# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-057307
**Filing Date:** 2026-6
**Character Count:** 3281815
**Document Hash:** f1e212352d292936d9901c9f13c9dfda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057307.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057307

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 261068893

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |
| C000263898 | Institutional Plus Class   | MPXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 13

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 46 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $219633496287.57

- **Amortized Cost of Portfolio Securities:** $219645905201.12

- **Cash:** $8163659658.94

- **Total Other Assets:** $1115702318.77

- **Total Liabilities:** $4481707778.34

- **Net Assets of Series:** $224443559400.49

- **Number of Shares Outstanding (Series):** 224472498703.6940

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $119549842080.51          | $174330464592.84           | 52.5300%                  | 76.6000%                   |
| 2026-05-04 | $121446609114.37          | $176177791075.27           | 52.9300%                  | 76.7900%                   |
| 2026-05-05 | $118492727526.32          | $173775028634.11           | 52.0700%                  | 76.3700%                   |
| 2026-05-06 | $121275158969.81          | $176807851060.80           | 52.6500%                  | 76.7600%                   |
| 2026-05-07 | $119356561594.94          | $174194010601.21           | 52.4100%                  | 76.4900%                   |
| 2026-05-08 | $116511916335.15          | $171149928318.71           | 51.8400%                  | 76.1500%                   |
| 2026-05-11 | $124430702780.69          | $181069539009.38           | 53.2200%                  | 77.4500%                   |
| 2026-05-12 | $126401010172.39          | $180139734468.57           | 54.2800%                  | 77.3600%                   |
| 2026-05-13 | $126352522951.69          | $179951294735.49           | 54.1800%                  | 77.1600%                   |
| 2026-05-14 | $124602298393.73          | $180355793442.12           | 53.3000%                  | 77.1400%                   |
| 2026-05-15 | $121469667998.97          | $175779374568.53           | 52.9900%                  | 76.6800%                   |
| 2026-05-18 | $121598495495.64          | $176100931063.57           | 52.7400%                  | 76.3700%                   |
| 2026-05-19 | $121159168305.36          | $176005849430.95           | 52.5600%                  | 76.3600%                   |
| 2026-05-20 | $119443782441.59          | $173597778017.42           | 52.3500%                  | 76.0800%                   |
| 2026-05-21 | $115521304400.53          | $169674496335.14           | 51.4600%                  | 75.5800%                   |
| 2026-05-22 | $109588810732.05          | $164887443706.67           | 50.1400%                  | 75.4400%                   |
| 2026-05-26 | $113666476761.42          | $169653875782.76           | 51.0500%                  | 76.2000%                   |
| 2026-05-27 | $112013631822.61          | $168550719746.34           | 50.6700%                  | 76.2500%                   |
| 2026-05-28 | $119087110122.56          | $175624134244.19           | 52.0700%                  | 76.7900%                   |
| 2026-05-29 | $119707922938.26          | $175770691070.25           | 52.2900%                  | 76.7800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7100%             |
| 2026-05-05 | 3.7100%             |
| 2026-05-06 | 3.7100%             |
| 2026-05-07 | 3.7000%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6900%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9998                      |
|  |  |
| 2026-05-15 | 0.9998                      |
|  |  |
| 2026-05-18 | 0.9998                      |
|  |  |
| 2026-05-19 | 0.9998                      |
|  |  |
| 2026-05-20 | 0.9998                      |
|  |  |
| 2026-05-21 | 0.9998                      |
|  |  |
| 2026-05-22 | 0.9998                      |
|  |  |
| 2026-05-26 | 0.9998                      |
|  |  |
| 2026-05-27 | 0.9998                      |
|  |  |
| 2026-05-28 | 0.9998                      |
|  |  |
| 2026-05-29 | 0.9998                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $444383861.45

- **Number of Shares Outstanding:** 444449316.6600

- **Expense Reimbursement/Waiver:** 20048.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $139370.86                | $6271056.36             |
| 2026-05-04 | $3093646.40               | $3160789.10             |
| 2026-05-05 | $53769.68                 | $810451.10              |
| 2026-05-06 | $78458.14                 | $4872249.82             |
| 2026-05-07 | $128955.42                | $0.00                   |
| 2026-05-08 | $85285.57                 | $1872001.30             |
| 2026-05-11 | $91165.66                 | $192653.99              |
| 2026-05-12 | $53193.13                 | $2225482.87             |
| 2026-05-13 | $62139.16                 | $3002724.06             |
| 2026-05-14 | $51075.22                 | $424126.88              |
| 2026-05-15 | $629343.20                | $308034.99              |
| 2026-05-18 | $478199.63                | $0.00                   |
| 2026-05-19 | $67593.16                 | $1192292.82             |
| 2026-05-20 | $84511.57                 | $0.00                   |
| 2026-05-21 | $18446.66                 | $700.00                 |
| 2026-05-22 | $118526.37                | $333332.79              |
| 2026-05-26 | $78032.24                 | $46130.23               |
| 2026-05-27 | $23484.71                 | $807.72                 |
| 2026-05-28 | $8460477.70               | $0.00                   |
| 2026-05-29 | $0.00                     | $195449.51              |

**Total Gross Subscriptions (Month):** $13795674.48

**Total Gross Redemptions (Month):** $24908283.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4100%           |
| 2026-05-04 | 3.4100%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4100%           |
| 2026-05-07 | 3.4000%           |
| 2026-05-08 | 3.3900%           |
| 2026-05-11 | 3.3900%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3700%           |
| 2026-05-18 | 3.3600%           |
| 2026-05-19 | 3.3600%           |
| 2026-05-20 | 3.3500%           |
| 2026-05-21 | 3.3500%           |
| 2026-05-22 | 3.3400%           |
| 2026-05-26 | 3.3400%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 88.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.5000%          | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2324436971.68

- **Number of Shares Outstanding:** 2324762289.0800

- **Expense Reimbursement/Waiver:** 105456.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $42233697.60              | $263462506.16           |
| 2026-05-04 | $34019897.11              | $10592960.30            |
| 2026-05-05 | $15048995.25              | $46728910.15            |
| 2026-05-06 | $42073524.18              | $5765087.22             |
| 2026-05-07 | $56732309.30              | $1289186.60             |
| 2026-05-08 | $9627803.92               | $81938149.14            |
| 2026-05-11 | $59370948.25              | $5685359.16             |
| 2026-05-12 | $4705762.74               | $22379522.22            |
| 2026-05-13 | $16884402.21              | $13878184.06            |
| 2026-05-14 | $23695628.55              | $1484103.44             |
| 2026-05-15 | $18182945.97              | $35505264.54            |
| 2026-05-18 | $48369280.96              | $25062115.87            |
| 2026-05-19 | $56644602.76              | $7281694.82             |
| 2026-05-20 | $7998187.25               | $164625899.70           |
| 2026-05-21 | $19408160.26              | $9994415.87             |
| 2026-05-22 | $16853169.59              | $30127587.10            |
| 2026-05-26 | $43567250.51              | $20913969.56            |
| 2026-05-27 | $16828892.52              | $30179043.68            |
| 2026-05-28 | $27325941.23              | $35356755.41            |
| 2026-05-29 | $62994606.01              | $6739156.08             |

**Total Gross Subscriptions (Month):** $622566006.17

**Total Gross Redemptions (Month):** $818989871.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3100%           |
| 2026-05-04 | 3.3100%           |
| 2026-05-05 | 3.3100%           |
| 2026-05-06 | 3.3100%           |
| 2026-05-07 | 3.3000%           |
| 2026-05-08 | 3.2900%           |
| 2026-05-11 | 3.2900%           |
| 2026-05-12 | 3.2800%           |
| 2026-05-13 | 3.2800%           |
| 2026-05-14 | 3.2800%           |
| 2026-05-15 | 3.2700%           |
| 2026-05-18 | 3.2600%           |
| 2026-05-19 | 3.2600%           |
| 2026-05-20 | 3.2500%           |
| 2026-05-21 | 3.2500%           |
| 2026-05-22 | 3.2400%           |
| 2026-05-26 | 3.2400%           |
| 2026-05-27 | 3.2500%           |
| 2026-05-28 | 3.2600%           |
| 2026-05-29 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 42.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.0300%         | 0.0000%              |
| Non-financial corporation                           |  | 9.8600%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $193382374725.57

