081593.94       | Agency Collateralized Mortgage Obligation |
| FNMA_26-22C                                                | 2056-04-25      | 1.2278%  | N/A     | $217184174.00      | $8870806.87        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                     | 2040-12-15      | 2.7133%  | N/A     | $46000000.00       | $227722.25         | Agency Collateralized Mortgage Obligation |
| FNMA_04-91B                                                | 2034-12-25      | 4.1264%  | N/A     | $700000.00         | $4274.10           | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $321367.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                | 2050-02-25      | 2.2736%  | N/A     | $136016008.00      | $3748181.81        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083         | 2028-09-25      | 4.0500%  | N/A     | $4120000.00        | $4120304.88        | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                | 2049-11-25      | 2.2236%  | N/A     | $32999250.00       | $1109148.40        | Agency Collateralized Mortgage Obligation |
| FNMA_23-28D                                                | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3819017.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                | 2049-07-15      | 2.3133%  | N/A     | $56459014.00       | $1143588.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                | 2041-04-15      | 2.7633%  | N/A     | $21899370.00       | $272723.96         | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                | 2048-06-25      | 2.4236%  | N/A     | $80378666.00       | $1360250.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                               | 2045-01-15      | 2.2633%  | N/A     | $52600000.00       | $904933.60         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47B                                                | 2056-03-20      | 1.3818%  | N/A     | $106722689.00      | $5882790.58        | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                 | 2042-08-25      | 2.2936%  | N/A     | $68500000.00       | $277412.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5632C                                                | 2056-02-25      | 0.0500%  | N/A     | $36321660.00       | $50346.34          | Agency Collateralized Mortgage Obligation |
| FHLK_15-20                                                 | 2036-02-25      | 2.4380%  | N/A     | $250000.00         | $206526.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                               | 2055-12-20      | 1.7771%  | N/A     | $100000000.00      | $4689355.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                | 2055-02-25      | 1.8749%  | N/A     | $132000000.00      | $3027063.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639E                                                | 2056-03-25      | 0.7381%  | N/A     | $80000000.00       | $1840307.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                | 2049-12-25      | 2.2236%  | N/A     | $46553866.00       | $2039061.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1427519.19        | Agency Collateralized Mortgage Obligation |
| FNMA_12-58B                                                | 2042-06-25      | 4.2764%  | N/A     | $30284159.00       | $1130333.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $129642.28         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                      | 2049-06-25      | 2.2736%  | N/A     | $118240000.00      | $3712526.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4257G                                                | 2028-10-15      | 4.5000%  | N/A     | $21404100.00       | $87.84             | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                                | 2049-09-25      | 2.2736%  | N/A     | $64502160.00       | $5987458.22        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ45        | 2031-01-25      | 4.6600%  | N/A     | $7480000.00        | $7581446.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                                | 2055-08-25      | 1.4881%  | N/A     | $40625000.00       | $1346655.43        | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                 | 2055-02-25      | 1.4381%  | N/A     | $77000000.00       | $1464992.33        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_01-38                                      | 2031-08-25      | 4.2764%  | N/A     | $6000000.00        | $665.31            | Agency Collateralized Mortgage Obligation |
| FHLMC_5639C                                                | 2056-03-25      | 4.0000%  | N/A     | $12172820.00       | $9899537.75        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $93739.80          | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                | 2050-06-25      | 2.2236%  | N/A     | $88819952.00       | $8638631.08        | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                | 2040-10-25      | 2.2236%  | N/A     | $33422321.00       | $250927.22         | Agency Collateralized Mortgage Obligation |
| FNMA_03-33                                                 | 2033-05-25      | 4.5264%  | N/A     | $1125000.00        | $4157.35           | Agency Collateralized Mortgage Obligation |
| FHSTR_326                                                  | 2044-03-15      | 4.3367%  | N/A     | $1610000.00        | $186475.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-150                                                | 2062-07-16      | 1.4000%  | N/A     | $7000000.00        | $4699555.62        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                     | 2045-06-25      | 1.8170%  | N/A     | $53140421.00       | $478783.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                | 2045-09-25      | 4.5000%  | N/A     | $14103305.00       | $11785378.48       | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                 | 2039-03-15      | 2.2133%  | N/A     | $135757553.00      | $221554.60         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2B                                                 | 2049-03-20      | 4.5000%  | N/A     | $10741477.00       | $10569994.94       | Agency Collateralized Mortgage Obligation |
| GNMA_25-208E                                               | 2055-12-20      | 4.0000%  | N/A     | $500000.00         | $34120.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8           | 2033-04-25      | 4.4760%  | N/A     | $7660916.00        | $7679049.39        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014        | 2055-10-25      | 2.7354%  | N/A     | $4539000.00        | $557106.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617E                                                | 2050-02-25      | 2.2736%  | N/A     | $75167131.00       | $7742176.34        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                                | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1562524.55        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                 | 2045-06-25      | 1.8436%  | N/A     | $59885082.00       | $655097.94         | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                               | 2055-01-25      | 2.8881%  | N/A     | $74500000.00       | $2553474.33        | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB78                                              | 2040-07-25      | 9.2123%  | N/A     | $37640345.00       | $20959954.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1619%  | N/A     | $789000.00         | $572329.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                | 2055-04-25      | 1.4381%  | N/A     | $31500000.00       | $952484.28         | Agency Collateralized Mortgage Obligation |
| FNMA_26-4A                                                 | 2053-08-25      | 4.5000%  | N/A     | $24290000.00       | $23745919.53       | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                                | 2052-04-25      | 5.0000%  | N/A     | $5105000.00        | $3069661.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                 | 2043-12-15      | 2.2133%  | N/A     | $14600000.00       | $83997.28          | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                | 2049-10-25      | 2.2736%  | N/A     | $36516371.00       | $853327.85         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                      | 2036-08-25      | 4.1764%  | N/A     | $4769000.00        | $92656.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                                | 2055-12-25      | 1.0881%  | N/A     | $215250018.00      | $6931134.50        | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                              | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $20744762.57       | Agency Collateralized Mortgage Obligation |
| FHLMC_4321C                                                | 2044-03-15      | 3.0000%  | N/A     | $9218577.00        | $11955783.68       | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B                                                | 2056-04-25      | 0.3278%  | N/A     | $50000000.00       | $799081.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-196J                                               | 2055-11-20      | 4.5000%  | N/A     | $43402835.00       | $39698798.33       | Agency Collateralized Mortgage Obligation |
| FNMA_25-102E                                               | 2055-12-25      | 1.7881%  | N/A     | $141430551.00      | $6831802.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                | 2050-05-25      | 2.2236%  | N/A     | $16666666.00       | $709065.50         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2C                                                 | 2056-01-20      | 2.0071%  | N/A     | $222241687.00      | $14157740.48       | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2067-01-16      | 4.5000%  | N/A     | $1196685.00        | $1062486.35        | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                | 2048-08-25      | 1.9236%  | N/A     | $23967000.00       | $442466.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228J                                                | 2047-01-25      | 2.2209%  | N/A     | $300000.00         | $19182.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_4990G                                                | 2050-07-25      | 2.3236%  | N/A     | $20581257.00       | $992772.90         | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                                 | 2048-01-20      | 4.5000%  | N/A     | $39141711.00       | $2776015.12        | Agency Collateralized Mortgage Obligation |
| FNMA_16-106A                                               | 2047-01-25      | 2.2236%  | N/A     | $26845225.00       | $625859.24         | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2058-11-16      | 4.0000%  | N/A     | $1000000.00        | $979400.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                | 2045-09-25      | 4.5000%  | N/A     | $1870167.00        | $1718505.49        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59A                                                | 2048-02-20      | 2.3105%  | N/A     | $96097941.00       | $2440895.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639F                                                | 2052-01-25      | 4.5000%  | N/A     | $6548000.00        | $6464433.68        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47A                                                | 2056-03-20      | 9.4776%  | N/A     | $9000000.00        | $9833786.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $195091.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482          | 2054-12-25      | 5.1619%  | N/A     | $1170377.00        | $1021501.44        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                | 2049-10-25      | 2.2236%  | N/A     | $54205919.00       | $3919605.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606F                                                | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $26117.55          | Agency Collateralized Mortgage Obligation |
| GNMA_22-212                                                | 2046-09-20      | 5.0000%  | N/A     | $10000000.00       | $10106146.67       | Agency Collateralized Mortgage Obligation |
| FHLMC_5565D                                                | 2055-08-25      | 4.8119%  | N/A     | $1000000.00        | $874892.29         | Agency Collateralized Mortgage Obligation |
| FNMA_12-40G                                                | 2032-04-25      | 4.5000%  | N/A     | $41753556.00       | $91737.97          | Agency Collateralized Mortgage Obligation |
| FNMA_26-22C                                                | 2056-04-25      | 0.2000%  | N/A     | $25000000.00       | $128233.33         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                | 2045-06-25      | 1.8236%  | N/A     | $160000000.00      | $1185923.36        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE REMICS FNMA_24-96                               | 2054-12-25      | 5.0619%  | N/A     | $2430000.00        | $1446637.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $405305.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1023204.34        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                 | 2048-02-25      | 2.3736%  | N/A     | $50000000.00       | $677620.85         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                 | 2046-10-25      | 2.2236%  | N/A     | $18582352.00       | $554321.52         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                                     | 2042-09-25      | 4.1764%  | N/A     | $226474.00         | $21070.94          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104       | 2047-02-25      | 1.8937%  | N/A     | $7599992.00        | $503796.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5632B                                                | 2056-02-25      | 1.3881%  | N/A     | $107483620.00      | $3999413.81        | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                | 2046-08-25      | 2.2236%  | N/A     | $38400349.00       | $1246686.24        | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                                | 2042-11-25      | 1.0063%  | N/A     | $4820101.00        | $1420027.99        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                     | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $89909.58          | Agency Collateralized Mortgage Obligation |
| FHLMC_5596C                                                | 2055-11-25      | 1.1381%  | N/A     | $61000000.00       | $1887955.34        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102A                                               | 2055-12-25      | 4.5000%  | N/A     | $1691000.00        | $1434838.87        | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                 | 2049-07-25      | 2.2736%  | N/A     | $14527000.00       | $526468.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                | 2048-02-15      | 2.3633%  | N/A     | $11000000.00       | $272916.71         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5483                                     | 2054-07-01      | 4.9619%  | N/A     | $5930000.00        | $4199417.81        | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                                 | 2060-09-16      | 0.2500%  | N/A     | $17039936.00       | $417739.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51        | 2054-03-20      | 4.6729%  | N/A     | $1713000.00        | $907766.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $24205.73          | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                | 2049-11-25      | 2.2736%  | N/A     | $33282680.00       | $1079042.13        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-66                                      | 2035-07-25      | 4.0264%  | N/A     | $2400000.00        | $7910.33           | Agency Collateralized Mortgage Obligation |
| FHLMC_2538                                                 | 2032-12-15      | 4.2367%  | N/A     | $57916989.00       | $75670.01          | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 0.6771%  | N/A     | $293000000.00      | $5661643.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                 | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $79244.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-13        | 2057-07-16      | 4.0000%  | N/A     | $10000000.00       | $9587129.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                 | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $910510.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4016                                                 | 2042-03-15      | 2.7133%  | N/A     | $120553652.00      | $676528.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                 | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $319852.34         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47G                                                | 2056-03-20      | 4.5000%  | N/A     | $21123716.00       | $19484346.65       | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                | 2049-11-25      | 2.2236%  | N/A     | $24148291.00       | $1290513.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                | 2049-12-25      | 2.2236%  | N/A     | $40777284.00       | $1388186.99        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                | 2042-10-25      | 2.3236%  | N/A     | $36714285.00       | $200337.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_K-S15                                                | 2033-08-25      | 5.2640%  | N/A     | $500000.00         | $515955.83         | Agency Collateralized Mortgage Obligation |
| FNMA_01-25A                                                | 2031-06-25      | 4.4764%  | N/A     | $1000000.00        | $2222.11           | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS-K1522 | 2035-11-25      | 1.9120%  | N/A     | $4300000.00        | $3425903.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                | 2050-08-25      | 2.3236%  | N/A     | $4500000.00        | $257443.61         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66B                                                | 2047-09-25      | 4.1264%  | N/A     | $3500000.00        | $1031144.31        | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2067-01-16      | 0.6509%  | N/A     | $217034628.00      | $14223020.13       | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2067-01-16      | 4.5000%  | N/A     | $18482522.00       | $18491393.61       | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                               | 2055-12-25      | 1.7881%  | N/A     | $164996762.00      | $7810097.55        | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                | 2049-12-25      | 2.2236%  | N/A     | $4500000.00        | $135538.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_4942G                                                | 2050-01-25      | 2.2236%  | N/A     | $23332918.00       | $858269.06         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                                | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $203102.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050          | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $169730.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18           | 2054-08-25      | 5.0619%  | N/A     | $564000.00         | $391531.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-221                                                | 2067-09-16      | 0.9580%  | N/A     | $109198355.00      | $8869838.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                 | 2040-11-15      | 2.8133%  | N/A     | $21863608.00       | $237068.29         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3621                                     | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $931189.39         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4790                                     | 2043-10-15      | 3.9767%  | N/A     | $700000.00         | $201723.55         | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                                | 2042-11-25      | 1.0063%  | N/A     | $2724659.00        | $743868.92         | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                | 2049-10-25      | 2.2236%  | N/A     | $22607858.00       | $473229.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2055-12-25      | 4.5000%  | N/A     | $2620000.00        | $2531157.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639E                                                | 2056-03-25      | 0.5881%  | N/A     | $15000000.00       | $297615.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                                | 2054-05-25      | 1.3381%  | N/A     | $50000000.00       | $1193485.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393A                                                | 2053-12-25      | 2.1381%  | N/A     | $65696903.00       | $2189812.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208B                                               | 2055-12-20      | 1.8271%  | N/A     | $100000000.00      | $6029102.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_3702                                                 | 2032-08-15      | 4.2367%  | N/A     | $790000.00         | $19159.81          | Agency Collateralized Mortgage Obligation |
| FHMS-K533                                                  | 2029-12-25      | 4.2300%  | N/A     | $23750000.00       | $23815906.25       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30J                                                | 2037-03-20      | 4.5000%  | N/A     | $7110147.00        | $6977570.16        | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                | 2041-12-25      | 2.1736%  | N/A     | $107252046.00      | $473452.41         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                | 2040-12-25      | 2.2236%  | N/A     | $50000000.00       | $247003.93         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                                 | 2056-01-20      | 1.3671%  | N/A     | $354945910.00      | $17765907.96       | Agency Collateralized Mortgage Obligation |
| FHLMC_4939C                                                | 2049-12-25      | 4.2764%  | N/A     | $5722509.00        | $1632472.97        | Agency Collateralized Mortgage Obligation |
| FNMA_19-38H                                                | 2049-07-25      | 4.2264%  | N/A     | $31967403.00       | $7019495.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                | 2042-07-15      | 2.9133%  | N/A     | $23218083.00       | $153564.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_3714                                                 | 2040-08-15      | 4.5000%  | N/A     | $3137193.00        | $4028955.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                                | 2055-08-25      | 2.1381%  | N/A     | $300000000.00      | $17131063.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5639H                                                | 2056-03-25      | 1.3381%  | N/A     | $100000000.00      | $2267871.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                | 2049-10-25      | 2.2736%  | N/A     | $37957596.00       | $678651.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                 | 2031-02-15      | 1.2786%  | N/A     | $6000000.00        | $1022172.18        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_K-164                           | 2034-05-25      | 5.0000%  | N/A     | $15000000.00       | $15483939.99       | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                 | 2045-05-25      | 1.8736%  | N/A     | $61902119.00       | $810426.37         | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                                | 2068-05-16      | 1.0424%  | N/A     | $217831233.00      | $20414879.23       | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2050-03-25      | 2.2236%  | N/A     | $27901889.00       | $2355495.29        | Agency Collateralized Mortgage Obligation |
| GNMA_13-29                                                 | 2045-10-16      | 1.7670%  | N/A     | $400000.00         | $10901.89          | Agency Collateralized Mortgage Obligation |
| FNMA_17-54                                                 | 2046-05-25      | 3.0000%  | N/A     | $9526000.00        | $2429034.22        | Agency Collateralized Mortgage Obligation |
| FNMA_02-4D                                                 | 2032-02-25      | 4.3264%  | N/A     | $3450000.00        | $2127.83           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_22-M13                                     | 2032-06-25      | 2.5860%  | N/A     | $1450000.00        | $1315219.60        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_02-91                                      | 2033-01-25      | 4.3264%  | N/A     | $1500000.00        | $3858.89           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69           | 2055-08-25      | 5.0000%  | N/A     | $2500000.00        | $2335453.74        | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                 | 2043-05-25      | 2.9736%  | N/A     | $69433333.00       | $863594.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                | 2054-08-25      | 1.3881%  | N/A     | $51662435.00       | $1003140.86        | Agency Collateralized Mortgage Obligation |
| FNMA_21-25B                                                | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2061518.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5268          | 2045-05-25      | 4.5000%  | N/A     | $2250000.00        | $1354836.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                 | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $794473.37         | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                                 | 2043-07-25      | 3.0000%  | N/A     | $1400000.00        | $1881205.01        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22C                                                | 2056-04-25      | 0.8278%  | N/A     | $25000000.00       | $757399.04         | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                | 2051-05-25      | 0.0881%  | N/A     | $25000000.00       | $618664.08         | Agency Collateralized Mortgage Obligation |
| FNMA_25-102B                                               | 2055-12-25      | 1.1381%  | N/A     | $123916130.00      | $3796903.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-55                                                 | 2058-11-16      | 4.5000%  | N/A     | $26095238.00       | $25827344.28       | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                               | 2042-12-25      | 2.3736%  | N/A     | $240214.00         | $2448.79           | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                                | 2049-09-25      | 4.5000%  | N/A     | $423524.00         | $69372.69          | Agency Collateralized Mortgage Obligation |