- **Number of Shares Outstanding:** 193405790934.1110

- **Expense Reimbursement/Waiver:** 8763043.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $10210868527.98           | $7344294116.81          |
| 2026-05-04 | $5336292955.93            | $5102544496.15          |
| 2026-05-05 | $5312454642.48            | $5188693935.12          |
| 2026-05-06 | $5023756524.50            | $3796302029.07          |
| 2026-05-07 | $3671317688.09            | $4814159098.55          |
| 2026-05-08 | $2980271180.41            | $5524866536.68          |
| 2026-05-11 | $6185160882.42            | $2670571393.73          |
| 2026-05-12 | $5213919936.04            | $4143676145.71          |
| 2026-05-13 | $3709981883.91            | $5047074841.84          |
| 2026-05-14 | $7250511537.73            | $5083811606.22          |
| 2026-05-15 | $6424045019.56            | $9018388330.55          |
| 2026-05-18 | $3456687996.49            | $5691697212.75          |
| 2026-05-19 | $2965615105.62            | $3467080117.90          |
| 2026-05-20 | $3399570964.26            | $6322860708.05          |
| 2026-05-21 | $3204681044.13            | $5165347950.93          |
| 2026-05-22 | $3213748611.58            | $7878724549.84          |
| 2026-05-26 | $8208074381.73            | $3933926604.10          |
| 2026-05-27 | $4412177586.15            | $6777558943.15          |
| 2026-05-28 | $11911496346.14           | $4418353793.42          |
| 2026-05-29 | $8277400519.99            | $7994384737.20          |

**Total Gross Subscriptions (Month):** $110368033335.14

**Total Gross Redemptions (Month):** $109384317147.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5400%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 27.1400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.8800%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7233825012.72

- **Number of Shares Outstanding:** 7234369919.4500

- **Expense Reimbursement/Waiver:** 325567.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $39003861.21              | $35000100.00            |
| 2026-05-04 | $395204.29                | $48436147.19            |
| 2026-05-05 | $2256078.86               | $27030000.00            |
| 2026-05-06 | $37000000.00              | $14595908.31            |
| 2026-05-07 | $6467239.45               | $0.00                   |
| 2026-05-08 | $4151371.72               | $1000000.00             |
| 2026-05-11 | $1050943.30               | $28000000.00            |
| 2026-05-12 | $18321783.88              | $0.00                   |
| 2026-05-13 | $3205201.02               | $86000000.00            |
| 2026-05-14 | $3239928.79               | $22000000.00            |
| 2026-05-15 | $6010669.91               | $37000000.00            |
| 2026-05-18 | $1385280.03               | $46000000.00            |
| 2026-05-19 | $33218535.09              | $0.00                   |
| 2026-05-20 | $56016050.25              | $0.00                   |
| 2026-05-21 | $42797510.51              | $0.00                   |
| 2026-05-22 | $20949498.65              | $84000000.00            |
| 2026-05-26 | $65000000.00              | $32896357.81            |
| 2026-05-27 | $50474562.76              | $0.00                   |
| 2026-05-28 | $88035229.51              | $0.00                   |
| 2026-05-29 | $0.00                     | $28396788.15            |

**Total Gross Subscriptions (Month):** $478978949.23

**Total Gross Redemptions (Month):** $490355301.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4600%           |
| 2026-05-04 | 3.4600%           |
| 2026-05-05 | 3.4600%           |
| 2026-05-06 | 3.4600%           |
| 2026-05-07 | 3.4500%           |
| 2026-05-08 | 3.4400%           |
| 2026-05-11 | 3.4400%           |
| 2026-05-12 | 3.4300%           |
| 2026-05-13 | 3.4300%           |
| 2026-05-14 | 3.4300%           |
| 2026-05-15 | 3.4200%           |
| 2026-05-18 | 3.4100%           |
| 2026-05-19 | 3.4100%           |
| 2026-05-20 | 3.4000%           |
| 2026-05-21 | 3.4000%           |
| 2026-05-22 | 3.3900%           |
| 2026-05-26 | 3.3900%           |
| 2026-05-27 | 3.4000%           |
| 2026-05-28 | 3.4100%           |
| 2026-05-29 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 89.3300%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.7200%          | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2980455123.42

- **Number of Shares Outstanding:** 2980867150.2100

- **Expense Reimbursement/Waiver:** 136387.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $674.46                   | $9147779.27             |
| 2026-05-04 | $35460237.49              | $204.59                 |
| 2026-05-05 | $1690555.50               | $0.00                   |
| 2026-05-06 | $18363685.31              | $0.00                   |
| 2026-05-07 | $0.00                     | $186782937.77           |
| 2026-05-08 | $29201202.13              | $0.00                   |
| 2026-05-11 | $0.00                     | $8718235.37             |
| 2026-05-12 | $65105655.11              | $0.00                   |
| 2026-05-13 | $0.00                     | $75319232.14            |
| 2026-05-14 | $0.00                     | $32387908.08            |
| 2026-05-15 | $3723.46                  | $25119640.59            |
| 2026-05-18 | $17286886.73              | $0.00                   |
| 2026-05-19 | $6543261.00               | $0.00                   |
| 2026-05-20 | $0.00                     | $58937234.44            |
| 2026-05-21 | $36836373.94              | $0.00                   |
| 2026-05-22 | $11090255.30              | $0.00                   |
| 2026-05-26 | $15461091.24              | $0.00                   |
| 2026-05-27 | $37656149.84              | $0.00                   |
| 2026-05-28 | $0.00                     | $35543503.26            |
| 2026-05-29 | $18369399.00              | $0.00                   |

**Total Gross Subscriptions (Month):** $293069150.51

**Total Gross Redemptions (Month):** $431956675.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0600%           |
| 2026-05-04 | 3.0600%           |
| 2026-05-05 | 3.0600%           |
| 2026-05-06 | 3.0600%           |
| 2026-05-07 | 3.0500%           |
| 2026-05-08 | 3.0400%           |
| 2026-05-11 | 3.0400%           |
| 2026-05-12 | 3.0300%           |
| 2026-05-13 | 3.0300%           |
| 2026-05-14 | 3.0300%           |
| 2026-05-15 | 3.0200%           |
| 2026-05-18 | 3.0100%           |
| 2026-05-19 | 3.0100%           |
| 2026-05-20 | 3.0000%           |
| 2026-05-21 | 3.0000%           |
| 2026-05-22 | 2.9900%           |
| 2026-05-26 | 2.9900%           |
| 2026-05-27 | 3.0000%           |
| 2026-05-28 | 3.0100%           |
| 2026-05-29 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9900%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $10482691436.47

- **Number of Shares Outstanding:** 10486697742.0800

- **Expense Reimbursement/Waiver:** 491553.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9995          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $901319703.99             | $57528019.53            |
| 2026-05-04 | $251883138.39             | $5143051.96             |
| 2026-05-05 | $5780326.95               | $928883667.29           |
| 2026-05-06 | $644588145.98             | $4487788.00             |
| 2026-05-07 | $51162170.81              | $213609305.97           |
| 2026-05-08 | $266614465.30             | $102901873.96           |
| 2026-05-11 | $198833338.03             | $18624.50               |
| 2026-05-12 | $42840948.55              | $60002633.52            |
| 2026-05-13 | $52006528.68              | $43368932.10            |
| 2026-05-14 | $137370368.23             | $0.00                   |
| 2026-05-15 | $421803.02                | $122291771.90           |
| 2026-05-18 | $83501243.39              | $48982.66               |
| 2026-05-19 | $102324862.73             | $0.00                   |
| 2026-05-20 | $85769420.22              | $0.00                   |
| 2026-05-21 | $5120.26                  | $229392215.42           |
| 2026-05-22 | $5508699.90               | $201167725.61           |
| 2026-05-26 | $37559758.63              | $61914357.21            |
| 2026-05-27 | $44119919.29              | $15006909.49            |
| 2026-05-28 | $0.00                     | $272096896.00           |
| 2026-05-29 | $7825416.50               | $61601540.16            |