| FHLMC_4745E                                                | 2047-09-15      | 4.0000%  | N/A     | $2153949.00        | $2841143.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                                | 2066-07-16      | 4.0000%  | N/A     | $1514119.00        | $1168523.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15        | 2051-01-20      | 3.5000%  | N/A     | $39654744.00       | $3851421.58        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-94                                      | 2054-09-01      | 5.0819%  | N/A     | $1605000.00        | $1156630.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                | 2043-08-15      | 2.2133%  | N/A     | $300300000.00      | $4147928.35        | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                | 2042-03-25      | 2.6736%  | N/A     | $91164018.00       | $606002.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                                | 2055-10-25      | 1.7381%  | N/A     | $15000000.00       | $738045.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5490E                                                | 2055-01-25      | 3.4881%  | N/A     | $75000000.00       | $4734064.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                 | 2045-05-15      | 1.8133%  | N/A     | $36726000.00       | $294142.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                | 2047-07-15      | 0.1633%  | N/A     | $100864805.00      | $659900.90         | Agency Collateralized Mortgage Obligation |
| FNMA_12-31A                                                | 2040-10-25      | 4.5000%  | N/A     | $21449334.00       | $560.80            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153       | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $440506.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2056-01-25      | 4.5000%  | N/A     | $42266502.00       | $40800992.88       | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                 | 2042-07-15      | 2.3133%  | N/A     | $110603899.00      | $465584.51         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                     | 2049-10-25      | 2.1736%  | N/A     | $50404811.00       | $3020043.82        | Agency Collateralized Mortgage Obligation |
| FNMA_23-14B                                                | 2053-04-25      | 5.5000%  | N/A     | $500000.00         | $579587.25         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                | 2059-10-16      | 4.7500%  | N/A     | $314465.00         | $290493.13         | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                | 2042-12-25      | 2.9236%  | N/A     | $45267000.00       | $631371.73         | Agency Collateralized Mortgage Obligation |
| GNMA_20-74B                                                | 2050-05-20      | 3.5000%  | N/A     | $29290500.00       | $2198699.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                 | 2045-01-15      | 1.8133%  | N/A     | $82000000.00       | $606272.95         | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1139600.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30F                                                | 2056-02-20      | 0.6671%  | N/A     | $75000000.00       | $1275367.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97        | 2051-06-20      | 3.0000%  | N/A     | $600000.00         | $320847.38         | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                | 2050-05-25      | 2.2736%  | N/A     | $22318291.00       | $1251884.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5210A                                                | 2051-09-25      | 3.0000%  | N/A     | $6489000.00        | $3392443.26        | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                 | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $83728.68          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5570                                     | 2055-05-25      | 5.0619%  | N/A     | $1641000.00        | $1264147.69        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2049-11-25      | 2.2236%  | N/A     | $69606673.00       | $5648010.72        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30B                                                | 2056-02-20      | 4.5229%  | N/A     | $24729276.00       | $24582420.93       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2D                                                 | 2056-01-20      | 0.6771%  | N/A     | $120000000.00      | $1673264.07        | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                   | 2049-10-25      | 2.2736%  | N/A     | $45076729.00       | $1248152.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                                | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1034892.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_4983D                                                | 2050-06-25      | 2.2736%  | N/A     | $23147541.00       | $1839146.92        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE-ACES FNMA_18-M14                                | 2028-08-25      | 3.5775%  | N/A     | $1161000.00        | $1043577.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5639C                                                | 2056-03-25      | 4.5619%  | N/A     | $13357470.00       | $13101428.67       | Agency Collateralized Mortgage Obligation |
| FNMA_13-115                                                | 2043-11-25      | 4.5000%  | N/A     | $91659666.00       | $551433.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_4845B                                                | 2048-12-15      | 4.0867%  | N/A     | $566758.00         | $156245.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                | 2050-08-25      | 2.4881%  | N/A     | $25942664.00       | $1475434.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5515          | 2055-03-25      | 5.0619%  | N/A     | $789000.00         | $576433.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5606G                                                | 2055-12-25      | 4.5000%  | N/A     | $4569286.00        | $4406498.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2049-11-25      | 2.2736%  | N/A     | $96587793.00       | $7979299.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B                                                | 2056-04-25      | 0.3778%  | N/A     | $10000000.00       | $168919.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_5606A                                                | 2055-12-25      | 1.1381%  | N/A     | $58962602.00       | $1747236.79        | Agency Collateralized Mortgage Obligation |
| FNMA_25-69A                                                | 2051-10-25      | 5.0000%  | N/A     | $1900000.00        | $1680009.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482          | 2054-12-25      | 5.1119%  | N/A     | $7925000.00        | $5003979.94        | Agency Collateralized Mortgage Obligation |
| GNMA_17-117                                                | 2047-08-20      | 2.4105%  | N/A     | $12290176.00       | $499059.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460G                                                | 2047-08-15      | 2.2133%  | N/A     | $60897500.00       | $4957377.70        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47M                                                | 2056-03-20      | 0.8278%  | N/A     | $100000000.00      | $2304693.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                                | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $2067.90           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5480                                     | 2053-10-25      | 5.1119%  | N/A     | $3067000.00        | $1803465.12        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47N                                                | 2056-03-20      | 4.5000%  | N/A     | $12288095.00       | $11927930.94       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2266                                     | 2030-11-15      | 4.2367%  | N/A     | $17300000.00       | $68.37             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4631                                     | 2046-11-15      | 4.2867%  | N/A     | $10300000.00       | $1691963.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-02-25      | 4.5000%  | N/A     | $1698000.00        | $1388960.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $179750.93         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                                     | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2152557.84        | Agency Collateralized Mortgage Obligation |
| FNMA_16-84                                                 | 2046-11-25      | 4.2764%  | N/A     | $19000000.00       | $3191238.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                | 2035-08-15      | 2.2633%  | N/A     | $200000000.00      | $164348.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-01-25      | 4.5000%  | N/A     | $2431374.00        | $2038220.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                 | 2042-08-15      | 2.2633%  | N/A     | $15661571.00       | $287285.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                                | 2049-07-15      | 5.0000%  | N/A     | $718445.00         | $132209.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_KJ50          | 2034-10-25      | 4.2280%  | N/A     | $960000.00         | $947102.72         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ49  | 2034-06-25      | 4.8500%  | N/A     | $120000.00         | $122414.36         | Agency Collateralized Mortgage Obligation |
| FNMA_24-74F                                                | 2054-10-25      | 4.5619%  | N/A     | $2231589.00        | $1962356.81        | Agency Collateralized Mortgage Obligation |
| FNMA_02-41                                                 | 2032-07-25      | 4.3264%  | N/A     | $3800000.00        | $2330.93           | Agency Collateralized Mortgage Obligation |
| GNMA_25-208C                                               | 2065-12-20      | 6.0000%  | N/A     | $416666.00         | $74939.72          | Agency Collateralized Mortgage Obligation |
| FHSTR_304                                                  | 2042-12-15      | 4.5000%  | N/A     | $36411804.00       | $534850.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_5639G                                                | 2056-03-25      | 3.1381%  | N/A     | $76434500.00       | $8213241.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $17271.83          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_00-32                                      | 2030-10-18      | 4.2364%  | N/A     | $200000.00         | $81.93             | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                | 2053-12-25      | 3.3881%  | N/A     | $25288459.00       | $1414864.24        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30M                                                | 2056-02-20      | 0.0500%  | N/A     | $83000000.00       | $94842.77          | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                                | 2051-10-25      | 5.0000%  | N/A     | $1750000.00        | $1489419.58        | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                | 2049-08-25      | 2.2736%  | N/A     | $104126044.00      | $3242221.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196J                                               | 2055-11-20      | 4.5000%  | N/A     | $1251831.00        | $576731.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1119725.15        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                               | 2055-01-25      | 2.1881%  | N/A     | $105302659.00      | $2657096.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_3792B                                                | 2040-11-15      | 4.5000%  | N/A     | $44435904.00       | $363123.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                | 2050-01-15      | 2.2133%  | N/A     | $48543875.00       | $4445377.92        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                | 2049-10-25      | 2.2736%  | N/A     | $55888578.00       | $1145515.11        | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                                | 2067-09-16      | 4.2500%  | N/A     | $2679085.00        | $2562570.50        | Agency Collateralized Mortgage Obligation |

### Security 203: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2056892004.25
- **C.18.a - Value (excl. sponsor support):** $2056892004.25
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221996774.34
- **C.18.a - Value (excl. sponsor support):** $221996774.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $665692317.82
- **C.18.a - Value (excl. sponsor support):** $665692317.82
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ1VECA3
- **C.18 - Value (incl. sponsor support):** $782000000.00
- **C.18.a - Value (excl. sponsor support):** $782000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-167 HS     | 2051-06-20      | 3.0271%  | N/A     | $103667052.00      | $13972057.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-001 S      | 2045-01-20      | 1.8105%  | N/A     | $65131833.00       | $574900.54         | Agency Collateralized Mortgage Obligation |
| 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | N/A     | $100.00            | $100.42            | U.S. Treasuries (including strips)        |
| GNRA 2025-090 SA     | 2055-05-20      | 1.5271%  | N/A     | $50000000.00       | $2050421.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS     | 2051-07-20      | 2.5105%  | N/A     | $132338141.00      | $14619447.32       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-107 NZ     | 2053-07-20      | 6.0000%  | N/A     | $10000000.00       | $12080713.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 ZM     | 2055-12-20      | 6.0000%  | N/A     | $26115000.00       | $25087855.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-122 CI     | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $18565.99          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE     | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $30936.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN     | 2050-07-20      | 2.4105%  | N/A     | $3328000.00        | $144378.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS     | 2049-02-20      | 2.2605%  | N/A     | $32705658.00       | $2882817.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-01 LS      | 2046-01-20      | 2.4105%  | N/A     | $64912745.00       | $1178539.61        | Agency Collateralized Mortgage Obligation |
| FERA 5358BS 11/25/53 | 2053-11-25      | 2.7381%  | N/A     | $26923076.00       | $1101032.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 DI     | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8526779.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS     | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $7568.03           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 BS     | 2053-10-20      | 1.7471%  | N/A     | $250000000.00      | $5209533.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-043 NZ     | 2053-11-20      | 6.0000%  | N/A     | $14101004.00       | $16465842.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA     | 2055-10-20      | 1.7271%  | N/A     | $50000000.00       | $2931524.17        | Agency Collateralized Mortgage Obligation |
| FERA 5215SA 04/25/52 | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $126380.08         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-022 CI     | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5017880.46        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 IO     | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $16670867.28       | Agency Collateralized Mortgage Obligation |
| FERA 5632AI 02/25/56 | 2056-02-25      | 0.0500%  | N/A     | $10000000.00       | $15933.24          | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 IN     | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6299484.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC     | 2055-09-20      | 2.9771%  | N/A     | $57046000.00       | $4711270.53        | Agency Collateralized Mortgage Obligation |
| FERA 4950TB 09/25/48 | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $4617.97           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 BI     | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $88301.11          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-026 QS     | 2040-02-20      | 2.4605%  | N/A     | $100000.00         | $371.43            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 ST     | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $20412.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA     | 2054-05-20      | 3.5271%  | N/A     | $68104006.00       | $4537677.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB     | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $16711.60          | Agency Collateralized Mortgage Obligation |
| FTRA 5008IB 12/15/46 | 2046-12-15      | 2.2483%  | N/A     | $28367228.00       | $831885.61         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 IB     | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1544219.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 DS     | 2053-10-20      | 1.7971%  | N/A     | $250000000.00      | $5336499.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IA     | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $12247.35          | Agency Collateralized Mortgage Obligation |
| GNRM 2020-165 IA     | 2050-11-20      | 2.5000%  | N/A     | $71282800.00       | $3329560.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 CS     | 2053-06-20      | 2.3271%  | N/A     | $70000000.00       | $1842147.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-076 IO     | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1086009.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-75 IO      | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $279564.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SC     | 2056-02-20      | 2.0271%  | N/A     | $100000000.00      | $5876787.38        | Agency Collateralized Mortgage Obligation |
| FERM 5138IB 02/25/50 | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3670626.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 AT     | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $55607.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2009-118 XZ     | 2039-12-20      | 5.0000%  | N/A     | $2707000.00        | $2063988.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 S      | 2055-05-20      | 2.2271%  | N/A     | $50000000.00       | $2690460.57        | Agency Collateralized Mortgage Obligation |
| FERM 5171DI 12/25/51 | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3637676.42        | Agency Collateralized Mortgage Obligation |
| FERA 5412SA 05/25/54 | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $10706.18          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IH     | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $188665.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SP     | 2055-12-20      | 3.5771%  | N/A     | $45114125.00       | $5517966.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2003-41 DS      | 2033-05-20      | 3.9105%  | N/A     | $25000000.00       | $819.00            | Agency Collateralized Mortgage Obligation |
| GNRM 2014-100 PO     | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $147763.02         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-157 PI     | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $375298.65         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-058 IY     | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9568.36           | Agency Collateralized Mortgage Obligation |
| FERA 5338SA 09/25/53 | 2053-09-25      | 2.2681%  | N/A     | $100000000.00      | $3921665.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC     | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $59441.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IB     | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $11905.97          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IB     | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2199.26           | Agency Collateralized Mortgage Obligation |
| FERM 5591PO 10/25/55 | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $16069562.56       | Agency Collateralized Mortgage Obligation |
| FERA 5331SA 07/25/53 | 2053-07-25      | 2.3381%  | N/A     | $100000000.00      | $3564877.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 PI     | 2055-08-20      | 6.0000%  | N/A     | $708334.00         | $102824.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SB     | 2054-04-20      | 1.1771%  | N/A     | $66542407.00       | $2600227.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 IE     | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6445031.65        | Agency Collateralized Mortgage Obligation |
| FERA 5380IC 02/25/54 | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $147536.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SB     | 2055-07-20      | 0.7771%  | N/A     | $196186019.00      | $1652221.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS     | 2055-05-20      | 2.0771%  | N/A     | $20000000.00       | $1265433.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-141 LZ     | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9618947.74        | Agency Collateralized Mortgage Obligation |
| 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | N/A     | $12613900.00       | $12605903.76       | U.S. Treasuries (including strips)        |
| GNRA 2026-008 ZA     | 2056-01-20      | 5.5000%  | N/A     | $1022000.00        | $935420.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 CS     | 2055-03-20      | 2.3771%  | N/A     | $37500000.00       | $2947517.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS     | 2055-07-20      | 2.1771%  | N/A     | $50000000.00       | $2874256.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB     | 2054-07-20      | 2.9271%  | N/A     | $90000000.00       | $3927123.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 SA     | 2054-03-20      | 1.5871%  | N/A     | $80000000.00       | $1899459.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI     | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $293306.22         | Agency Collateralized Mortgage Obligation |
| FERA 5138TB 07/25/47 | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $18120.85          | Agency Collateralized Mortgage Obligation |
| FERA 5504SE 02/25/54 | 2054-02-25      | 2.7381%  | N/A     | $109076657.00      | $4473648.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS     | 2045-02-20      | 1.8105%  | N/A     | $57578855.00       | $487664.64         | Agency Collateralized Mortgage Obligation |
| FERA 5138TA 09/25/47 | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $15460.80          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SA     | 2054-04-20      | 1.3171%  | N/A     | $129181479.00      | $3678320.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 SB     | 2055-07-20      | 2.8271%  | N/A     | $53342121.00       | $3533013.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DI     | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $880545.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SB     | 2055-01-20      | 2.3271%  | N/A     | $50000000.00       | $2381897.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SA     | 2055-06-20      | 1.5271%  | N/A     | $80000000.00       | $1869147.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-066 SB     | 2044-05-16      | 1.8130%  | N/A     | $90187500.00       | $317602.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IA     | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $846.59            | Agency Collateralized Mortgage Obligation |
| FERM 5136IJ 02/25/51 | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3452125.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-078 IP     | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $9775.96           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-42 SI      | 2045-11-20      | 0.2179%  | N/A     | $32147304.00       | $250938.31         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-187 ZM     | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $874.37            | Agency Collateralized Mortgage Obligation |
| GNRA 2019-38 AS      | 2049-03-20      | 2.2605%  | N/A     | $38282717.00       | $420247.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 SB     | 2054-10-20      | 1.7471%  | N/A     | $125000000.00      | $3063925.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XC     | 2065-02-20      | 2.2771%  | N/A     | $300000000.00      | $6616887.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SD     | 2055-06-20      | 0.5771%  | N/A     | $195824390.00      | $1852604.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-079 GI     | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5057921.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC     | 2039-11-20      | 2.5605%  | N/A     | $142784000.00      | $389333.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ     | 2050-07-20      | 2.4105%  | N/A     | $75209809.00       | $4186103.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 S      | 2055-01-20      | 1.5771%  | N/A     | $77306893.00       | $2344973.44        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-157 QI     | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $626679.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 S      | 2055-07-20      | 2.8271%  | N/A     | $84318800.00       | $6508529.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-022 IO     | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $265992.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS     | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $22634.25          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-085 IK     | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $11015.89          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 SE     | 2054-11-20      | 2.2671%  | N/A     | $100000000.00      | $4498904.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-113 SJ     | 2042-01-20      | 2.9605%  | N/A     | $22004881.00       | $1398.13           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 IA     | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $897946.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SA     | 2055-12-20      | 0.5271%  | N/A     | $100000000.00      | $1685761.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 IT     | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $69401.18          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 AI     | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $2998005.48        | Agency Collateralized Mortgage Obligation |
| FERA 4908ST 08/25/49 | 2049-08-25      | 2.2736%  | N/A     | $60707774.00       | $1476889.34        | Agency Collateralized Mortgage Obligation |
| FERM 5352PO 11/25/53 | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $2563415.09        | Agency Collateralized Mortgage Obligation |
| FERM 5630NI 06/25/55 | 2055-06-25      | 6.5000%  | N/A     | $7380270.00        | $1385228.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-57 IO      | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $521590.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 ES     | 2053-08-20      | 2.2771%  | N/A     | $146894968.00      | $5529628.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 ZL     | 2056-03-20      | 6.0000%  | N/A     | $24475846.00       | $24445887.56       | Agency Collateralized Mortgage Obligation |
| FERA 5591SB 10/25/55 | 2055-10-25      | 2.3881%  | N/A     | $60000000.00       | $3959703.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC     | 2041-05-20      | 1.5905%  | N/A     | $2855000.00        | $7230.20           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TA     | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $56441.93          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI     | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2643.97           | Agency Collateralized Mortgage Obligation |
| GNRM 2022-078 IO     | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7542161.90        | Agency Collateralized Mortgage Obligation |
| FERA 5581TA 04/25/54 | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $51495.74          | Agency Collateralized Mortgage Obligation |
| FERA 5098SD 04/25/51 | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $13291.84          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 ES     | 2054-09-20      | 1.7471%  | N/A     | $100000000.00      | $2303764.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-94 MI      | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $4149.16           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 ES     | 2065-07-20      | 2.2571%  | N/A     | $145000000.00      | $4312074.48        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-110 BI     | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1876261.55        | Agency Collateralized Mortgage Obligation |
| FERA 4950TA 03/25/48 | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $15387.23          | Agency Collateralized Mortgage Obligation |
| FERM 5007IC 08/25/50 | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4351670.66        | Agency Collateralized Mortgage Obligation |
| FERM 5018IN 10/25/50 | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1500656.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SM     | 2055-12-20      | 3.5771%  | N/A     | $59045000.00       | $6679058.99        | Agency Collateralized Mortgage Obligation |
| FERM 5069ID 02/25/41 | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $679697.40         | Agency Collateralized Mortgage Obligation |
| FERA 5444SC 08/25/54 | 2054-08-25      | 2.2181%  | N/A     | $110180020.00      | $4279332.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 SL     | 2056-03-20      | 3.7278%  | N/A     | $64611000.00       | $6424597.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-33 DS      | 2046-03-20      | 2.3105%  | N/A     | $86172451.00       | $1893450.88        | Agency Collateralized Mortgage Obligation |
| FERM 5132PI 08/25/51 | 2051-08-25      | 3.0000%  | N/A     | $50000000.00       | $3830145.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 LI     | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8712.67           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IB     | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $48639.61          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-155 NI     | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $883933.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-203 BS     | 2054-12-20      | 2.4271%  | N/A     | $50000000.00       | $2323473.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-168 IB     | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $3749.16           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-178 BI     | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1927375.89        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 CI     | 2054-08-20      | 6.5000%  | N/A     | $3790940.00        | $596584.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-153 BS     | 2049-12-20      | 2.2605%  | N/A     | $11185079.00       | $458164.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TD     | 2055-06-20      | 0.0500%  | N/A     | $97912195.00       | $87314.21          | Agency Collateralized Mortgage Obligation |
| FERA 4899SB 09/25/44 | 2044-09-25      | 2.3236%  | N/A     | $42418596.00       | $1029492.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA     | 2055-03-20      | 2.2771%  | N/A     | $33000000.00       | $2366046.41        | Agency Collateralized Mortgage Obligation |
| FERM 5297DI 03/25/53 | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $984268.99         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 IO     | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $22325967.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS     | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $1188935.68        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-165 ZE     | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7782634.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG      | 2044-03-16      | 2.9630%  | N/A     | $30000000.00       | $246995.41         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-116 IQ     | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3530901.74        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 AI     | 2051-04-20      | 5.5000%  | N/A     | $8363636.00        | $776031.27         | Agency Collateralized Mortgage Obligation |
| 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | N/A     | $28727000.00       | $28332003.75       | U.S. Treasuries (including strips)        |
| FERM 4989MI 07/25/50 | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1445509.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS     | 2054-06-20      | 1.6771%  | N/A     | $67567336.00       | $2199897.15        | Agency Collateralized Mortgage Obligation |
| FERA 5337IC 09/25/53 | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $21364.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 CS     | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4078.52           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 OI     | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7172311.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IG     | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $71061.69          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 IB     | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3698.14           | Agency Collateralized Mortgage Obligation |
| GNRM 2022-175 GI     | 2052-08-20      | 5.0000%  | N/A     | $13686107.00       | $1809452.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 BS     | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $22634.25          | Agency Collateralized Mortgage Obligation |
| GNRM 2019-140 EI     | 2049-11-20      | 5.5000%  | N/A     | $21703144.00       | $634829.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC     | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $9562.89           | Agency Collateralized Mortgage Obligation |
| GNRA 2026-008 SP     | 2056-01-20      | 3.7271%  | N/A     | $29993714.00       | $3780848.68        | Agency Collateralized Mortgage Obligation |
| FERA 5394SA 03/25/54 | 2054-03-25      | 3.3381%  | N/A     | $78809211.00       | $3179160.11        | Agency Collateralized Mortgage Obligation |
| FERA 5489CZ 03/25/51 | 2051-03-25      | 1.2500%  | N/A     | $19580512.00       | $12193615.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB     | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $185385.72         | Agency Collateralized Mortgage Obligation |
| MNRA CL006X1 R22M006 | 2028-10-25      | 1.1076%  | N/A     | $210926000.00      | $3982460.87        | Agency Collateralized Mortgage Obligation |
| 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | N/A     | $100.00            | $100.11            | U.S. Treasuries (including strips)        |
| 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | N/A     | $45000000.00       | $44730289.39       | U.S. Treasuries (including strips)        |
| GNRA 2012-084 SH     | 2042-07-16      | 2.2630%  | N/A     | $83772143.00       | $2518344.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-10 PI      | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3253387.15        | Agency Collateralized Mortgage Obligation |
| FERA 5097SD 04/25/51 | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $139501.97         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 IO     | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5175455.44        | Agency Collateralized Mortgage Obligation |
| 3 1/2 NOTE V 31      | 2031-02-28      | 3.5000%  | N/A     | $400000.00         | $392823.35         | U.S. Treasuries (including strips)        |
| GNRA 2025-039 ST     | 2050-06-20      | 2.2105%  | N/A     | $39175563.00       | $3844136.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-022 AI     | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $647695.40         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 EI     | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17593883.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-181 CI     | 2050-12-20      | 2.5000%  | N/A     | $164566847.00      | $13201990.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SC     | 2054-09-20      | 1.6671%  | N/A     | $135000000.00      | $2703436.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC     | 2039-02-16      | 2.3130%  | N/A     | $128571429.00      | $291095.49         | Agency Collateralized Mortgage Obligation |
| FERM 5602NI 11/25/52 | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $1693160.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SH     | 2054-09-20      | 2.3071%  | N/A     | $100000000.00      | $3389663.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-193 JI     | 2048-03-20      | 2.5000%  | N/A     | $6609621.00        | $632225.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TB     | 2055-07-20      | 0.0800%  | N/A     | $98273824.00       | $159790.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 AS     | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $405682.83         | Agency Collateralized Mortgage Obligation |
| FERA 5422ST 10/25/49 | 2049-10-25      | 2.2736%  | N/A     | $30403981.00       | $2688890.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID     | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $29573.45          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-116 AS     | 2040-09-20      | 2.8205%  | N/A     | $43058548.00       | $618218.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 CS     | 2055-10-20      | 3.5271%  | N/A     | $45903667.00       | $4802615.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ     | 2065-08-20      | 1.5271%  | N/A     | $81770684.00       | $2012803.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SA     | 2055-09-20      | 1.6771%  | N/A     | $50000000.00       | $1889718.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-001 SA     | 2050-01-20      | 2.2605%  | N/A     | $19880943.00       | $1526243.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 ES     | 2043-02-16      | 0.7130%  | N/A     | $9801437.00        | $6686673.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 SL     | 2051-12-20      | 0.0771%  | N/A     | $33039521.00       | $456585.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZA     | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $23959374.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 IO     | 2048-06-20      | 1.6227%  | N/A     | $9914899.00        | $817984.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 IB     | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $6041.03           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 IP     | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $482864.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SA     | 2055-03-20      | 1.6771%  | N/A     | $50000000.00       | $1167650.39        | Agency Collateralized Mortgage Obligation |
| FERA 5551SA 06/25/55 | 2055-06-25      | 2.7881%  | N/A     | $50000000.00       | $3716933.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA     | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $23898.07          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-024 KZ     | 2051-02-20      | 2.5000%  | N/A     | $10129108.00       | $2714674.98        | Agency Collateralized Mortgage Obligation |
| FERM 5192AI 11/25/51 | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2480124.71        | Agency Collateralized Mortgage Obligation |
| FERM 5395PI 03/25/54 | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1696495.35        | Agency Collateralized Mortgage Obligation |
| FERA 5436SB 07/25/54 | 2054-07-25      | 3.3881%  | N/A     | $87500000.00       | $5072261.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 SP     | 2056-03-20      | 3.7278%  | N/A     | $30000000.00       | $3815251.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 S      | 2054-08-20      | 2.2671%  | N/A     | $224379061.00      | $7743461.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD     | 2054-09-20      | 2.9771%  | N/A     | $80000000.00       | $4700379.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-152 SI     | 2045-08-20      | 0.2105%  | N/A     | $26566916.00       | $21479.59          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-162 SK     | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $452064.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-37 HS      | 2044-03-20      | 1.8205%  | N/A     | $90727657.00       | $459456.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-225 IT     | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $214989.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SP     | 2055-10-20      | 3.5271%  | N/A     | $46942333.00       | $5250886.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL     | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $159108.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TA     | 2052-04-20      | 0.0271%  | N/A     | $17441727.00       | $129003.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ     | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $14720190.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-092 AS     | 2054-05-20      | 1.5771%  | N/A     | $70000000.00       | $1628281.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS     | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $593621.13         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-22 IO      | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $1946436.04        | Agency Collateralized Mortgage Obligation |
| FERA 5504IB 02/25/55 | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $49812.17          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-086 KT     | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $550616.03         | Agency Collateralized Mortgage Obligation |
| 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | N/A     | $18123500.00       | $18184859.06       | U.S. Treasuries (including strips)        |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | N/A     | $76162500.00       | $77456670.36       | U.S. Treasuries (including strips)        |

### Security 207: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $421536262.16
- **C.18.a - Value (excl. sponsor support):** $421536262.16
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85021284.85
- **C.18.a - Value (excl. sponsor support):** $85021284.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 209: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445255333.68
- **C.18.a - Value (excl. sponsor support):** $445255333.68
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5, C.4 - ISIN: US3130B9JL51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443895405.64
- **C.18.a - Value (excl. sponsor support):** $443895405.64
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 211: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1745233364.73
- **C.18.a - Value (excl. sponsor support):** $1745233364.73
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-116V                                         | 2050-08-20      | 2.9271%  | N/A     | $10191270.00       | $1514011.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $171845748.00      | $13039903.50       | Agency Collateralized Mortgage Obligation |
| GNMA_21-140                                          | 2051-08-20      | 2.5000%  | N/A     | $11984384.00       | $4867448.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                           | 2053-01-20      | 3.4771%  | N/A     | $55620961.00       | $2520834.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $5096000.00        | $5073902.43        | Agency Mortgage-Backed Securities         |
| FHLMC_5077                                           | 2051-02-25      | 3.5000%  | N/A     | $11898064.00       | $922653.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-10-15      | 3.5000%  | N/A     | $1143.00           | $115.90            | Agency Mortgage-Backed Securities         |
| FNMA_24-76B                                          | 2054-11-25      | 1.7381%  | N/A     | $66069423.00       | $2163641.52        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                          | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1403844.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                          | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2019967.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                         | 2054-11-20      | 0.9271%  | N/A     | $70000000.00       | $2339879.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5414A                                          | 2054-05-25      | 6.5000%  | N/A     | $39919303.00       | $3668681.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5628B                                          | 2056-02-25      | 1.9881%  | N/A     | $55716498.00       | $3962750.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                         | 2047-05-20      | 2.2605%  | N/A     | $47190966.00       | $4177932.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5532                                           | 2055-04-25      | 0.6381%  | N/A     | $500000000.00      | $6336058.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-192D                                         | 2055-11-20      | 1.7771%  | N/A     | $167184000.00      | $7302754.30        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                          | 2053-10-25      | 1.0381%  | N/A     | $109568640.00      | $1925125.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-06-15      | 3.5000%  | N/A     | $2916533.00        | $342108.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-10-15      | 5.0000%  | N/A     | $2950993.00        | $119464.36         | Agency Mortgage-Backed Securities         |
| GNMA_23-149E                                         | 2053-10-20      | 2.7271%  | N/A     | $183098852.00      | $7702557.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-02-15      | 4.5000%  | N/A     | $233496.00         | $21597.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056    | 2050-12-25      | 2.5000%  | N/A     | $22198241.00       | $1840860.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173M                                         | 2051-08-20      | 2.5105%  | N/A     | $117094118.00      | $15670431.60       | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                          | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1906151.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2044-07-20      | 1.5805%  | N/A     | $27000000.00       | $616295.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4993L                                          | 2050-07-25      | 2.2736%  | N/A     | $22590000.00       | $1764850.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-05-15      | 5.1800%  | N/A     | $5242569.00        | $5255909.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-03-15      | 4.5000%  | N/A     | $947416.00         | $42671.33          | Agency Mortgage-Backed Securities         |
| GNMA_25-173Q                                         | 2050-01-20      | 2.2605%  | N/A     | $110075800.00      | $11669750.23       | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.9381%  | N/A     | $200000000.00      | $4611070.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142G                                         | 2054-09-20      | 2.3771%  | N/A     | $62415829.00       | $3997736.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168G                                         | 2052-02-20      | 3.5000%  | N/A     | $73523721.00       | $10953281.99       | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                          | 2051-09-25      | 2.5000%  | N/A     | $12171499.00       | $503025.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.0000%  | N/A     | $1024.00           | $1069.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-08-20      | 4.0000%  | N/A     | $10255000.00       | $1696521.22        | Agency Mortgage-Backed Securities         |
| FHLMC_5440K                                          | 2054-07-25      | 3.4381%  | N/A     | $79668679.00       | $6909691.75        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140B                                         | 2050-06-20      | 4.0000%  | N/A     | $46845778.00       | $6543085.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                          | 2049-03-20      | 2.2605%  | N/A     | $54871755.00       | $1197257.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-04-15      | 4.5000%  | N/A     | $2457652.00        | $83934.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | N/A     | $2303296.00        | $2279263.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-05-20      | 3.5000%  | N/A     | $1230816.00        | $195870.27         | Agency Mortgage-Backed Securities         |
| FHLMC_5056C                                          | 2050-12-25      | 2.6381%  | N/A     | $31500000.00       | $2822450.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $7401714.00        | $7427430.56        | Agency Mortgage-Backed Securities         |
| FNMA_20-36N                                          | 2050-06-25      | 3.0000%  | N/A     | $8333328.00        | $761832.43         | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                          | 2049-08-25      | 2.3236%  | N/A     | $44514480.00       | $1319514.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471L                                          | 2054-11-25      | 1.4381%  | N/A     | $160000000.00      | $2638574.37        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                           | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3670558.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                          | 2055-05-20      | 2.7771%  | N/A     | $18390344.00       | $1163961.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                          | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $65357.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                          | 2054-06-20      | 3.6271%  | N/A     | $5416038.00        | $462310.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-04-15      | 5.7500%  | N/A     | $4664569.00        | $4844577.83        | Agency Mortgage-Backed Securities         |
| FHLMC_4976B                                          | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $686232.36         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                        | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $490159.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                          | 2054-03-20      | 1.5971%  | N/A     | $50000000.00       | $1436818.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                          | 2051-04-20      | 2.5105%  | N/A     | $43783865.00       | $1534888.27        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                        | 2043-09-25      | 0.5666%  | N/A     | $214000000.00      | $4047369.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5172                                           | 2051-12-25      | 3.0000%  | N/A     | $24348000.00       | $3138225.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                         | 2051-12-20      | 0.0000%  | N/A     | $334392934.00      | $1587071.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                          | 2040-04-20      | 0.3955%  | N/A     | $138116608.00      | $560829.67         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                           | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $80307.66          | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                          | 2054-04-25      | 2.8881%  | N/A     | $100000000.00      | $1921471.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $15876370.00       | $1824720.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-188E                                         | 2055-11-20      | 0.4271%  | N/A     | $231680063.00      | $1870976.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093G                                          | 2050-05-25      | 4.0000%  | N/A     | $57947008.00       | $4275620.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-125                                          | 2065-05-16      | 5.0000%  | N/A     | $4271740.00        | $4258021.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5131E                                          | 2051-08-25      | 3.0000%  | N/A     | $111364000.00      | $11532912.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-08-15      | 5.0000%  | N/A     | $4331631.00        | $128416.24         | Agency Mortgage-Backed Securities         |
| FHLMC_5522A                                          | 2055-03-25      | 2.2881%  | N/A     | $202044975.00      | $6732817.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 1.5021%  | N/A     | $120000000.00      | $1702991.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                          | 2054-06-25      | 2.1381%  | N/A     | $96642475.00       | $2302861.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-11-15      | 6.0000%  | N/A     | $220699.00         | $14544.32          | Agency Mortgage-Backed Securities         |
| GNMA_24-126K                                         | 2054-08-20      | 2.9771%  | N/A     | $44894518.00       | $4048198.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                          | 2053-04-20      | 2.4771%  | N/A     | $51071296.00       | $1729470.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5236A                                          | 2052-07-25      | 0.1381%  | N/A     | $40000000.00       | $620728.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-01-15      | 4.5000%  | N/A     | $4959310.00        | $344047.87         | Agency Mortgage-Backed Securities         |