**Total Gross Subscriptions (Month):** $2919435378.85

**Total Gross Redemptions (Month):** $2379464295.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5100%           |
| 2026-05-04 | 3.5100%           |
| 2026-05-05 | 3.5100%           |
| 2026-05-06 | 3.5000%           |
| 2026-05-07 | 3.5000%           |
| 2026-05-08 | 3.4900%           |
| 2026-05-11 | 3.4800%           |
| 2026-05-12 | 3.4800%           |
| 2026-05-13 | 3.4800%           |
| 2026-05-14 | 3.4800%           |
| 2026-05-15 | 3.4700%           |
| 2026-05-18 | 3.4600%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4500%           |
| 2026-05-21 | 3.4400%           |
| 2026-05-22 | 3.4400%           |
| 2026-05-26 | 3.4400%           |
| 2026-05-27 | 3.4500%           |
| 2026-05-28 | 3.4600%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.6900%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $181942.47

- **Number of Shares Outstanding:** 181933.6500

- **Expense Reimbursement/Waiver:** 8.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0001          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $508.69                   | $0.00                   |

**Total Gross Subscriptions (Month):** $508.69

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4100%           |
| 2026-05-04 | 3.4100%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4100%           |
| 2026-05-07 | 3.4000%           |
| 2026-05-08 | 3.3900%           |
| 2026-05-11 | 3.3900%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3700%           |
| 2026-05-18 | 3.3600%           |
| 2026-05-19 | 3.3600%           |
| 2026-05-20 | 3.3500%           |
| 2026-05-21 | 3.3500%           |
| 2026-05-22 | 3.3400%           |
| 2026-05-26 | 3.3400%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 67.0600%         | 0.0000%              |
| Non-financial corporation |  | 32.9300%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57986.31

- **Number of Shares Outstanding:** 57997.7400

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9997          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9997          |
|  |  |
| 2026-05-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $131.17                   | $0.00                   |

**Total Gross Subscriptions (Month):** $131.17

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7600%           |
| 2026-05-04 | 2.7600%           |
| 2026-05-05 | 2.7600%           |
| 2026-05-06 | 2.7500%           |
| 2026-05-07 | 2.7500%           |
| 2026-05-08 | 2.7400%           |
| 2026-05-11 | 2.7400%           |
| 2026-05-12 | 2.7300%           |
| 2026-05-13 | 2.7300%           |
| 2026-05-14 | 2.7300%           |
| 2026-05-15 | 2.7200%           |
| 2026-05-18 | 2.7100%           |
| 2026-05-19 | 2.7100%           |
| 2026-05-20 | 2.7000%           |
| 2026-05-21 | 2.6900%           |
| 2026-05-22 | 2.6900%           |
| 2026-05-26 | 2.6900%           |
| 2026-05-27 | 2.7000%           |
| 2026-05-28 | 2.7100%           |
| 2026-05-29 | 2.7400%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3629817849.98

- **Number of Shares Outstanding:** 3629899710.7600

- **Expense Reimbursement/Waiver:** 166297.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $120545659.74             | $149004911.30           |
| 2026-05-04 | $276886969.71             | $0.00                   |
| 2026-05-05 | $26665057.00              | $50000000.00            |
| 2026-05-06 | $0.00                     | $70812656.00            |
| 2026-05-07 | $52481533.00              | $205000000.00           |
| 2026-05-08 | $291615693.00             | $0.00                   |
| 2026-05-11 | $77108916.00              | $0.00                   |
| 2026-05-12 | $3122197.00               | $0.00                   |
| 2026-05-13 | $2068030.00               | $10000000.00            |
| 2026-05-14 | $1161905.00               | $82100000.00            |
| 2026-05-15 | $100000000.00             | $265127572.00           |
| 2026-05-18 | $50185040.00              | $30000000.00            |
| 2026-05-19 | $61190708.00              | $20800000.00            |
| 2026-05-20 | $878017.00                | $7500000.00             |
| 2026-05-21 | $71685603.64              | $98029276.00            |
| 2026-05-22 | $55700000.00              | $4014959.00             |
| 2026-05-26 | $24000000.00              | $3013792.00             |
| 2026-05-27 | $105000000.00             | $173008438.00           |
| 2026-05-28 | $0.00                     | $210194230.00           |
| 2026-05-29 | $409732202.00             | $205200000.00           |

**Total Gross Subscriptions (Month):** $1730027531.09

**Total Gross Redemptions (Month):** $1583805834.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5400%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.9800%          | 0.0000%              |
| Broker-dealer                                       |  | 11.7500%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.1400%         | 0.0000%              |
| Non-financial corporation                           |  | 20.6600%         | 0.0000%              |
| Non-financial corporation                           |  | 7.5000%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $2775034887.14

- **Number of Shares Outstanding:** 2775168126.4400

- **Expense Reimbursement/Waiver:** 82022.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $448826790.46             | $460000000.00           |
| 2026-05-04 | $432880000.00             | $445000000.00           |
| 2026-05-05 | $366560000.00             | $422000000.00           |
| 2026-05-06 | $337460000.00             | $350000000.00           |
| 2026-05-07 | $170000000.00             | $321000000.00           |
| 2026-05-08 | $70000000.00              | $176580000.00           |
| 2026-05-11 | $521660000.00             | $72000000.00            |
| 2026-05-12 | $274840000.00             | $527000000.00           |
| 2026-05-13 | $430840000.00             | $272900000.00           |
| 2026-05-14 | $1660000000.00            | $405780000.00           |
| 2026-05-15 | $305000000.00             | $340180000.00           |
| 2026-05-18 | $207020000.00             | $345000000.00           |
| 2026-05-19 | $575000000.00             | $201080000.00           |
| 2026-05-20 | $254000000.00             | $498840000.00           |
| 2026-05-21 | $550000000.00             | $260640000.00           |
| 2026-05-22 | $511000000.00             | $673060000.00           |
| 2026-05-26 | $529720000.00             | $500060000.00           |
| 2026-05-27 | $500000000.00             | $513520000.00           |
| 2026-05-28 | $605780000.00             | $537000000.00           |
| 2026-05-29 | $800200000.00             | $502820000.00           |

**Total Gross Subscriptions (Month):** $9550786790.46

**Total Gross Redemptions (Month):** $7824460000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5400%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 18.0100%         | 0.0000%              |
| Non-financial corporation                                                   |  | 9.1400%          | 0.0000%              |
| Non-financial corporation                                                   |  | 50.9900%         | 0.0000%              |
| Non-financial corporation                                                   |  | 7.1600%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 10.5600%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1061776997.83

- **Number of Shares Outstanding:** 1061734009.7800

- **Expense Reimbursement/Waiver:** 44738.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $38533097.47              | $41580.78               |
| 2026-05-04 | $106111707.96             | $4220001.98             |
| 2026-05-05 | $5628557.22               | $2010000.00             |
| 2026-05-06 | $9270033.32               | $0.00                   |
| 2026-05-07 | $1660625.81               | $25000.00               |
| 2026-05-08 | $3834245.70               | $106045039.13           |
| 2026-05-11 | $49226366.00              | $348000.00              |
| 2026-05-12 | $4759344.00               | $1000000.00             |
| 2026-05-13 | $2706270.75               | $625000.00              |
| 2026-05-14 | $11600043.15              | $59106411.73            |
| 2026-05-15 | $286010.00                | $10000000.00            |
| 2026-05-18 | $28768314.96              | $0.00                   |
| 2026-05-19 | $211850.46                | $73642.21               |
| 2026-05-20 | $761009.00                | $25115070.62            |
| 2026-05-21 | $2909010.00               | $10550000.00            |
| 2026-05-22 | $3200415.07               | $50000.00               |
| 2026-05-26 | $112440382.03             | $0.00                   |
| 2026-05-27 | $1200010.00               | $2316667.00             |
| 2026-05-28 | $10400100.00              | $8446396.37             |
| 2026-05-29 | $6438728.39               | $26939.00               |

**Total Gross Subscriptions (Month):** $399946121.29

**Total Gross Redemptions (Month):** $229999748.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5700%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5400%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 18.8300%         | 0.0000%              |
| Broker-dealer                                       |  | 14.1200%         | 0.0000%              |
| Broker-dealer                                       |  | 27.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.8500%          | 0.0000%              |
| Non-financial corporation                           |  | 23.5400%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $128471312.84