| FHLMC_5481A                                          | 2054-12-25      | 1.3881%  | N/A     | $125000000.00      | $2211182.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 5.0000%  | N/A     | $95489894.00       | $94695812.70       | Agency Mortgage-Backed Securities         |
| GNMA_25-25Y                                          | 2055-02-20      | 1.5771%  | N/A     | $200000000.00      | $2611064.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                          | 2055-03-20      | 1.6071%  | N/A     | $190000000.00      | $6533052.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-08-20      | 3.5000%  | N/A     | $1099918.00        | $84676.68          | Agency Mortgage-Backed Securities         |
| FNMA_19-15C                                          | 2049-04-25      | 2.2236%  | N/A     | $22000000.00       | $577189.44         | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                        | 2026-12-25      | 0.1000%  | N/A     | $451763999.00      | $122443.89         | Agency Collateralized Mortgage Obligation |
| FNSTR_427                                            | 2051-02-25      | 2.0000%  | N/A     | $15000000.00       | $1545786.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                          | 2054-10-25      | 2.3381%  | N/A     | $42818224.00       | $3719762.02        | Agency Collateralized Mortgage Obligation |
| GNMA_18-112A                                         | 2048-08-20      | 2.4105%  | N/A     | $93201901.00       | $1278286.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-133C                                         | 2055-08-20      | 0.6271%  | N/A     | $151513329.00      | $2856189.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | N/A     | $43207280.00       | $43620463.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.0000%  | N/A     | $146299000.00      | $13617892.02       | Agency Mortgage-Backed Securities         |
| FNMA_21-84A                                          | 2051-11-25      | 3.0000%  | N/A     | $18665760.00       | $1465476.61        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                          | 2055-06-25      | 0.3381%  | N/A     | $50000000.00       | $507234.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 7.0000%  | N/A     | $421111.00         | $145653.17         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_18-45                                | 2048-06-25      | 2.4236%  | N/A     | $55413600.00       | $827672.97         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $552407.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                          | 2050-11-25      | 3.0000%  | N/A     | $12302656.00       | $1300169.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196K                                         | 2055-11-20      | 2.9271%  | N/A     | $43030528.00       | $4781892.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                         | 2054-10-20      | 1.8271%  | N/A     | $17300000.00       | $661645.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                          | 2050-04-25      | 3.5000%  | N/A     | $12254712.00       | $1346172.51        | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                          | 2051-09-25      | 4.0000%  | N/A     | $73551744.00       | $9381347.47        | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                          | 2068-05-16      | 4.0000%  | N/A     | $38725184.00       | $31627309.27       | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6012%  | N/A     | $50000000.00       | $385089.99         | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 2.3381%  | N/A     | $43700623.00       | $3494861.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                          | 2051-02-25      | 2.5000%  | N/A     | $12076624.00       | $859624.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-04-20      | 5.5000%  | N/A     | $1633.00           | $17.55             | Agency Mortgage-Backed Securities         |
| FNMA_20-2E                                           | 2059-07-25      | 2.2736%  | N/A     | $15000000.00       | $573661.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4381%  | N/A     | $22000000.00       | $337286.64         | Agency Collateralized Mortgage Obligation |
| GNMA_25-113C                                         | 2055-07-20      | 2.2271%  | N/A     | $145036036.00      | $6299103.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                          | 2055-03-20      | 3.5271%  | N/A     | $37500000.00       | $3809317.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                          | 2054-04-25      | 2.2381%  | N/A     | $73405076.00       | $2207585.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84C                                          | 2054-11-25      | 2.3381%  | N/A     | $139195380.00      | $5857237.36        | Agency Collateralized Mortgage Obligation |
| GNMA_20-80                                           | 2062-05-16      | 0.8178%  | N/A     | $93000000.00       | $2733972.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440L                                          | 2054-08-25      | 1.4381%  | N/A     | $42366825.00       | $1698675.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159 | 2051-09-20      | 3.0000%  | N/A     | $9429710.00        | $1188694.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                         | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $362579.92         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151P                                         | 2054-09-20      | 2.3771%  | N/A     | $75000000.00       | $4145678.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                         | 2054-11-20      | 0.7771%  | N/A     | $50000000.00       | $429842.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $745841.00         | $90594.78          | Agency Mortgage-Backed Securities         |
| FHLMC_5458A                                          | 2054-10-25      | 2.4881%  | N/A     | $1502800.00        | $129944.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-03-15      | 5.0000%  | N/A     | $3695269.00        | $52984.61          | Agency Mortgage-Backed Securities         |
| GNMA_25-43B                                          | 2055-03-20      | 3.4271%  | N/A     | $75000000.00       | $5403028.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                          | 2052-03-20      | 0.0000%  | N/A     | $19999999.00       | $34734.22          | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                        | 2039-06-25      | 1.3777%  | N/A     | $10944000.00       | $165842.29         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177M                                         | 2051-10-20      | 3.5000%  | N/A     | $60183307.00       | $4475821.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A   | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3421861.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149B                                         | 2054-09-20      | 1.0271%  | N/A     | $50000000.00       | $1437882.80        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3112553.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                         | 2051-08-20      | 2.5771%  | N/A     | $21391519.00       | $2323690.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                         | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $742613.21         | Agency Collateralized Mortgage Obligation |
| GNMA_24-162A                                         | 2054-10-20      | 1.8271%  | N/A     | $129491602.00      | $3833929.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                         | 2055-08-20      | 1.5171%  | N/A     | $84147941.00       | $2973614.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5566J                                          | 2051-10-25      | 2.8881%  | N/A     | $28822756.00       | $4606110.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8E                                           | 2056-01-20      | 6.0000%  | N/A     | $34398000.00       | $7021935.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-11-15      | 3.5000%  | N/A     | $1000000.00        | $107416.59         | Agency Mortgage-Backed Securities         |
| FREMF_20-K121                                        | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1067369.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.0000%  | N/A     | $5587584.00        | $5683042.17        | Agency Mortgage-Backed Securities         |
| GNMA_25-208C                                         | 2065-12-20      | 6.0000%  | N/A     | $1763220.00        | $1783287.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $226493.00         | $17458.63          | Agency Mortgage-Backed Securities         |
| FHLMC_4979A                                          | 2050-06-25      | 2.2736%  | N/A     | $15000000.00       | $462866.35         | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                           | 2054-04-25      | 2.0381%  | N/A     | $60000000.00       | $1475154.96        | Agency Collateralized Mortgage Obligation |
| FHMS_K094                                            | 2047-07-25      | 2.1239%  | N/A     | $16527840.00       | $1102042.62        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $40019456.00       | $601950.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                          | 2050-11-25      | 2.5881%  | N/A     | $8909088.00        | $682381.99         | Agency Collateralized Mortgage Obligation |
| GNMA_25-159C                                         | 2055-09-20      | 1.5971%  | N/A     | $130000000.00      | $7825386.13        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                           | 2062-04-16      | 1.3040%  | N/A     | $70900000.00       | $4455171.38        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                           | 2054-04-16      | 0.1462%  | N/A     | $115999998.00      | $58968.81          | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                         | 2050-10-20      | 0.0000%  | N/A     | $71572096.00       | $381233.82         | Agency Collateralized Mortgage Obligation |
| GNMA_22-22                                           | 2051-08-20      | 3.0000%  | N/A     | $2500000.00        | $1117690.03        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                          | 2053-12-25      | 3.3381%  | N/A     | $48409043.00       | $1031849.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22F                                          | 2050-08-20      | 4.0000%  | N/A     | $30879976.00       | $4951164.46        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                           | 2055-02-25      | 1.4881%  | N/A     | $80550000.00       | $3146009.61        | Agency Collateralized Mortgage Obligation |
| FNMA_25-112C                                         | 2056-01-25      | 1.9881%  | N/A     | $120000000.00      | $5910609.86        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                          | 2054-08-25      | 1.2381%  | N/A     | $24200000.00       | $396834.56         | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 2.1381%  | N/A     | $135500000.00      | $2563020.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.0000%  | N/A     | $4129443.00        | $3619486.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | N/A     | $110925.00         | $50336.90          | Agency Mortgage-Backed Securities         |
| GNMA_20-029                                          | 2060-01-16      | 0.9319%  | N/A     | $6100000.00        | $259086.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55F                                          | 2050-04-20      | 2.3105%  | N/A     | $44539807.00       | $1093709.56        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                          | 2054-07-25      | 2.0881%  | N/A     | $73500000.00       | $2358077.35        | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                            | 2053-09-25      | 2.0381%  | N/A     | $145014803.00      | $3684147.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                          | 2054-08-25      | 2.1381%  | N/A     | $100000000.00      | $1932309.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196N                                         | 2065-11-20      | 4.7500%  | N/A     | $983802.00         | $830850.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2045-04-15      | 4.0000%  | N/A     | $658564.00         | $72927.53          | Agency Mortgage-Backed Securities         |
| GNMA_24-79B                                          | 2054-05-20      | 1.5271%  | N/A     | $450000000.00      | $6335778.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115J                                          | 2049-06-25      | 3.5000%  | N/A     | $41935616.00       | $3568943.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                          | 2053-04-20      | 1.8871%  | N/A     | $100000000.00      | $2525380.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                          | 2054-06-20      | 1.5771%  | N/A     | $250000000.00      | $5833719.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5184B                                          | 2052-01-25      | 3.0000%  | N/A     | $21453737.00       | $2764566.38        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                        | 2054-04-25      | 0.1000%  | N/A     | $250314856.00      | $1194585.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                         | 2055-08-20      | 2.2571%  | N/A     | $17900000.00       | $912448.24         | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                          | 2054-12-25      | 1.3881%  | N/A     | $105000000.00      | $1701688.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                          | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1442982.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 2.3881%  | N/A     | $140000000.00      | $6743278.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                          | 2050-06-25      | 3.0000%  | N/A     | $34686240.00       | $3695636.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                          | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $790922.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $38936465.00       | $4591862.13        | Agency Mortgage-Backed Securities         |
| GNMA_22-100E                                         | 2050-01-20      | 2.2605%  | N/A     | $54720340.00       | $4095975.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116U                                         | 2050-09-20      | 2.9271%  | N/A     | $4807468.00        | $708974.47         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97E                                          | 2054-12-20      | 2.2271%  | N/A     | $130000000.00      | $2810804.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9   | 2051-01-20      | 2.5000%  | N/A     | $71997207.00       | $6278544.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                          | 2054-05-20      | 2.1271%  | N/A     | $45000000.00       | $1450528.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139C                                         | 2055-08-20      | 2.2271%  | N/A     | $100000000.00      | $5119456.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449C                                          | 2054-08-25      | 1.5881%  | N/A     | $54004095.00       | $3085474.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                         | 2054-10-20      | 1.7271%  | N/A     | $100000000.00      | $1506453.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5464A                                          | 2054-10-25      | 1.1281%  | N/A     | $66300000.00       | $2655267.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                          | 2055-02-20      | 1.5271%  | N/A     | $250000000.00      | $3173086.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-35A                                          | 2055-05-25      | 1.5881%  | N/A     | $241325752.00      | $8157204.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 3.5000%  | N/A     | $560000.00         | $38513.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2056-07-16      | 0.9521%  | N/A     | $86396593.00       | $694564.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 4.0000%  | N/A     | $35529881.00       | $4930630.76        | Agency Mortgage-Backed Securities         |
| FHLMC_5481A                                          | 2054-12-25      | 1.3381%  | N/A     | $15000000.00       | $229680.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                          | 2054-08-25      | 1.4681%  | N/A     | $39134144.00       | $1372080.49        | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                         | 2026-11-25      | 0.0000%  | N/A     | $4334906.00        | $2711973.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-159D                                         | 2055-09-20      | 0.9271%  | N/A     | $120000000.00      | $3605687.48        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47M                                          | 2056-03-20      | 0.5678%  | N/A     | $50000000.00       | $898424.25         | Agency Collateralized Mortgage Obligation |
| GNMA_25-113A                                         | 2055-06-20      | 1.4771%  | N/A     | $46957888.00       | $2053374.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                          | 2051-02-20      | 4.0000%  | N/A     | $107857312.00      | $18266736.88       | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                          | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1159023.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                          | 2054-10-25      | 1.7381%  | N/A     | $55008623.00       | $1226153.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 4.5000%  | N/A     | $6740010.00        | $469697.00         | Agency Mortgage-Backed Securities         |
| GNMA_24-117G                                         | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $907724.87         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                         | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $1072678.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                         | 2055-05-20      | 1.4771%  | N/A     | $106176411.00      | $1873486.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40B                                          | 2066-03-16      | 0.8074%  | N/A     | $253401703.00      | $17757120.62       | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2054-05-25      | 1.6381%  | N/A     | $20000000.00       | $554507.32         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                           | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $1021819.19        | Agency Collateralized Mortgage Obligation |
| FRESB_22-S104                                        | 2042-09-25      | 0.1158%  | N/A     | $396528763.00      | $3562704.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.4881%  | N/A     | $20000000.00       | $343353.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5536A                                          | 2055-04-25      | 1.5381%  | N/A     | $50000000.00       | $2301752.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-09-20      | 6.5000%  | N/A     | $10942187.00       | $107985.43         | Agency Mortgage-Backed Securities         |
| GNMA_13-82                                           | 2043-05-20      | 3.5000%  | N/A     | $8351857.00        | $180136.63         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                          | 2055-02-20      | 2.2771%  | N/A     | $210000000.00      | $4616069.61        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30A                                          | 2066-02-20      | 6.0000%  | N/A     | $551005.00         | $556059.23         | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                          | 2055-06-25      | 1.3381%  | N/A     | $178080180.00      | $3947761.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107S                                         | 2051-06-20      | 3.5000%  | N/A     | $33000000.00       | $3949973.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $1024.00           | $1069.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $16826124.00       | $17301697.78       | Agency Mortgage-Backed Securities         |
| FHLMC_5471A                                          | 2054-11-25      | 1.0381%  | N/A     | $174753955.00      | $3185126.97        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                          | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1260229.84        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                          | 2054-11-25      | 2.3881%  | N/A     | $152085718.00      | $3675822.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                          | 2051-03-25      | 2.5000%  | N/A     | $6437408.00        | $592123.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                          | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3412833.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                          | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1057980.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                          | 2054-10-25      | 2.3381%  | N/A     | $74391427.00       | $4642395.40        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                            | 2028-02-25      | 2.0101%  | N/A     | $99774000.00       | $3197566.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116 | 2051-06-20      | 3.5000%  | N/A     | $52218480.00       | $4570992.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1191361.00        | $1263251.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-01-15      | 5.0000%  | N/A     | $4185032.00        | $856426.31         | Agency Mortgage-Backed Securities         |
| GNMA_24-23C                                          | 2054-02-20      | 2.8771%  | N/A     | $100000000.00      | $1752453.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                          | 2050-08-25      | 2.3236%  | N/A     | $8900000.00        | $825067.60         | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                          | 2050-10-25      | 3.0000%  | N/A     | $20532224.00       | $1486447.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2046-08-15      | 4.5000%  | N/A     | $2659989.00        | $100118.75         | Agency Mortgage-Backed Securities         |
| FNMA_14-87                                           | 2045-01-25      | 2.4736%  | N/A     | $117234000.00      | $1063925.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-07-15      | 4.5000%  | N/A     | $196269.00         | $10078.26          | Agency Mortgage-Backed Securities         |
| GNMA_24-78E                                          | 2054-05-20      | 1.5771%  | N/A     | $93073024.00       | $2561789.44        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $34769856.00       | $515468.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $30281000.00       | $21302513.94       | Agency Mortgage-Backed Securities         |
| FNMA_23-13C                                          | 2052-12-25      | 1.8881%  | N/A     | $175000000.00      | $3986124.99        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159T                                         | 2052-06-20      | 1.7771%  | N/A     | $31039714.00       | $1970889.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                          | 2049-02-15      | 2.8133%  | N/A     | $11800000.00       | $299101.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                          | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1080062.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-158                                          | 2064-08-16      | 0.8875%  | N/A     | $101861842.00      | $6779329.78        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                          | 2050-06-25      | 3.5000%  | N/A     | $13915200.00       | $1270219.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                          | 2051-01-25      | 2.6381%  | N/A     | $17850000.00       | $1864822.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5633D                                          | 2056-02-25      | 6.0000%  | N/A     | $10920000.00       | $7643673.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                         | 2053-12-20      | 2.0271%  | N/A     | $100000000.00      | $1196168.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5625G                                          | 2055-09-25      | 1.5881%  | N/A     | $67017216.00       | $2321489.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-186B                                         | 2050-12-20      | 0.0000%  | N/A     | $45000000.00       | $180117.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                          | 2055-02-20      | 2.2771%  | N/A     | $115612010.00      | $2275974.09        | Agency Collateralized Mortgage Obligation |
| FNMA_20-63B                                          | 2050-09-25      | 3.0000%  | N/A     | $16433000.00       | $1907901.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                         | 2065-08-20      | 2.2771%  | N/A     | $17000000.00       | $636479.76         | Agency Collateralized Mortgage Obligation |
| GNMA_23-23A                                          | 2053-02-20      | 2.5771%  | N/A     | $200000000.00      | $5651566.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-04-20      | 5.5000%  | N/A     | $1201064.00        | $23582.53          | Agency Mortgage-Backed Securities         |
| GNMA_12-131                                          | 2053-02-16      | 0.5447%  | N/A     | $260000000.00      | $557103.99         | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                          | 2053-03-20      | 1.9271%  | N/A     | $100000000.00      | $1538326.63        | Agency Collateralized Mortgage Obligation |
| FHMS_K089                                            | 2046-01-25      | 2.2986%  | N/A     | $24022000.00       | $1506768.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2N                                           | 2055-01-20      | 2.9271%  | N/A     | $40000000.00       | $2669572.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                          | 2055-06-25      | 0.1381%  | N/A     | $395000000.00      | $1919689.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5366                                           | 2053-12-25      | 2.5381%  | N/A     | $141256209.00      | $3769360.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                           | 2056-01-20      | 6.0000%  | N/A     | $10741440.00       | $6790677.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                           | 2054-09-25      | 1.6681%  | N/A     | $125000000.00      | $2984686.20        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                           | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $1985259.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                          | 2043-03-15      | 2.4133%  | N/A     | $18925757.00       | $590101.97         | Agency Collateralized Mortgage Obligation |
| FNMA_25-88A                                          | 2055-09-25      | 3.4381%  | N/A     | $50006979.00       | $5343498.31        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                        | 2039-04-25      | 2.0281%  | N/A     | $17964000.00       | $197916.28         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                          | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $91380.25          | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                         | 2054-07-20      | 2.3271%  | N/A     | $27900000.00       | $794597.83         | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                          | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1223766.00        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77K                                          | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $3607454.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                          | 2054-11-25      | 1.6381%  | N/A     | $77784860.00       | $1984863.28        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                          | 2050-06-25      | 2.3236%  | N/A     | $14861349.00       | $640252.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                         | 2054-11-20      | 0.5571%  | N/A     | $100000000.00      | $678049.53         | Agency Collateralized Mortgage Obligation |
| FNMA_17-111A                                         | 2048-01-25      | 5.0000%  | N/A     | $12512865.00       | $679121.77         | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                          | 2055-03-25      | 2.1881%  | N/A     | $37982080.00       | $1981779.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5257B                                          | 2052-09-25      | 1.6381%  | N/A     | $60739852.00       | $3472354.45        | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                           | 2049-02-16      | 0.3318%  | N/A     | $217675000.00      | $278728.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5419C                                          | 2054-06-25      | 3.4881%  | N/A     | $45000000.00       | $2833989.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174G                                         | 2051-04-20      | 2.2605%  | N/A     | $173153683.00      | $17000330.58       | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                          | 2050-07-25      | 2.5000%  | N/A     | $38175296.00       | $2440410.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-06-15      | 6.5000%  | N/A     | $1179923.00        | $77475.68          | Agency Mortgage-Backed Securities         |
| FNMA_24-60D                                          | 2054-08-25      | 1.5381%  | N/A     | $75324917.00       | $4307435.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                          | 2054-11-25      | 1.6881%  | N/A     | $96565680.00       | $5878697.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                          | 2050-04-20      | 0.0000%  | N/A     | $99999999.00       | $79796.02          | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                          | 2055-02-20      | 1.5771%  | N/A     | $102234978.00      | $1571975.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                          | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $761087.81         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2N                                           | 2056-01-20      | 2.0771%  | N/A     | $82008192.00       | $6235329.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                          | 2050-07-20      | 2.3271%  | N/A     | $17658206.00       | $2027766.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                         | 2055-07-20      | 0.8271%  | N/A     | $300000000.00      | $2650946.75        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47D                                          | 2056-03-20      | 1.2818%  | N/A     | $66666624.00       | $3352241.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97B                                          | 2054-03-20      | 2.1271%  | N/A     | $66146366.00       | $3056681.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                          | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $831985.47         | Agency Collateralized Mortgage Obligation |
| FNMA_25-87C                                          | 2055-10-25      | 1.0081%  | N/A     | $80119680.00       | $2398548.18        | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                          | 2063-01-16      | 0.9870%  | N/A     | $44800000.00       | $1181689.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                         | 2054-10-20      | 1.7771%  | N/A     | $67782608.00       | $2741843.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5477B                                          | 2050-11-25      | 3.5000%  | N/A     | $26000000.00       | $4307145.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                          | 2049-06-25      | 2.2736%  | N/A     | $21189600.00       | $662942.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                          | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2226586.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 2.6571%  | N/A     | $200000000.00      | $3143200.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                          | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1033550.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-09-25      | 1.6381%  | N/A     | $60000000.00       | $3576691.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2046-01-15      | 5.0000%  | N/A     | $4263052.00        | $150593.79         | Agency Mortgage-Backed Securities         |
| GNMA_23-60D                                          | 2053-04-20      | 1.9271%  | N/A     | $200000000.00      | $4651389.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                         | 2052-08-20      | 0.2771%  | N/A     | $80454641.00       | $1541270.52        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                          | 2049-11-25      | 2.2236%  | N/A     | $12825500.00       | $651152.17         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                          | 2054-12-25      | 0.4881%  | N/A     | $115000000.00      | $1271350.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                          | 2054-08-25      | 1.4881%  | N/A     | $73680208.00       | $2929838.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $666329.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-07-15      | 4.5000%  | N/A     | $987602.00         | $66364.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $99995940.00       | $69059857.79       | Agency Mortgage-Backed Securities         |
| FNMA_24-87D                                          | 2054-12-25      | 0.5381%  | N/A     | $50000000.00       | $475901.33         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                           | 2058-04-16      | 0.6087%  | N/A     | $77251864.00       | $184946.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | N/A     | $4005394.00        | $4079506.00        | Agency Mortgage-Backed Securities         |
| GNMA_21-225D                                         | 2051-12-20      | 0.0000%  | N/A     | $37584545.00       | $226137.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                          | 2050-08-25      | 2.3236%  | N/A     | $10000000.00       | $610520.49         | Agency Collateralized Mortgage Obligation |
| GNMA_26-30S                                          | 2056-02-20      | 1.9771%  | N/A     | $10000000.00       | $501246.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 3.0000%  | N/A     | $61517.00          | $9192.33           | Agency Mortgage-Backed Securities         |
| GNMA_16-78B                                          | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $58431.72          | Agency Collateralized Mortgage Obligation |
| FNMA_25-64B                                          | 2055-08-25      | 1.4381%  | N/A     | $102844085.00      | $2456717.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                          | 2041-04-25      | 3.5000%  | N/A     | $38764400.00       | $1750223.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                          | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $714695.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                          | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $630475.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                          | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2475432.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                          | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $640774.29         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $37846775.00       | $4218035.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                         | 2054-11-20      | 0.5271%  | N/A     | $250000000.00      | $1555483.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                          | 2052-08-25      | 1.6381%  | N/A     | $50477142.00       | $2862287.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46N                                          | 2053-09-20      | 2.8271%  | N/A     | $49423840.00       | $3689377.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162H                                         | 2054-10-20      | 2.3771%  | N/A     | $132025496.00      | $4298222.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5123C                                          | 2050-05-25      | 3.5000%  | N/A     | $75076104.00       | $6627085.70        | Agency Collateralized Mortgage Obligation |
| FNMA_19-52B                                          | 2049-09-25      | 4.0000%  | N/A     | $10910000.00       | $166141.61         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225B                                         | 2051-12-20      | 0.0000%  | N/A     | $37257309.00       | $227465.86         | Agency Collateralized Mortgage Obligation |
| FNMA_24-60E                                          | 2054-09-25      | 2.2381%  | N/A     | $75991008.00       | $5912020.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144K                                         | 2054-09-20      | 3.0271%  | N/A     | $66820527.00       | $6021538.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-47D                                          | 2064-06-16      | 0.7500%  | N/A     | $100000000.00      | $4802136.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 6.0000%  | N/A     | $1062540.00        | $31272.68          | Agency Mortgage-Backed Securities         |
| FNMA_20-40A                                          | 2050-06-25      | 3.0000%  | N/A     | $11200000.00       | $1071818.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                          | 2051-02-25      | 0.6181%  | N/A     | $173779557.00      | $2197300.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                          | 2050-04-25      | 2.0000%  | N/A     | $15140384.00       | $862755.44         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-5                                 | 2042-02-25      | 2.1736%  | N/A     | $46561688.00       | $258941.08         | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                         | 2054-07-20      | 2.7771%  | N/A     | $150000000.00      | $6361329.22        | Agency Collateralized Mortgage Obligation |
| FNMA_25-111E                                         | 2056-01-25      | 1.8381%  | N/A     | $31393120.00       | $2033442.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.3881%  | N/A     | $200000000.00      | $3234335.41        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95B                                          | 2054-12-25      | 1.4381%  | N/A     | $72319325.00       | $3216778.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                          | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $271238.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                          | 2053-10-25      | 3.3881%  | N/A     | $50000000.00       | $1683397.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                          | 2055-03-25      | 2.2381%  | N/A     | $75010210.00       | $4871139.82        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47N                                          | 2056-03-20      | 1.8778%  | N/A     | $50000000.00       | $3493538.15        | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                          | 2053-02-16      | 0.6480%  | N/A     | $88199998.00       | $117838.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                         | 2053-08-20      | 6.5000%  | N/A     | $3461536.00        | $511683.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-11-20      | 7.0000%  | N/A     | $2247024.00        | $2351114.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-02-20      | 6.0000%  | N/A     | $569722.00         | $584476.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-02-15      | 2.5000%  | N/A     | $950633.00         | $145156.54         | Agency Mortgage-Backed Securities         |
| GNMA_21-97G                                          | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1790904.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63A                                          | 2055-04-20      | 3.5271%  | N/A     | $30083968.00       | $2080208.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                           | 2055-01-20      | 2.2521%  | N/A     | $200000000.00      | $11701403.75       | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                          | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2970426.46        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60B                                          | 2054-09-25      | 1.5881%  | N/A     | $43100000.00       | $2416563.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-12-20      | 7.0000%  | N/A     | $7052251.00        | $7394323.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 4.5000%  | N/A     | $11921669.00       | $10717306.96       | Agency Mortgage-Backed Securities         |
| FHLMC_5402D                                          | 2051-06-25      | 4.0000%  | N/A     | $16086752.00       | $2754183.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                         | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $385342.45         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                        | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $3964278.58        | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                           | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $91771.58          | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                         | 2053-12-20      | 2.7271%  | N/A     | $150000000.00      | $2509150.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                         | 2053-12-20      | 2.4771%  | N/A     | $50000000.00       | $1336214.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                         | 2053-10-20      | 2.0271%  | N/A     | $62979008.00       | $1037559.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.3881%  | N/A     | $20000000.00       | $316363.91         | Agency Collateralized Mortgage Obligation |
| FNMA_24-91D                                          | 2054-12-25      | 1.4881%  | N/A     | $36110024.00       | $1528468.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-02-15      | 4.5000%  | N/A     | $2399114.00        | $291825.21         | Agency Mortgage-Backed Securities         |
| FHLMC_5179C                                          | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1803524.58        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 1.7381%  | N/A     | $68074862.00       | $4252804.76        | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                            | 2051-02-25      | 2.5000%  | N/A     | $20385395.00       | $2480047.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5547D                                          | 2055-06-25      | 0.3381%  | N/A     | $100000000.00      | $1020573.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2236%  | N/A     | $22870000.00       | $1160804.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93D                                          | 2054-12-25      | 1.4381%  | N/A     | $182000000.00      | $3039340.81        | Agency Collateralized Mortgage Obligation |
| FREMF_15-K1501                                       | 2030-12-25      | 0.1000%  | N/A     | $50628655.00       | $186532.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 2.5000%  | N/A     | $713726.00         | $120817.58         | Agency Mortgage-Backed Securities         |
| FNMA_20-99K                                          | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1758203.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-09-15      | 4.5000%  | N/A     | $1652671.00        | $160748.65         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_40-64                              | 2042-06-15      | 2.2133%  | N/A     | $133333333.00      | $1197544.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                         | 2053-11-20      | 2.3271%  | N/A     | $100000000.00      | $1446875.57        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33D                                          | 2055-04-25      | 2.1381%  | N/A     | $33013306.00       | $2601756.43        | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                          | 2055-02-16      | 0.7042%  | N/A     | $40850000.00       | $194798.81         | Agency Collateralized Mortgage Obligation |
| GNMA_24-188D                                         | 2054-11-20      | 2.3271%  | N/A     | $100000000.00      | $3330019.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 5.5000%  | N/A     | $1024.00           | $786.60            | Agency Mortgage-Backed Securities         |
| GNMA_25-189D                                         | 2055-11-20      | 3.5271%  | N/A     | $48490285.00       | $4965628.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-11-15      | 4.9800%  | N/A     | $111813.00         | $111182.50         | Agency Mortgage-Backed Securities         |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $8159232.00        | $928008.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 0.7271%  | N/A     | $100000000.00      | $821183.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $12615615.00       | $13160115.38       | Agency Mortgage-Backed Securities         |
| GNMA_24-183C                                         | 2054-11-20      | 0.7771%  | N/A     | $50000000.00       | $418874.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-178B                                         | 2055-10-20      | 1.0771%  | N/A     | $100000000.00      | $1586265.39        | Agency Collateralized Mortgage Obligation |
| FNMA_25-15C                                          | 2055-04-25      | 1.5881%  | N/A     | $95725046.00       | $5849581.65        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                          | 2051-03-20      | 2.5105%  | N/A     | $81131426.00       | $3378918.36        | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                           | 2052-01-20      | 3.5000%  | N/A     | $172000000.00      | $10104069.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-12-20      | 6.0000%  | N/A     | $7844825.00        | $8046897.00        | Agency Mortgage-Backed Securities         |
| GNMA_21-179J                                         | 2051-10-20      | 0.0000%  | N/A     | $50001156.00       | $122940.75         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                           | 2046-08-25      | 2.2236%  | N/A     | $44785000.00       | $1493328.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.4381%  | N/A     | $55500000.00       | $925181.49         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                          | 2047-09-25      | 4.5000%  | N/A     | $68383488.00       | $2010123.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-02-20      | 6.0000%  | N/A     | $4935258.00        | $5060872.02        | Agency Mortgage-Backed Securities         |
| FNMA_24-74                                           | 2054-10-25      | 2.4381%  | N/A     | $20712357.00       | $1832146.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                                         | 2050-07-20      | 2.3605%  | N/A     | $28890599.00       | $2724539.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2055-05-25      | 1.5881%  | N/A     | $204158667.00      | $6496421.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                          | 2054-11-25      | 1.7381%  | N/A     | $49973840.00       | $2305971.91        | Agency Collateralized Mortgage Obligation |
| GNMA_26-10F                                          | 2051-03-20      | 3.0771%  | N/A     | $48247313.00       | $7782438.53        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                           | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $2869511.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                          | 2054-12-25      | 1.4881%  | N/A     | $50000000.00       | $970606.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2045-12-15      | 4.5000%  | N/A     | $459219.00         | $32938.23          | Agency Mortgage-Backed Securities         |
| FNMA_25-26B                                          | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $548575.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2052-06-15      | 4.0000%  | N/A     | $910954.00         | $395290.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.0000%  | N/A     | $201000.00         | $165461.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.0000%  | N/A     | $2058232.00        | $287411.49         | Agency Mortgage-Backed Securities         |
| FHSTR_406                                            | 2053-10-25      | 1.8881%  | N/A     | $110435000.00      | $2565163.40        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                         | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $575998.56         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                         | 2058-12-16      | 0.6190%  | N/A     | $45000000.00       | $871509.52         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                         | 2050-10-20      | 2.5105%  | N/A     | $27818181.00       | $1967053.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 0.0000%  | N/A     | $636364.00         | $319189.82         | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                         | 2053-10-20      | 2.6771%  | N/A     | $138461541.00      | $5774373.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018                                           | 2050-10-25      | 4.0000%  | N/A     | $7985734.00        | $551147.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_5568B                                          | 2055-08-25      | 1.4381%  | N/A     | $115377152.00      | $2621192.41        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 2.3881%  | N/A     | $75000000.00       | $2319649.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 | 2056-01-16      | 0.2833%  | N/A     | $186465000.00      | $368796.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                          | 2053-12-25      | 3.3381%  | N/A     | $50000000.00       | $1342778.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                          | 2052-08-25      | 2.2881%  | N/A     | $50085972.00       | $3226390.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-08-15      | 4.5000%  | N/A     | $1455226.00        | $69810.97          | Agency Mortgage-Backed Securities         |
| FNMA_11-83                                           | 2041-09-25      | 2.7236%  | N/A     | $250093527.00      | $2379962.85        | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                          | 2057-07-16      | 0.7589%  | N/A     | $138981000.00      | $368590.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-76B                                          | 2052-04-20      | 4.0000%  | N/A     | $2000000.00        | $1547920.04        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                        | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4079364.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                                         | 2055-07-20      | 1.5271%  | N/A     | $25758393.00       | $1256181.56        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                          | 2055-03-25      | 2.2381%  | N/A     | $17363680.00       | $860490.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                          | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2560438.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460L                                          | 2054-10-25      | 1.7381%  | N/A     | $86843196.00       | $5069233.47        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97H                                          | 2054-12-20      | 1.6071%  | N/A     | $83168760.00       | $1535038.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                          | 2055-02-25      | 2.1881%  | N/A     | $48073146.00       | $2804904.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-01-15      | 5.5000%  | N/A     | $37715036.00       | $142956.74         | Agency Mortgage-Backed Securities         |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $474587.78         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                          | 2054-11-25      | 1.5881%  | N/A     | $31150000.00       | $673699.04         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 3.2771%  | N/A     | $136017000.00      | $4529370.34        | Agency Collateralized Mortgage Obligation |
| FHR-5087                                             | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $2767717.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2759985.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 2.1271%  | N/A     | $99272705.00       | $4011378.89        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                           | 2060-01-16      | 1.7941%  | N/A     | $15700000.00       | $1161104.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                          | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1274535.02        | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                          | 2055-11-16      | 0.2520%  | N/A     | $159446785.00      | $229337.66         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                          | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $281186.19         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                           | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $589625.42         | Agency Collateralized Mortgage Obligation |