- **Number of Shares Outstanding:** 128468282.3430

- **Expense Reimbursement/Waiver:** 5549.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $639141.63                | $721825.33              |
| 2026-05-04 | $591958.72                | $158520.18              |
| 2026-05-05 | $570539.15                | $402717.90              |
| 2026-05-06 | $369446.00                | $749700.00              |
| 2026-05-07 | $4722142.00               | $8778695.76             |
| 2026-05-08 | $5142193.26               | $598237.55              |
| 2026-05-11 | $297164.00                | $101985.78              |
| 2026-05-12 | $1810233.21               | $1129408.23             |
| 2026-05-13 | $185256.65                | $351766.64              |
| 2026-05-14 | $3228379.38               | $440197.03              |
| 2026-05-15 | $321864.73                | $469127.20              |
| 2026-05-18 | $3011876.21               | $427507.00              |
| 2026-05-19 | $1070927.50               | $782157.98              |
| 2026-05-20 | $928953.55                | $317409.28              |
| 2026-05-21 | $1096754.71               | $131493.05              |
| 2026-05-22 | $3649288.58               | $187189.96              |
| 2026-05-26 | $200829.42                | $349966.73              |
| 2026-05-27 | $528866.33                | $645180.02              |
| 2026-05-28 | $396392.20                | $379514.55              |
| 2026-05-29 | $1135917.01               | $974980.70              |

**Total Gross Subscriptions (Month):** $29898124.24

**Total Gross Redemptions (Month):** $18097580.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5700%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5600%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5400%           |
| 2026-05-11 | 3.5400%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $51292.61

- **Number of Shares Outstanding:** 51291.3900

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $148.74                   | $0.00                   |

**Total Gross Subscriptions (Month):** $148.74

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5400%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5100%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5000%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5200%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197978271.48
- **C.18.a - Value (excl. sponsor support):** $197978271.48
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240069355.20
- **C.18.a - Value (excl. sponsor support):** $240069355.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390175160.70
- **C.18.a - Value (excl. sponsor support):** $390175160.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482997845.82
- **C.18.a - Value (excl. sponsor support):** $482997845.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241063874.64
- **C.18.a - Value (excl. sponsor support):** $241063874.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487004826.17
- **C.18.a - Value (excl. sponsor support):** $487004826.17
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243999699.88
- **C.18.a - Value (excl. sponsor support):** $243999699.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZT2, C.4 - ISIN: US3130B8ZT21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243999856.04
- **C.18.a - Value (excl. sponsor support):** $243999856.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $70001257.90
- **C.18.a - Value (excl. sponsor support):** $70001257.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DV9, C.4 - ISIN: US3130B9DV97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487004675.20
- **C.18.a - Value (excl. sponsor support):** $487004675.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DX5, C.4 - ISIN: US3130B9DX53, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487001222.37
- **C.18.a - Value (excl. sponsor support):** $487001222.37
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EK2, C.4 - ISIN: US3130B9EK24, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $292999633.75
- **C.18.a - Value (excl. sponsor support):** $292999633.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EL0, C.4 - ISIN: US3130B9EL07, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487001227.24
- **C.18.a - Value (excl. sponsor support):** $487001227.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GV6, C.4 - ISIN: US3130B9GV60, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489005066.04
- **C.18.a - Value (excl. sponsor support):** $489005066.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GZ7, C.4 - ISIN: US3130B9GZ74, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489001261.62
- **C.18.a - Value (excl. sponsor support):** $489001261.62
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52, C.4 - ISIN: US3130B9H522, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $977012984.33
- **C.18.a - Value (excl. sponsor support):** $977012984.33
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JV3, C.4 - ISIN: US3130B9JV34, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488007349.28
- **C.18.a - Value (excl. sponsor support):** $488007349.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K82, C.4 - ISIN: US3130B9K823, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $245001433.25
- **C.18.a - Value (excl. sponsor support):** $245001433.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KD1, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243001387.53
- **C.18.a - Value (excl. sponsor support):** $243001387.53
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30, C.4 - ISIN: US3130B9N306, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488015723.36
- **C.18.a - Value (excl. sponsor support):** $488015723.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488012385.44
- **C.18.a - Value (excl. sponsor support):** $488012385.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QQ6, C.4 - ISIN: US3130B9QQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $494017759.30
- **C.18.a - Value (excl. sponsor support):** $494017759.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UB4, C.4 - ISIN: US3130B9UB41, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $733003621.02
- **C.18.a - Value (excl. sponsor support):** $733003621.02
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UL2, C.4 - ISIN: US3130B9UL23, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244999728.05
- **C.18.a - Value (excl. sponsor support):** $244999728.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9UM0, C.4 - ISIN: US3130B9UM06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243000818.91
- **C.18.a - Value (excl. sponsor support):** $243000818.91
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6, C.4 - ISIN: US3130BA6L62, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488020535.04
- **C.18.a - Value (excl. sponsor support):** $488020535.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6W2, C.4 - ISIN: US3130BA6W28, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487019908.56
- **C.18.a - Value (excl. sponsor support):** $487019908.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BABN6, C.4 - ISIN: US3130BABN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $976016435.84
- **C.18.a - Value (excl. sponsor support):** $976016435.84
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BABP1, C.4 - ISIN: US3130BABP10, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489015349.71
- **C.18.a - Value (excl. sponsor support):** $489015349.71
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAC39, C.4 - ISIN: US3130BAC399, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $976024165.76
- **C.18.a - Value (excl. sponsor support):** $976024165.76
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADE4, C.4 - ISIN: US3130BADE45, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487015457.38
- **C.18.a - Value (excl. sponsor support):** $487015457.38
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFC6, C.4 - ISIN: US3130BAFC60, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $486015100.02
- **C.18.a - Value (excl. sponsor support):** $486015100.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFH5, C.4 - ISIN: US3130BAFH57, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $486014803.56
- **C.18.a - Value (excl. sponsor support):** $486014803.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFQ5, C.4 - ISIN: US3130BAFQ56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $984026922.24
- **C.18.a - Value (excl. sponsor support):** $984026922.24
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFT9, C.4 - ISIN: US3130BAFT95, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $492028004.64
- **C.18.a - Value (excl. sponsor support):** $492028004.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAH75, C.4 - ISIN: US3130BAH752, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $489027550.26
- **C.18.a - Value (excl. sponsor support):** $489027550.26
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKP1, C.4 - ISIN: US3130BAKP19, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $146003947.84
- **C.18.a - Value (excl. sponsor support):** $146003947.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALJ4, C.4 - ISIN: US3130BALJ40, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $368002958.72
- **C.18.a - Value (excl. sponsor support):** $368002958.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALV7, C.4 - ISIN: US3130BALV77, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488012424.48
- **C.18.a - Value (excl. sponsor support):** $488012424.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMB0, C.4 - ISIN: US3130BAMB05, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $486027935.28
- **C.18.a - Value (excl. sponsor support):** $486027935.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAPW1, C.4 - ISIN: US3130BAPW15, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244007520.08
- **C.18.a - Value (excl. sponsor support):** $244007520.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAPX9, C.4 - ISIN: US3130BAPX97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $341012357.84
- **C.18.a - Value (excl. sponsor support):** $341012357.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQZ3, C.4 - ISIN: US3130BAQZ37, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $120503682.48
- **C.18.a - Value (excl. sponsor support):** $120503682.48
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARG4, C.4 - ISIN: US3130BARG47, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $366510401.27
- **C.18.a - Value (excl. sponsor support):** $366510401.27
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAS65, C.4 - ISIN: US3130BAS650, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488018841.68
- **C.18.a - Value (excl. sponsor support):** $488018841.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAT56, C.4 - ISIN: US3130BAT567, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $977018172.20
- **C.18.a - Value (excl. sponsor support):** $977018172.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAUS4, C.4 - ISIN: US3130BAUS48, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487030885.54
- **C.18.a - Value (excl. sponsor support):** $487030885.54
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAUU9, C.4 - ISIN: US3130BAUU93, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $486027041.04
- **C.18.a - Value (excl. sponsor support):** $486027041.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAW60, C.4 - ISIN: US3130BAW603, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $119022474.34
- **C.18.a - Value (excl. sponsor support):** $119022474.34
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-06-01
- **C.13 - Final Legal Maturity Date:** 2028-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 50: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAXC6, C.4 - ISIN: US3130BAXC68, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $243016198.38
- **C.18.a - Value (excl. sponsor support):** $243016198.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $477594280.38
- **C.18.a - Value (excl. sponsor support):** $477594280.38
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384FT1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313384FT1
- **C.18 - Value (incl. sponsor support):** $238074037.50
- **C.18.a - Value (excl. sponsor support):** $238074037.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-05-18
- **C.12 - Maturity Date (WAL):** 2027-05-18
- **C.13 - Final Legal Maturity Date:** 2027-05-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384FV6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313384FV6
- **C.18 - Value (incl. sponsor support):** $92511199.68
- **C.18.a - Value (excl. sponsor support):** $92511199.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-05-20
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A89, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385A89
- **C.18 - Value (incl. sponsor support):** $725956100.00
- **C.18.a - Value (excl. sponsor support):** $725956100.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B62, C.4 - ISIN: US313385B622, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $610387500.00
- **C.18.a - Value (excl. sponsor support):** $610387500.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B70, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385B70
- **C.18 - Value (incl. sponsor support):** $486276000.00
- **C.18.a - Value (excl. sponsor support):** $486276000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385B88, C.4 - ISIN: US313385B887, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1121299000.00
- **C.18.a - Value (excl. sponsor support):** $1121299000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $46614600.00
- **C.18.a - Value (excl. sponsor support):** $46614600.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C61
- **C.18 - Value (incl. sponsor support):** $241974800.00
- **C.18.a - Value (excl. sponsor support):** $241974800.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $969784800.00
- **C.18.a - Value (excl. sponsor support):** $969784800.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D29, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $242868500.00
- **C.18.a - Value (excl. sponsor support):** $242868500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $480586500.00
- **C.18.a - Value (excl. sponsor support):** $480586500.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F35, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385F35
- **C.18 - Value (incl. sponsor support):** $390909115.35
- **C.18.a - Value (excl. sponsor support):** $390909115.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482751560.00
- **C.18.a - Value (excl. sponsor support):** $482751560.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $298541471.84
- **C.18.a - Value (excl. sponsor support):** $298541471.84
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1154158709.44
- **C.18.a - Value (excl. sponsor support):** $1154158709.44
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $486762317.50
- **C.18.a - Value (excl. sponsor support):** $486762317.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J72, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385J72
- **C.18 - Value (incl. sponsor support):** $241752525.00
- **C.18.a - Value (excl. sponsor support):** $241752525.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385U46
- **C.18 - Value (incl. sponsor support):** $452317376.28
- **C.18.a - Value (excl. sponsor support):** $452317376.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385V37
- **C.18 - Value (incl. sponsor support):** $193711320.00
- **C.18.a - Value (excl. sponsor support):** $193711320.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $422489578.59
- **C.18.a - Value (excl. sponsor support):** $422489578.59
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $44165457.72
- **C.18.a - Value (excl. sponsor support):** $44165457.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YF7
- **C.18 - Value (incl. sponsor support):** $200595766.89
- **C.18.a - Value (excl. sponsor support):** $200595766.89
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $90512739.57
- **C.18.a - Value (excl. sponsor support):** $90512739.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YN0
- **C.18 - Value (incl. sponsor support):** $329104050.00
- **C.18.a - Value (excl. sponsor support):** $329104050.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238327081.16
- **C.18.a - Value (excl. sponsor support):** $238327081.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **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: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $372506079.44
- **C.18.a - Value (excl. sponsor support):** $372506079.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $194084773.35
- **C.18.a - Value (excl. sponsor support):** $194084773.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZQ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZQ2
- **C.18 - Value (incl. sponsor support):** $242708595.84
- **C.18.a - Value (excl. sponsor support):** $242708595.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240695015.00