| GNMA_17-88D                                          | 2047-06-20      | 2.4105%  | N/A     | $22186048.00       | $503399.40         | Agency Collateralized Mortgage Obligation |
| FNMA_24-93A                                          | 2054-12-25      | 1.3381%  | N/A     | $130000000.00      | $2314078.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 1.4381%  | N/A     | $150000000.00      | $3730863.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1      | 2051-02-25      | 2.0000%  | N/A     | $20469696.00       | $1514393.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                         | 2055-07-20      | 1.4771%  | N/A     | $11000000.00       | $402625.68         | Agency Collateralized Mortgage Obligation |
| GNMA_51-71E                                          | 2055-10-20      | 0.2471%  | N/A     | $500000000.00      | $5915424.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                         | 2054-10-20      | 1.1771%  | N/A     | $100000000.00      | $2144109.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                          | 2055-03-20      | 1.7771%  | N/A     | $100000000.00      | $1823946.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2050-01-15      | 4.5000%  | N/A     | $501295.00         | $36870.72          | Agency Mortgage-Backed Securities         |
| FNMA_24-77E                                          | 2054-11-25      | 1.7381%  | N/A     | $150000000.00      | $3796843.67        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                          | 2056-03-20      | 0.5785%  | N/A     | $987000000.00      | $12707377.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 5.5000%  | N/A     | $12599023.00       | $320923.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 2.4605%  | N/A     | $121950000.00      | $401759.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                          | 2050-12-25      | 4.5000%  | N/A     | $26016917.00       | $3087128.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2236%  | N/A     | $44600000.00       | $2019669.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                         | 2053-12-20      | 7.0000%  | N/A     | $10665008.00       | $1721070.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                           | 2052-01-20      | 0.0000%  | N/A     | $50000000.00       | $197697.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-06-15      | 5.0000%  | N/A     | $102715.00         | $12014.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-05-20      | 4.0000%  | N/A     | $3516040.00        | $192433.54         | Agency Mortgage-Backed Securities         |
| GNMA_23-76C                                          | 2053-05-20      | 2.4771%  | N/A     | $37500000.00       | $1607353.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-02-15      | 6.0000%  | N/A     | $1053000.00        | $6210.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.0000%  | N/A     | $1630.00           | $1447.03           | Agency Mortgage-Backed Securities         |
| GNMA_23-24K                                          | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3315185.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                          | 2053-12-25      | 1.4381%  | N/A     | $60000000.00       | $1283124.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5501G                                          | 2055-02-25      | 2.1881%  | N/A     | $72995812.00       | $3953948.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-68B                                          | 2049-02-20      | 3.5000%  | N/A     | $443571.00         | $21843.56          | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                          | 2053-07-25      | 2.2881%  | N/A     | $100000000.00      | $2646365.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-95B                                          | 2055-05-20      | 2.1271%  | N/A     | $40000000.00       | $2992461.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                         | 2055-07-20      | 1.4971%  | N/A     | $174949120.00      | $8257421.87        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                          | 2050-12-25      | 3.0000%  | N/A     | $17000000.00       | $1796993.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                          | 2055-02-25      | 1.4381%  | N/A     | $75000000.00       | $1345513.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                          | 2054-03-25      | 2.8381%  | N/A     | $100000000.00      | $1925789.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                          | 2050-12-25      | 3.0000%  | N/A     | $9500000.00        | $1114244.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                         | 2053-11-20      | 3.4271%  | N/A     | $71250000.00       | $3442507.01        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                              | 2030-10-25      | 2.7409%  | N/A     | $2357000.00        | $252338.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-77G                                          | 2054-05-20      | 3.5271%  | N/A     | $80603656.00       | $4764088.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                         | 2054-09-20      | 2.2171%  | N/A     | $100000000.00      | $4219396.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                          | 2054-04-25      | 1.3881%  | N/A     | $156000000.00      | $2565117.68        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                         | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $952935.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                         | 2051-09-20      | 2.5105%  | N/A     | $26227344.00       | $2662562.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                         | 2054-11-20      | 0.8271%  | N/A     | $150000000.00      | $1709796.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                          | 2050-07-25      | 3.5000%  | N/A     | $17087904.00       | $1220073.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $45724224.00       | $11006382.31       | Agency Mortgage-Backed Securities         |
| FHLMC_3152                                           | 2036-03-15      | 2.6933%  | N/A     | $117787959.00      | $317094.47         | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                          | 2049-04-25      | 2.5000%  | N/A     | $35433500.00       | $3137126.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                         | 2055-08-20      | 2.8771%  | N/A     | $7000000.00        | $396245.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5005A                                          | 2050-08-25      | 3.0000%  | N/A     | $50042183.00       | $4478877.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-17                                           | 2064-06-16      | 0.8021%  | N/A     | $154905000.00      | $7849182.97        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                          | 2052-06-25      | 2.4381%  | N/A     | $50000000.00       | $2907851.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5515C                                          | 2055-03-25      | 1.4881%  | N/A     | $119155146.00      | $2557302.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63                                           | 2052-03-20      | 3.5000%  | N/A     | $1000000.00        | $655326.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                          | 2053-07-20      | 2.3271%  | N/A     | $71769230.00       | $1349566.09        | Agency Collateralized Mortgage Obligation |

### Security 213: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $656595868.57
- **C.18.a - Value (excl. sponsor support):** $656595868.57
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: 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 214: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446689005.35
- **C.18.a - Value (excl. sponsor support):** $446689005.35
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344723053.21
- **C.18.a - Value (excl. sponsor support):** $344723053.21
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBL0
- **C.18 - Value (incl. sponsor support):** $3836000000.00
- **C.18.a - Value (excl. sponsor support):** $3836000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $468568700.00      | $462939315.64      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $469677800.00      | $467511959.96      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $130000000.00      | $131835567.68      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $10870000.00       | $11118036.08       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $123554500.00      | $122953901.58      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $432817300.00      | $448932852.83      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $106800000.00      | $104763751.20      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | N/A     | $474865400.00      | $472685972.45      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $125000000.00      | $117398086.28      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $111932000.00      | $112742858.29      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $2284000.00        | $2253917.44        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $114807700.00      | $116284402.31      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $311406200.00      | $308574165.93      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $54627000.00       | $57129732.99       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $5086400.00        | $5155254.93        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $117600.00         | $120445.22         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $80882000.00       | $82163872.15       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $772800.00         | $768381.39         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $64930300.00       | $66165825.68       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $398733800.00      | $398969533.18      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $48583600.00       | $49623701.60       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $155768800.00      | $147355493.03      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $125000.00         | $128894.94         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $9079500.00        | $8635786.83        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $17275000.00       | $17558675.59       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $9548400.00        | $9110740.38        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $580200.00         | $579837.63         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $131086500.00      | $133062455.17      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $51067300.00       | $48746096.94       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $6035100.00        | $6125868.89        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $1311800.00        | $1324641.30        | U.S. Treasuries (including strips) |

### Security 217: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8S94, C.4 - ISIN: US3130B8S943, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446755197.33
- **C.18.a - Value (excl. sponsor support):** $446755197.33
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 218: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2216188005.43
- **C.18.a - Value (excl. sponsor support):** $2216188005.43
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.6640%  | N/A     | $5000.00           | $59.17             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $852.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 6.1290%  | N/A     | $1250000.00        | $4453.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $650000.00         | $479906.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 5.0000%  | N/A     | $2001.00           | $1081.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $908.08            | Agency Mortgage-Backed Securities         |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $4600000.00        | $506036.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-07-01      | 6.4090%  | N/A     | $1000.00           | $7.18              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-05-01      | 2.5000%  | N/A     | $1000.00           | $262.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.0000%  | N/A     | $1008.00           | $1000.31           | Agency Mortgage-Backed Securities         |
| FNMA_06-44H                                          | 2036-06-25      | 2.8236%  | N/A     | $42412200.00       | $47788.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1850.44           | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18156983.00       | $1003370.31        | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 2.2736%  | N/A     | $33000000.00       | $144761.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108    | 2030-03-25      | 1.5170%  | N/A     | $1000.00           | $907.79            | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4381%  | N/A     | $100038.00         | $6583.17           | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 2.2633%  | N/A     | $167805375.00      | $995518.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-03-01      | 5.4480%  | N/A     | $1026.00           | $4.14              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $85.61             | Agency Mortgage-Backed Securities         |
| GNMA_24-186E                                         | 2053-02-20      | 1.8771%  | N/A     | $67725301.00       | $3268808.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-09-01      | 3.5000%  | N/A     | $2000.00           | $295.32            | Agency Mortgage-Backed Securities         |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $61489.32          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $31973.78          | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 1.3021%  | N/A     | $2029944.00        | $7843.77           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $608.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-08-01      | 6.4700%  | N/A     | $1000.00           | $4.77              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-12-01      | 4.8200%  | N/A     | $1324.00           | $404.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $525.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $683.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-06-01      | 6.1100%  | N/A     | $36410.00          | $24.73             | Agency Mortgage-Backed Securities         |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $539779.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $768.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-07-01      | 6.1270%  | N/A     | $139406.00         | $15.34             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1467.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 5.0000%  | N/A     | $1999.00           | $1516.58           | Agency Mortgage-Backed Securities         |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1113660.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2051-11-25      | 5.5000%  | N/A     | $2852763.00        | $405823.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $539.74            | Agency Mortgage-Backed Securities         |
| GNMA_22-208C                                         | 2052-12-20      | 2.5971%  | N/A     | $32384320.00       | $1371748.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.5000%  | N/A     | $2000.00           | $934.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $7000000.00        | $710856.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 5.1250%  | N/A     | $2498538.00        | $38042.43          | Agency Mortgage-Backed Securities         |
| FHLMC_45-50                                          | 2046-02-15      | 2.2633%  | N/A     | $13250000.00       | $303639.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 6.1030%  | N/A     | $550000.00         | $3690.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $2015.00           | $1768.79           | Agency Mortgage-Backed Securities         |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $123087.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-03-01      | 5.4850%  | N/A     | $84170.00          | $17.07             | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_23-56                                | 2053-11-25      | 5.0619%  | N/A     | $19447998.00       | $7344132.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 1.6271%  | N/A     | $31441820.00       | $628748.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5095B                                          | 2051-04-25      | 3.0000%  | N/A     | $1524541.00        | $171998.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $143744.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-11-01      | 4.0000%  | N/A     | $1991.00           | $138.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-11-01      | 6.0000%  | N/A     | $1003.00           | $18.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 5.2830%  | N/A     | $556794.00         | $4361.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $991.45            | Agency Mortgage-Backed Securities         |
| FNMA_10-136                                          | 2040-12-25      | 2.2236%  | N/A     | $118886400.00      | $587308.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.7920%  | N/A     | $1090000.00        | $4216.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-11-01      | 6.5370%  | N/A     | $1850000.00        | $1971.76           | Agency Mortgage-Backed Securities         |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5359%  | N/A     | $26399972.00       | $531966.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $963.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1210.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $13056439.00       | $12649575.06       | Agency Mortgage-Backed Securities         |
| FNMA_26-3A                                           | 2056-02-25      | 6.0000%  | N/A     | $32013731.00       | $5407514.80        | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.3105%  | N/A     | $100041.00         | $3756.98           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-01-01      | 6.1290%  | N/A     | $10099.00          | $16.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $931.85            | Agency Mortgage-Backed Securities         |
| FNMA_17-23A                                          | 2047-04-25      | 2.3236%  | N/A     | $38000000.00       | $421129.37         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.0729%  | N/A     | $1043.00           | $857.85            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.5020%  | N/A     | $96824.00          | $3.04              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $851.13            | Agency Mortgage-Backed Securities         |
| GNMA_21-136A                                         | 2051-08-20      | 0.0000%  | N/A     | $77680155.00       | $710137.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $239.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-12-20      | 5.1250%  | N/A     | $10131075.00       | $135289.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-10-01      | 5.2580%  | N/A     | $46667.00          | $27.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $796.72            | Agency Mortgage-Backed Securities         |
| GNMA_14-118F                                         | 2044-08-16      | 1.8130%  | N/A     | $35501323.00       | $653956.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1103994.20        | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $408127.08         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 2.3605%  | N/A     | $4587781.00        | $399046.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 5.5000%  | N/A     | $13517.00          | $293.95            | Agency Mortgage-Backed Securities         |
| FHLMC_5588E                                          | 2052-01-25      | 2.5000%  | N/A     | $141288.00         | $23024.85          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $638.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 5.0580%  | N/A     | $1170.00           | $9.90              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-05-01      | 2.0000%  | N/A     | $1001.00           | $530.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2041-10-01      | 4.0000%  | N/A     | $1002.00           | $74.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 2.5000%  | N/A     | $1032.00           | $714.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1440.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0280%  | N/A     | $25292.00          | $192.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-04-01      | 6.0000%  | N/A     | $101507.00         | $65.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-07-01      | 5.3860%  | N/A     | $1000.00           | $214.17            | Agency Mortgage-Backed Securities         |
| GNMA_24-186A                                         | 2054-11-20      | 5.2729%  | N/A     | $6256.00           | $3726.18           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $654.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $511.79            | Agency Mortgage-Backed Securities         |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $41429.54          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.7370%  | N/A     | $2172.00           | $11.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $621.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-03-01      | 5.4950%  | N/A     | $32342.00          | $271.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1001.00           | $960.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $747.08            | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3354422.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                         | 2055-07-20      | 0.8271%  | N/A     | $99038859.00       | $875155.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $962.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.3870%  | N/A     | $211000.00         | $2242.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.5680%  | N/A     | $1745.00           | $1.29              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 6.2050%  | N/A     | $1000000.00        | $3009.09           | Agency Mortgage-Backed Securities         |
| FHLMC_3632                                           | 2040-02-15      | 4.8776%  | N/A     | $2800000.00        | $459592.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 5.8400%  | N/A     | $1075000.00        | $2616.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-07-01      | 5.0580%  | N/A     | $171656.00         | $786.84            | Agency Mortgage-Backed Securities         |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $4125.04           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $255.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $741.71            | Agency Mortgage-Backed Securities         |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $203524.56         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 4.8029%  | N/A     | $1165253.00        | $707883.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1201.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-01-01      | 5.7880%  | N/A     | $900000.00         | $2023.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $602.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1025.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $160.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-12-01      | 5.0920%  | N/A     | $3339.00           | $1.88              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $63.03             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 5.7860%  | N/A     | $443000.00         | $2152.72           | Agency Mortgage-Backed Securities         |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $2806529.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $482.90            | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_23-2                                 | 2050-10-25      | 2.0000%  | N/A     | $4100003.00        | $412406.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $451.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-06-01      | 5.6290%  | N/A     | $8000.00           | $46.02             | Agency Mortgage-Backed Securities         |
| GNMA_25-146B                                         | 2055-08-20      | 1.6771%  | N/A     | $100000000.00      | $3649518.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $13350.15          | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 1.1671%  | N/A     | $167033338.00      | $4366074.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1040.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $642.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $575.25            | Agency Mortgage-Backed Securities         |
| FHLMC_4794B                                          | 2043-03-15      | 2.2542%  | N/A     | $200002.00         | $1537.98           | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                          | 2055-03-20      | 2.3871%  | N/A     | $341802.00         | $17501.95          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $723.32            | Agency Mortgage-Backed Securities         |
| GNMA_21-86J                                          | 2051-05-20      | 4.7265%  | N/A     | $300431.00         | $165141.09         | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.9105%  | N/A     | $273000000.00      | $796834.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                          | 2054-04-20      | 2.0271%  | N/A     | $40120911.00       | $1619308.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 3.0000%  | N/A     | $1024.00           | $810.77            | Agency Mortgage-Backed Securities         |
| FNMA_24-77                                           | 2053-10-25      | 4.9619%  | N/A     | $9628361.00        | $6587708.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-10-01      | 5.1870%  | N/A     | $287037.00         | $53.03             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $100000.00         | $9057.49           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.40           | Agency Mortgage-Backed Securities         |