- **C.18.a - Value (excl. sponsor support):** $240695015.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZS8, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZS8
- **C.18 - Value (incl. sponsor support):** $247632402.36
- **C.18.a - Value (excl. sponsor support):** $247632402.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ZZ2
- **C.18 - Value (incl. sponsor support):** $483984793.07
- **C.18.a - Value (excl. sponsor support):** $483984793.07
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248002301.44
- **C.18.a - Value (excl. sponsor support):** $248002301.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 84: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237056003.10
- **C.18.a - Value (excl. sponsor support):** $237056003.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 85: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233083197.31
- **C.18.a - Value (excl. sponsor support):** $233083197.31
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 86: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48001000.32
- **C.18.a - Value (excl. sponsor support):** $48001000.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240077294.40
- **C.18.a - Value (excl. sponsor support):** $240077294.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3C9, C.4 - ISIN: US3133ET3C98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $98011624.76
- **C.18.a - Value (excl. sponsor support):** $98011624.76
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-08
- **C.13 - Final Legal Maturity Date:** 2027-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 89: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4H7, C.4 - ISIN: US3133ET4H76, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97036965.73
- **C.18.a - Value (excl. sponsor support):** $97036965.73
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-15
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 90: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5F0, C.4 - ISIN: US3133ET5F02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97013217.22
- **C.18.a - Value (excl. sponsor support):** $97013217.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 91: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6L6, C.4 - ISIN: US3133ET6L60, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $250033720.00
- **C.18.a - Value (excl. sponsor support):** $250033720.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6M4, C.4 - ISIN: US3133ET6M44, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $115015553.75
- **C.18.a - Value (excl. sponsor support):** $115015553.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178007039.90
- **C.18.a - Value (excl. sponsor support):** $178007039.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $183992108.24
- **C.18.a - Value (excl. sponsor support):** $183992108.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127067506.85
- **C.18.a - Value (excl. sponsor support):** $127067506.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 96: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159087858.63
- **C.18.a - Value (excl. sponsor support):** $159087858.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 97: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203134034.81
- **C.18.a - Value (excl. sponsor support):** $203134034.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 98: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488086044.16
- **C.18.a - Value (excl. sponsor support):** $488086044.16
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-10
- **C.13 - Final Legal Maturity Date:** 2027-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 99: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290057782.50
- **C.18.a - Value (excl. sponsor support):** $290057782.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357124721.52
- **C.18.a - Value (excl. sponsor support):** $357124721.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367421701.35
- **C.18.a - Value (excl. sponsor support):** $367421701.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 102: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **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: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159100963.41
- **C.18.a - Value (excl. sponsor support):** $159100963.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245006291.60
- **C.18.a - Value (excl. sponsor support):** $245006291.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 104: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96085148.16
- **C.18.a - Value (excl. sponsor support):** $96085148.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 105: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $132040331.28
- **C.18.a - Value (excl. sponsor support):** $132040331.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 106: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJT8, C.4 - ISIN: US3133EWJT81, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $282994849.40
- **C.18.a - Value (excl. sponsor support):** $282994849.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKE9, C.4 - ISIN: US3133EWKE93, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97016143.71
- **C.18.a - Value (excl. sponsor support):** $97016143.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-28
- **C.13 - Final Legal Maturity Date:** 2028-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKL3, C.4 - ISIN: US3133EWKL37, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $220027618.80
- **C.18.a - Value (excl. sponsor support):** $220027618.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 109: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKX7, C.4 - ISIN: US3133EWKX74, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $244085831.88
- **C.18.a - Value (excl. sponsor support):** $244085831.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRT9, C.4 - ISIN: US3133EWRT99, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $229044313.79
- **C.18.a - Value (excl. sponsor support):** $229044313.79
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2028-06-02
- **C.13 - Final Legal Maturity Date:** 2028-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $561230660.76
- **C.18.a - Value (excl. sponsor support):** $561230660.76
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249138252.27
- **C.18.a - Value (excl. sponsor support):** $249138252.27
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $744773135.04
- **C.18.a - Value (excl. sponsor support):** $744773135.04
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318091599.90
- **C.18.a - Value (excl. sponsor support):** $318091599.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694346548.90
- **C.18.a - Value (excl. sponsor support):** $694346548.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730296927.50
- **C.18.a - Value (excl. sponsor support):** $730296927.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $389106119.20
- **C.18.a - Value (excl. sponsor support):** $389106119.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **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: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $597232680.75
- **C.18.a - Value (excl. sponsor support):** $597232680.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $472177335.12
- **C.18.a - Value (excl. sponsor support):** $472177335.12
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 120: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $722129960.00
- **C.18.a - Value (excl. sponsor support):** $722129960.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $481527413.68
- **C.18.a - Value (excl. sponsor support):** $481527413.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1305987063.75
- **C.18.a - Value (excl. sponsor support):** $1305987063.75
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $590064025.32
- **C.18.a - Value (excl. sponsor support):** $590064025.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1915834571.19
- **C.18.a - Value (excl. sponsor support):** $1915834571.19
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1539532225.00
- **C.18.a - Value (excl. sponsor support):** $1539532225.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $391778316.27
- **C.18.a - Value (excl. sponsor support):** $391778316.27
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $564932742.60
- **C.18.a - Value (excl. sponsor support):** $564932742.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $783707143.68
- **C.18.a - Value (excl. sponsor support):** $783707143.68
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $322349807.52
- **C.18.a - Value (excl. sponsor support):** $322349807.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $698703985.20
- **C.18.a - Value (excl. sponsor support):** $698703985.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $781484956.62
- **C.18.a - Value (excl. sponsor support):** $781484956.62
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1934507599.08
- **C.18.a - Value (excl. sponsor support):** $1934507599.08
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2196498392.55
- **C.18.a - Value (excl. sponsor support):** $2196498392.55
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $782574639.77
- **C.18.a - Value (excl. sponsor support):** $782574639.77
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $780040960.23
- **C.18.a - Value (excl. sponsor support):** $780040960.23
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $776571906.42
- **C.18.a - Value (excl. sponsor support):** $776571906.42
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $446877967.63
- **C.18.a - Value (excl. sponsor support):** $446877967.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87869513.60
- **C.18.a - Value (excl. sponsor support):** $87869513.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828V98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $473762427.19
- **C.18.a - Value (excl. sponsor support):** $473762427.19
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $926835239.92
- **C.18.a - Value (excl. sponsor support):** $926835239.92
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $591809220.36
- **C.18.a - Value (excl. sponsor support):** $591809220.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $294505176.32
- **C.18.a - Value (excl. sponsor support):** $294505176.32
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $294767710.22
- **C.18.a - Value (excl. sponsor support):** $294767710.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1027910564.38
- **C.18.a - Value (excl. sponsor support):** $1027910564.38
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $828728372.61
- **C.18.a - Value (excl. sponsor support):** $828728372.61
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $268035786.04
- **C.18.a - Value (excl. sponsor support):** $268035786.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $539511381.64
- **C.18.a - Value (excl. sponsor support):** $539511381.64
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $119299884.76
- **C.18.a - Value (excl. sponsor support):** $119299884.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $444436874.93
- **C.18.a - Value (excl. sponsor support):** $444436874.93
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $460751231.88
- **C.18.a - Value (excl. sponsor support):** $460751231.88
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 151: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $941063423.58
- **C.18.a - Value (excl. sponsor support):** $941063423.58
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 152: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $580811379.40
- **C.18.a - Value (excl. sponsor support):** $580811379.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2046001334.69
- **C.18.a - Value (excl. sponsor support):** $2046001334.69
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 154: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1511230443.03
- **C.18.a - Value (excl. sponsor support):** $1511230443.03
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $645515579.16
- **C.18.a - Value (excl. sponsor support):** $645515579.16
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **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:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1309585953.00
- **C.18.a - Value (excl. sponsor support):** $1309585953.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $304206592.32
- **C.18.a - Value (excl. sponsor support):** $304206592.32
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 159: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1194076198.76
- **C.18.a - Value (excl. sponsor support):** $1194076198.76
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $296015415.68
- **C.18.a - Value (excl. sponsor support):** $296015415.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450628285.80
- **C.18.a - Value (excl. sponsor support):** $450628285.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 162: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $133094376.80
- **C.18.a - Value (excl. sponsor support):** $133094376.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $925215661.50
- **C.18.a - Value (excl. sponsor support):** $925215661.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $485028025.68
- **C.18.a - Value (excl. sponsor support):** $485028025.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2572037115.69
- **C.18.a - Value (excl. sponsor support):** $2572037115.69
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 166: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1696685033.40
- **C.18.a - Value (excl. sponsor support):** $1696685033.40
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $716290700.58
- **C.18.a - Value (excl. sponsor support):** $716290700.58
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 168: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $815830418.88
- **C.18.a - Value (excl. sponsor support):** $815830418.88
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNL1, C.4 - ISIN: US91282CNL18, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $320473360.98
- **C.18.a - Value (excl. sponsor support):** $320473360.98
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 170: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1812296162.34
- **C.18.a - Value (excl. sponsor support):** $1812296162.34
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 171: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.818000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3548331820.88
- **C.18.a - Value (excl. sponsor support):** $3548331820.88
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 172: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.727000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3437734583.45
- **C.18.a - Value (excl. sponsor support):** $3437734583.45
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.736100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1631526617.28
- **C.18.a - Value (excl. sponsor support):** $1631526617.28
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 174: Natixis SA

- **C.1 - Title:** Natixis SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_3.67_0605
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2920359.00        | $2029504.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $1188121.00        | $720888.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 5.0000%  | 0.0000% | $350647.00         | $383276.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $2480150.00        | $2753265.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.7234%  | 0.0000% | $21315952.00       | $166479.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1746770.00        | $2062343.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $1569646.00        | $1001722.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $1891517.00        | $1493471.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $5794000.00        | $5248791.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $3000000.00        | $3727028.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 4.9621%  | 0.0000% | $26563400.00       | $14658387.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 3.0000%  | 0.0000% | $5159000.00        | $3202614.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $3235063.00        | $1642130.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 3.0000%  | 0.0000% | $2000000.00        | $2054953.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.0000%  | 0.0000% | $752717.00         | $349473.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $2068900.00        | $1401820.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3797345.00        | $2418990.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 4.8121%  | 0.0000% | $74176.00          | $42194.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 5.5000%  | 0.0000% | $2329008.00        | $2572328.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 6.2770%  | 0.0000% | $1000.00           | $26.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-25      | 4.5000%  | 0.0000% | $9900000.00        | $1104113.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-01      | 4.3600%  | 0.0000% | $1000.00           | $985.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 4.7400%  | 0.0000% | $1000.00           | $1006.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 2.4829%  | 0.0000% | $57377220.00       | $1267819.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.4829%  | 0.0000% | $57142857.00       | $1210475.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.3329%  | 0.0000% | $33762395.00       | $644573.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.3329%  | 0.0000% | $15711883.00       | $326053.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.3829%  | 0.0000% | $36321538.00       | $985031.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $4485052.00        | $2368081.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $2123965.00        | $1997677.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $974.95            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $195.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $299.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $5518300.00        | $5218573.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $14869000.00       | $15094655.21       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $700.00            | $697.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-12-15      | 3.5000%  | 0.0000% | $1000.00           | $1002.35           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips)        |

### Security 175: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_3.72_0605
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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    | 2052-07-01      | 4.5000%  | 0.0000% | $34000.00          | $24848.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $54000.00          | $40428.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $121300.00         | $89543.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $10136635.00       | $6513884.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $11906494.00       | $7881104.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3455.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $706.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $639.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $586257.00         | $595448.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $2083784.00        | $2132352.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2605.00           | $2599.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3047.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $1232674.00        | $1157334.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $2445658.00        | $2376502.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $11488247.00       | $10999505.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $7242302.00        | $7084546.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $16737422.00       | $15662143.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1570439.00        | $1583762.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $205030.00         | $216528.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $14275.00          | $14044.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $34256.00          | $33916.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $1502732.00        | $1388373.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1205186.00        | $37669.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $8729.00           | $795.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $37463.00          | $3673.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $11507.00          | $979.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1090.00           | $86.60             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $293233.00         | $24547.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1038083.00        | $116488.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $193328.00         | $19669.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1003.00           | $116.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $1792.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1523.00           | $1621.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1076.00           | $1141.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $5000.00           | $5263.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3004.00           | $3162.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $326530.00         | $343633.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2105.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $6114.00           | $6446.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2001.00           | $2106.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3001.00           | $3158.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $89778.00          | $95513.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $214640.00         | $223560.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $14217.00          | $15114.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2148.00           | $2216.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1057.00           | $1111.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $76.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $6079.00           | $677.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $7933198.00        | $1873903.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $46200.00          | $34696.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $360000.00         | $270608.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $696.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $751.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $469951.00         | $359827.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $742.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $146099.00         | $111697.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $205852.00         | $160109.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1010.00           | $567.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $722866.00         | $545873.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1465691.00        | $1063667.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1185176.00        | $945936.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $778.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $6727980.00        | $4841876.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $823.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $44706.00          | $36841.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $482579.00         | $416029.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $373832.00         | $370334.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $4004628.00        | $3793962.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $116943.00         | $103612.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $208165.00         | $205861.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $4025931.00        | $3990565.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $4005516.00        | $3840097.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1149292.00        | $1171952.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $806218.00         | $822238.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2451953.00        | $2493798.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $4561394.00        | $4524978.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $3558003.00        | $3621636.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1425296.00        | $1390569.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $200420.00         | $203323.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $24584.00          | $24929.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $9167066.00        | $9285534.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4378502.00        | $4435379.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $6199066.00        | $6166474.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $283212.00         | $285614.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 5.0280%  | 0.0000% | $967300.00         | $963669.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1364.00           | $984.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $7167.00           | $5884.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $381474.00         | $343839.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2110000.00        | $1588209.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2760605.00        | $2357115.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1020.00           | $995.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $3619249.00        | $3204177.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $825.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $11263480.00       | $9327530.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3492.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $3878359.00        | $3345797.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $21720.00          | $21533.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1818580.00        | $1451054.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1014218.00        | $988946.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1573805.00        | $1522547.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $3694738.00        | $3515145.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1010.00           | $228.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1332012.00        | $639915.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $269645.00         | $146979.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $47221120.00       | $16071779.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $5228.00           | $2934.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $629.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $38000.00          | $28787.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $31000.00          | $20617.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1071.00           | $680.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $765.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $110696.00         | $86647.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4608996.00        | $3640720.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $744.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $450830.00         | $353435.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $29814.00          | $25488.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $8024574.00        | $7944691.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $561695.00         | $561797.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $15938.00          | $15831.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $40998974.00       | $2683647.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $2494186.00        | $303144.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $134228.00         | $9674.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $7909.00           | $551.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $11060.00          | $6132.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $584.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1968121.00        | $158782.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $30478.00          | $9766.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $355.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $3186.00           | $1132.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $2081.00           | $887.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $24520.00          | $13225.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $580.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $28048.00          | $20360.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $45000.00          | $33194.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $1000.00           | $613.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $429175.00         | $301974.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1008.00           | $536.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $4181209.00        | $1781560.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $4005719.00        | $3602882.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $74589.00          | $64154.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $774.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $979.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $574032.00         | $561449.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1378367.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $659.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $197858.00         | $129060.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $265613.00         | $179471.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $276216.00         | $187100.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $12173.00          | $5833.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $3000.00           | $1725.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $48143.00          | $30626.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1062705.00        | $807426.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2149.00           | $1445.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $182356.00         | $123484.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $689.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $671243.00         | $467906.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2024.00           | $1405.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $9953.00           | $6880.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $16549621.00       | $11676708.05       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $10000.00          | $7061.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $70927.00          | $51279.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $4119808.00        | $2627068.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $3453372.00        | $1604637.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $713.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $47715.00          | $28974.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1007.00           | $610.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $35693.00          | $22107.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $17016.00          | $7582.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $242392.00         | $154770.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $74037.00          | $38174.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $442988.00         | $326122.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2347019.00        | $1665698.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $5345.00           | $4785.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4025.00           | $2051.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1024.00           | $387.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $4001.00           | $1656.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $103836.00         | $31023.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $307.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $606324.00         | $159142.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $1000.00           | $134.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1000.00           | $617.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $176.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $146.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $532940.00         | $276164.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $668.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $2000.00           | $1189.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $13191.00          | $5304.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $426.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1003.00           | $349.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $1293851.00        | $957889.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $216462.00         | $75819.74          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $5002.00           | $1028.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $233202.00         | $88026.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $1239299.00        | $494977.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $2000.00           | $424.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $281183.00         | $164980.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1037785.00        | $924288.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $197805.00         | $145193.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $2000.00           | $1189.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $2000.00           | $515.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1012.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $2027.00           | $1723.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $26855.00          | $15328.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $3000.00           | $874.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $667.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $22768.00          | $17863.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $48762.00          | $35108.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $11201.00          | $10796.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2574557.00        | $2123631.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $14512.00          | $12270.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1875.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $965.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $965.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $2000.00           | $1546.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3468.00           | $1119.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $6363.00           | $1890.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $210178.00         | $220471.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2457782.00        | $2366577.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $133900.00         | $142293.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1953.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2000.00           | $2086.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1026.00           | $1095.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $3000.00           | $2240.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $5344450.00        | $5262769.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $4054.00           | $4280.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $93237.00          | $91102.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2000.00           | $2136.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $6351.00           | $4010.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $17631.00          | $11318.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $13352.00          | $1138.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $872847.00         | $515312.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $287306.00         | $199107.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $269744.00         | $222305.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1916590.00        | $1105669.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $2004.00           | $2079.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3000.00           | $3147.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $7236.00           | $7770.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $38784.00          | $29469.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $53669.00          | $47137.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $4999.00           | $4670.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $1332651.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1552473.00        | $1192407.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $513.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $49576.00          | $44767.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2007.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $224579.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $13272914.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $7000.00           | $7049.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $3924309.00        | $3290709.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $74748.00          | $77397.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1640733.00        | $1738965.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1021426.00        | $902285.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $107285.00         | $95628.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $789472.00         | $808673.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $24168.00          | $24849.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $13982.00          | $13794.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $53021.00          | $49873.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $63238.00          | $55616.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $2004.00           | $1502.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $17980380.00       | $13975255.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $945.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1120.00           | $938.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 4.0000%  | 0.0000% | $684074.00         | $625937.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $40000.00          | $36844.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $370866.00         | $315269.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $875.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 7.0000%  | 0.0000% | $1368146.00        | $1198299.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $154326.00         | $122935.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $8276.00           | $8601.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $14976589.00       | $14314747.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $2022325.00        | $1626638.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $32130653.00       | $31911185.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1832054.00        | $1470769.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $993.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.6680%  | 0.0000% | $1076400.00        | $1068214.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $3516392.00        | $3264737.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $642.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $71331.00          | $60741.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $770650.00         | $680386.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $871.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $156548.00         | $139594.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1749564.00        | $1742160.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $9690.00           | $10179.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $590760.00         | $624261.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $2105.00           | $2280.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $26367.00          | $27802.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $1012.00           | $1078.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3080.00           | $3269.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2122.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $24436.00          | $25224.39          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $43318.00          | $45636.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2000.00           | $2105.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2012.00           | $2119.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $105532.00         | $111549.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $34057.00          | $35876.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $94277.00          | $92353.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $6676872.00        | $6379333.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $279486.00         | $274543.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $64784.00          | $64682.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $4072.00           | $3605.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $38976160.00       | $30716123.04       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $153717.00         | $136390.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1400845.00        | $1021977.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1716760.00        | $1512062.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $20994875.00       | $15468257.82       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $280504.00         | $252180.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6397790.00        | $4869837.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $657888.00         | $598573.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $11568.00          | $9307.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $14771.00          | $13698.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4145498.00        | $3449281.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $521568.00         | $490953.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2614982.00        | $2209312.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $939261.00         | $893668.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $4118.00           | $3666.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5000.00           | $4363.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $522225.00         | $508676.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2791931.00        | $2750547.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4296647.00        | $4232959.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $8236.00           | $8029.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2060.00           | $2011.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.0000%  | 0.0000% | $1008.00           | $242.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $5106167.00        | $1551093.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1280.00           | $575.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1070.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $14244696.00       | $9057517.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $3079916.00        | $1903690.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $682.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1001.00           | $662.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $102002.00         | $76252.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $50000.00          | $36856.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1004.00           | $746.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $6582000.00        | $4856158.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1020.00           | $806.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $3714.00           | $2662.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1963.00           | $1483.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $760.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1117.00           | $864.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $73905.00          | $54418.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4586880.00        | $3687823.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $819910.00         | $790899.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $28161.00          | $21307.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $488000.00         | $342533.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $665000.00         | $525620.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $19962217.00       | $19405952.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $69969903.00       | $666134.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $2091.00           | $1865.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $1553.00           | $11.16             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $316248.00         | $11711.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $209950.00         | $8358.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $41512.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $1561.00           | $64.49             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $1010.00           | $132.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 5.9100%  | 0.0000% | $14958.00          | $1496.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-08-01      | 6.1110%  | 0.0000% | $20500000.00       | $1304143.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.6020%  | 0.0000% | $36072.00          | $5629.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 7.0000%  | 0.0000% | $2603.00           | $357.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17338533.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.4200%  | 0.0000% | $1000.00           | $739.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $11988062.00       | $1661168.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1008.00           | $213.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $952689.00         | $81030.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $1581715.00        | $60527.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $735828.00         | $54763.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $92963.00          | $18079.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-08-01      | 4.5000%  | 0.0000% | $2000000.00        | $11521.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $720719.00         | $10535.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $5273338.00        | $167159.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 4.5000%  | 0.0000% | $3169095.00        | $21572.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $842724.00         | $7932.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $1477963.00        | $35000.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $315295.00         | $338417.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $45972.00          | $46566.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $952.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $54905.00          | $52729.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1365928.00        | $906638.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2033.00           | $1959.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $781.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $21042.00          | $18099.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $92528.00          | $75356.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $5042373.00        | $4890046.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $5020593.00        | $5171779.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6000.00           | $5676.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $19710.00          | $16648.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $4004888.00        | $3838815.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $2001.00           | $1975.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $232131.00         | $68168.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.1680%  | 0.0000% | $26669432.00       | $2150332.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 3.1040%  | 0.0000% | $16704195.00       | $1402058.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1001.00           | $282.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1001.00           | $314.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-12-01      | 4.1500%  | 0.0000% | $1000.00           | $830.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $366455.00         | $311515.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $42692.00          | $40237.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $412498.00         | $398650.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8752.00           | $8083.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $5556862.00        | $5459820.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.9090%  | 0.0000% | $3769522.00        | $777484.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $32891828.00       | $2696815.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $126567.00         | $15698.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $5496800.00        | $1421910.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $86384250.00       | $13291081.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.8560%  | 0.0000% | $1708177.00        | $1702406.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.7820%  | 0.0000% | $6338190.00        | $6302711.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.1140%  | 0.0000% | $5973725.00        | $5941916.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 6.0680%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2662.00           | $2423.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.3250%  | 0.0000% | $2208173.00        | $2062498.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $51839602.00       | $8844811.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $541986.00         | $340133.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $471977.00         | $197665.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $26000.00          | $13582.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.2600%  | 0.0000% | $2000.00           | $1503.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.5200%  | 0.0000% | $1000.00           | $999.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $1000.00           | $1058.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1114.00           | $600.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $4372652.00        | $3329477.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4008.00           | $4038.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $3000.00           | $1850.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1067.00           | $900.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $329274.00         | $247559.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $7403.00           | $7132.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 2.8000%  | 0.0000% | $455636.00         | $357472.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 4.4100%  | 0.0000% | $9675144.00        | $9558964.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 4.4100%  | 0.0000% | $923731.00         | $922726.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 4.8000%  | 0.0000% | $8451644.00        | $8555280.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-07-01      | 4.4900%  | 0.0000% | $1000.00           | $1000.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 5.3200%  | 0.0000% | $3542250.00        | $3634895.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $21442624.00       | $21709243.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 4.5000%  | 0.0000% | $7195.00           | $7128.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 4.6100%  | 0.0000% | $1878997.00        | $1902716.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.6650%  | 0.0000% | $2300.00           | $2308.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $1032.00           | $1005.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $1000.00           | $986.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 4.5350%  | 0.0000% | $2000.00           | $1986.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $7831749.00        | $7721896.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.2700%  | 0.0000% | $2100.00           | $2072.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 4.6100%  | 0.0000% | $1223978.00        | $1221935.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-01-01      | 4.0900%  | 0.0000% | $684073.00         | $676087.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 4.1400%  | 0.0000% | $8663290.00        | $8571407.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 4.4600%  | 0.0000% | $4345.00           | $4270.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1023.00           | $257.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $153061.00         | $25318.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $201.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $356.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $6051065.00        | $2514749.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $3597684.00        | $1842236.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $50279.00          | $24171.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $17393441.00       | $10799186.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2324869.00        | $1832360.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1002.00           | $700.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $117361.00         | $72744.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1969.00           | $1546.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1055.00           | $731.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.1890%  | 0.0000% | $1985.00           | $1971.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $351242.00         | $259427.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $17419.00          | $13675.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 4.4000%  | 0.0000% | $1178025.00        | $1150974.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.3500%  | 0.0000% | $1000.00           | $975.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 4.3000%  | 0.0000% | $17162.00          | $16623.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.7900%  | 0.0000% | $2000.00           | $1876.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1055.00           | $913.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $1174.00           | $180.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $250950.00         | $156041.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $42000.00          | $31573.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $1250.00           | $884.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $69632.00          | $53356.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1002.00           | $531.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $670.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $1850712.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $54796.00          | $37427.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $4982.00           | $757.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $29722.00          | $31514.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $844.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1428099.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $818.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $760.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $6008.00           | $5816.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $682.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1984.93           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-05-16      | 3.6700%  | 0.0000% | $87000.00          | $86259.83          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $257000.00         | $201024.98         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-06-04      | 1.8000%  | 0.0000% | $96000.00          | $76811.52          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $616000.00         | $495462.55         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $692000.00         | $563199.77         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $1369000.00        | $1133374.56        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $160000.00         | $134332.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 3.0000%  | 0.0000% | $2000.00           | $497.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $9177.00           | $3587.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $10137.00          | $9705.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $1000.00           | $961.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $423011.00         | $417833.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $246930.00         | $237767.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $119306.00         | $118139.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $8898722.00        | $8687153.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $777938.00         | $774032.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $106741.00         | $105889.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 2.5000%  | 0.0000% | $1174486.00        | $1079243.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $6000.00           | $3243.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2035063.00        | $405332.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1054111.00        | $438238.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $619986.00         | $517971.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6174.00           | $6537.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $5414230.00        | $2213092.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1171344.00        | $880038.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $19093.00          | $19880.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $6001.00           | $6244.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $17984.00          | $18927.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $9447.00           | $9562.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $85662.00          | $89557.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $557420.00         | $575268.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $15377.00          | $16598.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $104651.00         | $111688.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $1705482.00        | $1754464.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $8000.00           | $8696.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $1111753.00        | $22562.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $2001.00           | $66.88             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $4259671.00        | $76816.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $235966.00         | $7980.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $4587.00           | $191.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $9019.00           | $595.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $22749750.00       | $349161.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $3048.00           | $142.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $8778521.00        | $317442.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $4364633.00        | $23256.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $58278.00          | $160.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $240717.00         | $14905.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $2000.00           | $222.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $1001.00           | $149.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $6118893.00        | $286013.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $3010.00           | $232.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1890304.00        | $496899.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $5236.00           | $2900.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $173620.00         | $11926.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1184644.00        | $25819.95          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-07-30      | N/A      | 0.0000% | $84300.00          | $83774.81          | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $2850.00           | $316.52            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1954.00           | $218.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3107.00           | $268.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $4402.00           | $380.76            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-08-27      | N/A      | 0.0000% | $140100.00         | $138840.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-10      | N/A      | 0.0000% | $1100700.00        | $1089307.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-17      | N/A      | 0.0000% | $302500.00         | $299123.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-22      | N/A      | 0.0000% | $208000.00         | $204932.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-11-12      | N/A      | 0.0000% | $535200.00         | $526165.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-22      | N/A      | 0.0000% | $45400.00          | $44870.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $1131200.00        | $588043.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-08-15      | N/A      | 0.0000% | $200.00            | $67.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-08-15      | N/A      | 0.0000% | $100.00            | $29.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $200.00            | $53.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $400.00            | $102.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-08-15      | 6.7500%  | 0.0000% | $1188500.00        | $1218540.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2030-05-15      | 6.2500%  | 0.0000% | $200.00            | $215.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $96.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $700.00            | $824.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $2208500.00