| FNMA_26-3B                                           | 2048-04-25      | 4.5000%  | N/A     | $1020.00           | $996.62            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $18457.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-11-01      | 6.2750%  | N/A     | $1185.00           | $1016.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $800.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-09-01      | 6.0160%  | N/A     | $39934.00          | $1089.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $811.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-11-01      | 4.3740%  | N/A     | $21670.00          | $166.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 3.0000%  | N/A     | $1024.00           | $318.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1041.46           | Agency Mortgage-Backed Securities         |
| GNMA_25-203C                                         | 2055-11-20      | 5.5000%  | N/A     | $15077793.00       | $3315598.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $990.38            | Agency Mortgage-Backed Securities         |
| FHLMC_5588C                                          | 2054-07-25      | 0.0000%  | N/A     | $34186177.00       | $22061059.98       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $798.81            | Agency Mortgage-Backed Securities         |
| FNMA_20-M13A                                         | 2030-09-25      | 1.2200%  | N/A     | $9500000.00        | $191413.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 5.5720%  | N/A     | $1000.00           | $2.66              | Agency Mortgage-Backed Securities         |
| FNMA_19-65                                           | 2059-11-25      | 1.8517%  | N/A     | $32166333.00       | $333438.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $131.87            | Agency Mortgage-Backed Securities         |
| GNMA_24-97A                                          | 2054-06-20      | 4.8729%  | N/A     | $2253552.00        | $988126.91         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $142700.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 5.1250%  | N/A     | $6945.00           | $378.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-04-20      | 5.6250%  | N/A     | $10342197.00       | $9881.62           | Agency Mortgage-Backed Securities         |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $4849852.00        | $15.56             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $262.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0270%  | N/A     | $6002.00           | $30.37             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $190.44            | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                          | 2050-10-20      | 0.0000%  | N/A     | $162051.00         | $56.56             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-04-01      | 6.3950%  | N/A     | $408080.00         | $1838.36           | Agency Mortgage-Backed Securities         |
| GNMA_14-56                                           | 2039-12-16      | 2.3130%  | N/A     | $299424.00         | $1856.74           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $90.53             | Agency Mortgage-Backed Securities         |
| FNMA_10-150                                          | 2041-01-25      | 2.7136%  | N/A     | $27857143.00       | $333566.95         | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 0.1100%  | N/A     | $40000000.00       | $95009.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-02-01      | 5.0580%  | N/A     | $2625000.00        | $4280.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1409.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $939.68            | Agency Mortgage-Backed Securities         |
| FNMA_16-65A                                          | 2046-09-25      | 2.3236%  | N/A     | $31164258.00       | $397564.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $211.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1032.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $123.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1021.05           | Agency Mortgage-Backed Securities         |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186226.00       | $1393171.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1572740.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-05-01      | 6.2950%  | N/A     | $6012.00           | $166.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-12-01      | 6.2780%  | N/A     | $3384.00           | $63.31             | Agency Mortgage-Backed Securities         |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $28681773.00       | $21522847.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-07-01      | 5.2360%  | N/A     | $548569.00         | $69.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $16767591.00       | $1353711.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-12-01      | 5.5000%  | N/A     | $1039.00           | $765.73            | Agency Mortgage-Backed Securities         |
| GNMA_26-7B                                           | 2056-01-20      | 0.8271%  | N/A     | $100000000.00      | $1649616.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $508.41            | Agency Mortgage-Backed Securities         |
| GNMA_21-49J                                          | 2051-03-20      | 2.5105%  | N/A     | $101290.00         | $4295.08           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1001.00           | $598.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-09-01      | 5.5000%  | N/A     | $964.00            | $0.10              | Agency Mortgage-Backed Securities         |
| GNMA_21-155N                                         | 2051-07-20      | 2.5105%  | N/A     | $9108640.00        | $796648.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-12-01      | 2.0000%  | N/A     | $2239.00           | $1373.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.3400%  | N/A     | $500000.00         | $510.80            | Agency Mortgage-Backed Securities         |
| GNMA_25-64C                                          | 2055-04-20      | 1.7471%  | N/A     | $98815739.00       | $4448162.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-03-01      | 3.0000%  | N/A     | $523054.00         | $402224.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24252.88          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1591.77           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2613607.00        | $201427.20         | Agency Mortgage-Backed Securities         |
| FNMA_23-58G                                          | 2053-12-25      | 0.0000%  | N/A     | $7948724.00        | $4192551.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-01-01      | 4.5900%  | N/A     | $597690.00         | $96.22             | Agency Mortgage-Backed Securities         |
| GNMA_25-146A                                         | 2055-08-20      | 2.2771%  | N/A     | $250000000.00      | $11822292.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-04-01      | 7.0000%  | N/A     | $1000.00           | $3.81              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-09-01      | 6.5000%  | N/A     | $2000.00           | $109.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1088.00           | $1092.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $688.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $850.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-10-20      | 5.1250%  | N/A     | $222897.00         | $2606.58           | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                           | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $105591.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-03-01      | 5.4680%  | N/A     | $490831.00         | $218.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $955.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $713.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.3420%  | N/A     | $9022.00           | $17.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 5.5000%  | N/A     | $3199.00           | $135.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 6.0290%  | N/A     | $38395.00          | $1870.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $516.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-06-01      | 6.2150%  | N/A     | $2023.00           | $41.54             | Agency Mortgage-Backed Securities         |
| FNMA_17-74B                                          | 2047-10-25      | 2.4236%  | N/A     | $452100.00         | $11488.38          | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 1.4571%  | N/A     | $10890423.00       | $448966.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $36201.72          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 5.5130%  | N/A     | $1126.00           | $6.37              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $101.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 4.5860%  | N/A     | $64295045.00       | $736.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $558.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1002.00           | $978.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $309.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $629.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $626.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 5.3750%  | N/A     | $1000.00           | $48.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-05-01      | 6.0500%  | N/A     | $82000.00          | $1775.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1039.00           | $789.20            | Agency Mortgage-Backed Securities         |
| GNMA_22-153D                                         | 2052-09-20      | 4.6229%  | N/A     | $52007.00          | $38995.35          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.1150%  | N/A     | $2609.00           | $48.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1007.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $272.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-06-01      | 2.6400%  | N/A     | $5000.00           | $4987.71           | Agency Mortgage-Backed Securities         |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $50858.31          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-07-01      | 5.0000%  | N/A     | $1000.00           | $7.64              | Agency Mortgage-Backed Securities         |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $1666667.00        | $60095.12          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $519.62            | Agency Mortgage-Backed Securities         |
| GNMA_20-11C                                          | 2048-10-20      | 1.1701%  | N/A     | $100044.00         | $601.63            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $198.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $809.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $664.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1410.74           | Agency Mortgage-Backed Securities         |
| FNMA_12-128                                          | 2042-11-25      | 2.3736%  | N/A     | $30000000.00       | $335325.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-10-01      | 5.0580%  | N/A     | $1001.00           | $11.44             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1028.00           | $825.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $949.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1955.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1564.11           | Agency Mortgage-Backed Securities         |
| GNMA_23-176A                                         | 2053-11-20      | 5.5729%  | N/A     | $1728894.00        | $511803.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1009.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.1250%  | N/A     | $3976062.00        | $127415.94         | Agency Mortgage-Backed Securities         |
| GNMA_24-172B                                         | 2054-10-20      | 4.7729%  | N/A     | $762026.00         | $457462.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-04-01      | 5.3750%  | N/A     | $2805642.00        | $3083.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-12-01      | 6.0950%  | N/A     | $1000.00           | $12.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 6.7490%  | N/A     | $1385000.00        | $2549.51           | Agency Mortgage-Backed Securities         |
| GNMA_24-172A                                         | 2054-10-20      | 4.6729%  | N/A     | $836726.00         | $652901.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-12-01      | 7.0000%  | N/A     | $1000.00           | $61.65             | Agency Mortgage-Backed Securities         |
| FNMA_18-53D                                          | 2048-07-25      | 2.1396%  | N/A     | $4368824.00        | $33823.24          | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.6772%  | N/A     | $157677272.00      | $449970.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1998.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $196.36            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $400000.00         | $46034.80          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-08-20      | 5.3750%  | N/A     | $3319077.00        | $12482.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.3960%  | N/A     | $17472.00          | $143.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $763.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2067.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $521.99            | Agency Mortgage-Backed Securities         |
| GNMA_13-188                                          | 2043-12-16      | 1.7630%  | N/A     | $88104086.00       | $778583.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-04-01      | 5.3980%  | N/A     | $2052.00           | $51.67             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $84.16             | Agency Mortgage-Backed Securities         |
| FNMA_24-65B                                          | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $214.67            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-01-01      | 6.5000%  | N/A     | $2003.00           | $95.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-08-01      | 6.0370%  | N/A     | $1065.00           | $24.31             | Agency Mortgage-Backed Securities         |
| GNMA_14-152                                          | 2044-10-20      | 1.8105%  | N/A     | $57000000.00       | $426797.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-02-01      | 5.0660%  | N/A     | $2686.00           | $1.81              | Agency Mortgage-Backed Securities         |
| FNMA_24-7                                            | 2053-09-25      | 2.1381%  | N/A     | $33658623.00       | $854311.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 5.5000%  | N/A     | $23810.00          | $854.31            | Agency Mortgage-Backed Securities         |
| FNMA_19-59F                                          | 2049-10-25      | 2.2483%  | N/A     | $63684502.00       | $645498.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-06-01      | 5.0000%  | N/A     | $1001.00           | $9.96              | Agency Mortgage-Backed Securities         |
| FHLMC_5371F                                          | 2054-01-25      | 0.0000%  | N/A     | $5357143.00        | $2413053.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4381%  | N/A     | $100224.00         | $5825.09           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $946.33            | Agency Mortgage-Backed Securities         |
| GNMA_25-146E                                         | 2054-05-20      | 2.2771%  | N/A     | $104260319.00      | $4753290.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-06-01      | 4.5000%  | N/A     | $1000.00           | $68.57             | Agency Mortgage-Backed Securities         |
| FNMA_24-65A                                          | 2054-09-25      | 0.0500%  | N/A     | $39812468.00       | $60258.37          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 4.0000%  | N/A     | $1001.00           | $135.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-12-01      | 6.5000%  | N/A     | $1005.00           | $4.23              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 5.1250%  | N/A     | $3178468.00        | $69254.32          | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                           | 2027-01-15      | 2.8633%  | N/A     | $104231.00         | $6.02              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 5.8550%  | N/A     | $10035.00          | $148.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1923.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $930.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $29581.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $687.98            | Agency Mortgage-Backed Securities         |
| GNMA_16-61                                           | 2046-05-20      | 2.2605%  | N/A     | $7000000.00        | $194192.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $451.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 5.9110%  | N/A     | $4007.00           | $30.80             | Agency Mortgage-Backed Securities         |
| GNMA_25-164C                                         | 2054-08-20      | 2.9271%  | N/A     | $918795.00         | $65658.84          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 5.9520%  | N/A     | $150901.00         | $24800.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.0000%  | N/A     | $1001.00           | $983.18            | Agency Mortgage-Backed Securities         |
| FHMS_16-K058                                         | 2026-07-25      | 2.3400%  | N/A     | $1118.00           | $119.09            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $183.07            | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.7236%  | N/A     | $40416958.00       | $308110.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $350.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $913.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $847.32            | Agency Mortgage-Backed Securities         |
| GNMA_23-70A                                          | 2053-05-20      | 4.6729%  | N/A     | $512042.00         | $355658.78         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                          | 2029-06-25      | 0.5620%  | N/A     | $19004000.00       | $263090.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1080.49           | Agency Mortgage-Backed Securities         |
| GNMA_22-197J                                         | 2043-12-16      | 2.2130%  | N/A     | $687047.00         | $34506.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.0000%  | N/A     | $2000.00           | $225.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1040.00           | $1019.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $851.13            | Agency Mortgage-Backed Securities         |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $368296.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $618.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $993.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 5.1250%  | N/A     | $284707.00         | $9260.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 5.6350%  | N/A     | $258390.00         | $786.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-02-01      | 6.0100%  | N/A     | $4127.00           | $30.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $763.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 5.7830%  | N/A     | $250000.00         | $747.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-03-01      | 6.0000%  | N/A     | $1984.00           | $27.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 4.8220%  | N/A     | $25235.00          | $346.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-08-01      | 5.0580%  | N/A     | $12005.00          | $131.41            | Agency Mortgage-Backed Securities         |
| GNMA_26-7C                                           | 2056-01-20      | 5.5000%  | N/A     | $12073454.00       | $2530226.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 5.5200%  | N/A     | $30958.00          | $212.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1105.94           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $400000.00         | $38611.92          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 1.2119%  | N/A     | $7534070.00        | $50874.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 5.1250%  | N/A     | $743866.00         | $11902.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $194.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $459.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $497.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-05-01      | 4.5000%  | N/A     | $1000.00           | $31.81             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-05-20      | 5.6250%  | N/A     | $1500000.00        | $32457.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $138.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.4890%  | N/A     | $242056.00         | $10.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-11-01      | 5.2580%  | N/A     | $4045000.00        | $2875.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $14584720.00       | $9843139.76        | Agency Mortgage-Backed Securities         |
| GNMA_09-13E                                          | 2039-03-16      | 2.2130%  | N/A     | $50000000.00       | $149376.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 5.5440%  | N/A     | $1008.00           | $66.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $619.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.0000%  | N/A     | $3000.00           | $2393.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $183707.00         | $194784.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-01-01      | 4.9100%  | N/A     | $194785.00         | $133.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 6.0000%  | N/A     | $22449.00          | $420.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1000.00           | $924.68            | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $33556300.00       | $15602422.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $695.18            | Agency Mortgage-Backed Securities         |
| FNMA_07-22E                                          | 2037-03-25      | 2.9736%  | N/A     | $94696183.00       | $273858.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.6840%  | N/A     | $7127.00           | $57.48             | Agency Mortgage-Backed Securities         |
| GNMA_25-82B                                          | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $51302.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $836.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-08-01      | 4.8230%  | N/A     | $500000.00         | $4134.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1001.00           | $923.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-12-01      | 5.0000%  | N/A     | $1002.00           | $33.71             | Agency Mortgage-Backed Securities         |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $814988.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 4.2780%  | N/A     | $27310.00          | $186.23            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159  | 2029-12-25      | 3.9500%  | N/A     | $2549.00           | $467.48            | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 2.2936%  | N/A     | $6405661.00        | $265735.26         | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $5184890.00        | $462754.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $778.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-06-01      | 6.2150%  | N/A     | $1000.00           | $35.49             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $97.44             | Agency Mortgage-Backed Securities         |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659455.00        | $601076.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1179.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-05-01      | 5.0910%  | N/A     | $393000.00         | $4062.80           | Agency Mortgage-Backed Securities         |
| FHLMC_5605A                                          | 2052-12-25      | 5.5000%  | N/A     | $20472076.00       | $2071884.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-02-01      | 6.2630%  | N/A     | $2358.00           | $111.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-09-01      | 5.4610%  | N/A     | $10400000.00       | $3979.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-01-01      | 6.0000%  | N/A     | $5002.00           | $16.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 6.4890%  | N/A     | $600000.00         | $2223.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1040.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $899.31            | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                         | 2073-06-20      | 0.4508%  | N/A     | $17900000.00       | $629659.38         | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 5.0000%  | N/A     | $10164976.00       | $1235254.24        | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                         | 2042-10-20      | 0.6650%  | N/A     | $114751391.00      | $59370.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 5.3750%  | N/A     | $1719.00           | $22.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $1669999.00        | $130221.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $779.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 6.3080%  | N/A     | $1744.00           | $1.03              | Agency Mortgage-Backed Securities         |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $108128.00         | $1.21              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $565.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.0000%  | N/A     | $1001.00           | $539.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $862.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 5.0000%  | N/A     | $1001.00           | $754.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 5.6250%  | N/A     | $1023.00           | $20.79             | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 3.4271%  | N/A     | $14694534.00       | $723455.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-02-01      | 5.7490%  | N/A     | $135000.00         | $765.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $834.23            | Agency Mortgage-Backed Securities         |
| FNMA_21-42G                                          | 2046-02-25      | 2.3674%  | N/A     | $10436192.00       | $215507.79         | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $1055686.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 6.0950%  | N/A     | $1023.00           | $113.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $847.22            | Agency Mortgage-Backed Securities         |
| GNMA_19-96D                                          | 2049-08-20      | 4.0000%  | N/A     | $4178341.00        | $158989.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-04-01      | 4.2420%  | N/A     | $5725.00           | $193.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-05-01      | 6.7340%  | N/A     | $37000.00          | $126.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $510.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $635.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $295.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 4.9460%  | N/A     | $208329.00         | $169.07            | Agency Mortgage-Backed Securities         |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11187.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-11-01      | 6.0690%  | N/A     | $6425.00           | $269.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 4.7310%  | N/A     | $120289.00         | $48.95             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $614.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-10-01      | 6.2030%  | N/A     | $2834.00           | $34.49             | Agency Mortgage-Backed Securities         |
| FNMA_11-110                                          | 2041-04-25      | 2.8736%  | N/A     | $99752587.00       | $26131.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1000.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $92.55             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1528.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-12-01      | 6.1380%  | N/A     | $1061.00           | $13.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-08-01      | 4.7410%  | N/A     | $138912.00         | $27.77             | Agency Mortgage-Backed Securities         |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967534.00        | $579210.94         | Agency Collateralized Mortgage Obligation |
| FNMA_21-M23                                          | 2031-11-25      | 0.5300%  | N/A     | $23373706.00       | $355359.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 4.4190%  | N/A     | $16940.00          | $94.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $1062300.00        | $122990.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-03-01      | 3.0500%  | N/A     | $1061.00           | $987.63            | Agency Mortgage-Backed Securities         |
| GNMA_21-135D                                         | 2051-08-20      | 2.5105%  | N/A     | $16143616.00       | $1437104.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3312.80           | Agency Mortgage-Backed Securities         |
| FNMA_12-2                                            | 2042-02-25      | 2.7236%  | N/A     | $15333333.00       | $169896.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 6.2500%  | N/A     | $441492.00         | $88520.40          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-09-01      | 4.3900%  | N/A     | $466596.00         | $209.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $688.12            | Agency Mortgage-Backed Securities         |
| GNMA_19-129F                                         | 2046-02-20      | 4.1821%  | N/A     | $3413.00           | $589.66            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-11-01      | 6.1300%  | N/A     | $6011.00           | $49.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $15.35             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $791.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-12-01      | 5.2230%  | N/A     | $439704.00         | $16.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $697.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $169.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.0980%  | N/A     | $11263.00          | $29.55             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $671.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $117.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-08-01      | 6.5000%  | N/A     | $2000.00           | $8.45              | Agency Mortgage-Backed Securities         |
| GNMA_23-H05D                                         | 2073-01-20      | 1.0621%  | N/A     | $15464060.00       | $1197344.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $924.91            | Agency Mortgage-Backed Securities         |
| FHLMC_4908E                                          | 2042-12-15      | 2.1325%  | N/A     | $43734086.00       | $527835.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                          | 2048-05-25      | 2.5000%  | N/A     | $25600000.00       | $2445607.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $62774.68          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-09-01      | 5.8120%  | N/A     | $51694.00          | $480.36            | Agency Mortgage-Backed Securities         |
| FNMA_15-91                                           | 2045-12-25      | 2.2304%  | N/A     | $82366191.00       | $328925.62         | Agency Collateralized Mortgage Obligation |
| FNMA_16-1                                            | 2046-02-25      | 2.3736%  | N/A     | $69174285.00       | $882338.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.3920%  | N/A     | $7104820.00        | $5751585.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $813.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-06-01      | 3.0000%  | N/A     | $1000.00           | $83.57             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 5.4510%  | N/A     | $1000.00           | $4.28              | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 4.9229%  | N/A     | $1649203.00        | $670247.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $575.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-05-01      | 6.0610%  | N/A     | $4473.00           | $326.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-10-01      | 4.0000%  | N/A     | $2000.00           | $231.06            | Agency Mortgage-Backed Securities         |
| FHLMC_5175A                                          | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $397633.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 2.2133%  | N/A     | $36091396.00       | $802708.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $637.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-09-01      | 6.6360%  | N/A     | $1396000.00        | $4195.39           | Agency Mortgage-Backed Securities         |
| FHLMC_4770C                                          | 2043-08-15      | 2.3830%  | N/A     | $76400829.00       | $642946.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.0000%  | N/A     | $153764864.00      | $92880289.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $363.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-07-01      | 6.7800%  | N/A     | $1339.00           | $4.69              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $886.51            | Agency Mortgage-Backed Securities         |
| FHLMC_433                                            | 2044-02-15      | 2.8633%  | N/A     | $100062.00         | $847.76            | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.2771%  | N/A     | $58159680.00       | $2608147.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1072232.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 5.5000%  | N/A     | $1000.00           | $67.12             | Agency Mortgage-Backed Securities         |

### Security 220: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ1VECE5
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $673437.00         | $587287.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | N/A     | $9186112.00        | $9246997.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $531136.00         | $365715.06         | U.S. Treasuries (including strips) |

### Security 221: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88599020.08
- **C.18.a - Value (excl. sponsor support):** $88599020.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2806610313.98
- **C.18.a - Value (excl. sponsor support):** $2806610313.98
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: 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 223: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787738687.88
- **C.18.a - Value (excl. sponsor support):** $787738687.88
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 224: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492500409.85
- **C.18.a - Value (excl. sponsor support):** $492500409.85
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1362133745.85
- **C.18.a - Value (excl. sponsor support):** $1362133745.85
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 226: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBC0
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: 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 Corp

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $384887800.00      | $369904738.87      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $1100.00           | $959.28            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $30569000.00       | $26219278.22       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $800.00            | $800.77            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $500.00            | $450.07            | U.S. Treasuries (including strips) |
| BILL 06/23/26    | 2026-06-23      | 0.0000%  | N/A     | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $840000.00         | $859829.56         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $200.00            | $200.14            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $55.60             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $7387000.00        | $7391367.23        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $4000.00           | $3979.56           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $200.00            | $142.04            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $76.69             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | N/A     | $20600.00          | $20640.59          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $22574500.00       | $22215035.88       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $48261800.00       | $50058783.59       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | N/A     | $254800.00         | $258196.94         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $1914900.00        | $1918974.29        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $100.00            | $87.83             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $400000.00         | $405656.52         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $64.87             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $1549700.00        | $1573536.35        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $5666000.00        | $5363488.09        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $5000.00           | $4887.01           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $49.01             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $700.00            | $389.91            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | N/A     | $400.00            | $392.46            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $1300.00           | $1231.11           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $100.00            | $91.68             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $700.00            | $716.94            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $95.92             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $50000300.00       | $45020507.41       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $1000.00           | $984.02            | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $200.00            | $153.27            | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | N/A     | $386100.00         | $385600.13         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $1500.00           | $1350.44           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $271100.00         | $274580.86         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $32000000.00       | $25455153.86       | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $94.85             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $6564700.00        | $6235211.14        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $243000.00         | $243755.72         | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $100.00            | $94.82             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $6200.00           | $6251.02           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $1800.00           | $1822.57           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $71547700.00       | $55657392.63       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $8000.00           | $4217.06           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $6900.00           | $6860.32           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $100.00            | $74.52             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $2479300.00        | $2349062.89        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $200.00            | $175.57            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $648800.00         | $648031.82         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $28141700.00       | $27252221.09       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $16775200.00       | $15955399.66       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $327900.00         | $331497.50         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $62.39             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $2000.00           | $1969.38           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $200.00            | $199.99            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $15882300.00       | $16028723.93       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $339900.00         | $346367.78         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $1100.00           | $956.14            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $10882000.00       | $9578188.38        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $500.00            | $495.66            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $106766100.00      | $62366129.63       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $33822400.00       | $19322024.79       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $1819900.00        | $1739471.68        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $9000.00           | $8934.76           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $69.20             | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $4000.00           | $4186.21           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $201000.00         | $202620.02         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $900.00            | $890.51            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $392000.00         | $325060.34         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $426313600.00      | $429401902.87      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $200.00            | $140.74            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $11697700.00       | $8666663.39        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $60000000.00       | $60968067.72       | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $600.00            | $593.95            | U.S. Treasuries (including strips) |

### Security 227: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ1VECW5
- **C.18 - Value (incl. sponsor support):** $531000000.00
- **C.18.a - Value (excl. sponsor support):** $531000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $675174439.00      | $466293438.88      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-01-31      | 3.7524%  | N/A     | $6232700.00        | $6268878.57        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $20000.00          | $2142.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-06-20      | 6.0000%  | N/A     | $980000.00         | $19489.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.0000%  | N/A     | $2184245.00        | $2262436.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-01-20      | 5.5000%  | N/A     | $143000.00         | $1574.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | N/A     | $74069190.00       | $12635678.45       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.5000%  | N/A     | $75000.00          | $16698.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $11509627.00       | $11710879.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 4.5000%  | N/A     | $220204.00         | $23458.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $1933411.00        | $1996013.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.0000%  | N/A     | $86527369.00       | $40389410.15       | Agency Mortgage-Backed Securities  |

### Security 228: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117598218.36
- **C.18.a - Value (excl. sponsor support):** $117598218.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182362719.21
- **C.18.a - Value (excl. sponsor support):** $182362719.21
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 230: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYJ1VEAH0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $574100.00         | $371953.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $1472600.00        | $819541.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $11900.00          | $8365.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $2404800.00        | $1179336.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $1201600.00        | $1224315.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $1802400.00        | $1940822.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $1057200.00        | $1089549.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $1142800.00        | $691814.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $12100.00          | $12915.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $2166100.00        | $2171364.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $1444900.00        | $1418029.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $666800.00         | $446447.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $829000.00         | $592336.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $1933500.00        | $1559961.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $643700.00         | $668639.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $2203300.00        | $1055748.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $297900.00         | $236848.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $1316200.00        | $1184208.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $1186200.00        | $1090165.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $1526300.00        | $1593121.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $2881500.00        | $1520483.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $987800.00         | $974104.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $185800.00         | $142319.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $1021100.00        | $1043908.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $203100.00         | $183522.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $20738700.00       | $20870519.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $869400.00         | $905027.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $49500.00          | $34236.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $1596000.00        | $1113543.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $1189500.00        | $825108.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $1515100.00        | $1114753.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $498600.00         | $487577.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $830500.00         | $797603.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $1952300.00        | $1630882.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | N/A     | $1000.00           | $973.16            | U.S. Treasuries (including strips) |

### Security 231: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ1VECG0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | N/A     | $100.00            | $97.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $540300.00         | $492176.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $5999900.00        | $6020213.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $71.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $3000000.00        | $3171613.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $18000000.00       | $18431425.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $76.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $9990200.00        | $10428675.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $6000000.00        | $5953922.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $28211400.00       | $28690774.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $260900.00         | $195087.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $3096300.00        | $3061496.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $13848300.00       | $9578241.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $6993700.00        | $6971242.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $2322800.00        | $2439677.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $300.00            | $275.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $400.00            | $394.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $14106500.00       | $14029819.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $19502100.00       | $19121096.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-17      | 0.0000%  | N/A     | $34025700.00       | $33446582.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $16079700.00       | $15924295.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $6448100.00        | $6472409.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $14197700.00       | $14193715.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $1500.00           | $1056.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $14999900.00       | $15334648.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $4997200.00        | $3845562.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $900.00            | $903.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $20581800.00       | $20828459.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $5087800.00        | $5002507.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $2786400.00        | $2824732.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $58715000.00       | $58439626.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $1400.00           | $1384.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $2602600.00        | $2642087.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | N/A     | $3200.00           | $3202.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | N/A     | $5945400.00        | $5922337.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $11111100.00       | $11509500.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $100.00            | $103.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | N/A     | $2990000.00        | $2966298.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $115024400.00      | $116619060.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | N/A     | $16069900.00       | $15869232.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $73.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $7575700.00        | $7714917.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $4590200.00        | $4595030.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $2066700.00        | $2063909.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $4999800.00        | $5867409.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $34750700.00       | $35004716.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-28      | 0.0000%  | N/A     | $200.00            | $197.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | N/A     | $10959000.00       | $10867840.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $73.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $31301400.00       | $29627219.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $66516000.00       | $75353826.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $5056900.00        | $5098736.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $49900.00          | $49819.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $12725500.00       | $12465479.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $23143400.00       | $23834220.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $100.00            | $111.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $3999500.00        | $4193405.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $6857400.00        | $6990735.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $2289200.00        | $2320490.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $32508600.00       | $32808346.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $5788200.00        | $4873586.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $200.00            | $200.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $2000.00           | $1606.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $88875900.00       | $91833582.52       | U.S. Treasuries (including strips) |

### Security 232: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2357081503.35
- **C.18.a - Value (excl. sponsor support):** $2357081503.35
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $648262922.31
- **C.18.a - Value (excl. sponsor support):** $648262922.31
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ1VEBB2
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | N/A     | $811811100.00      | $816000045.28      | U.S. Treasuries (including strips) |

### Security 235: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151281121.02
- **C.18.a - Value (excl. sponsor support):** $151281121.02
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: 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 236: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $487275471.23
- **C.18.a - Value (excl. sponsor support):** $487275471.23
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RU8, C.4 - ISIN: US3130B8RU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443795513.18
- **C.18.a - Value (excl. sponsor support):** $443795513.18
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: 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 238: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ1VEA72
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/33   | 2033-02-15      | 0.0000%  | N/A     | $1638.40           | $1230.85           | U.S. Treasuries (including strips) |
| TINT 11/15/49   | 2049-11-15      | 0.0000%  | N/A     | $10.24             | $3.04              | U.S. Treasuries (including strips) |
| TINT 11/15/50   | 2050-11-15      | 0.0000%  | N/A     | $102.40            | $28.91             | U.S. Treasuries (including strips) |
| 3 7/8 TPRN 43   | 2043-02-15      | 0.0000%  | N/A     | $29500.00          | $12800.93          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31 | 2031-01-15      | 0.1250%  | N/A     | $1723600.00        | $2025936.93        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2026-04-07

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer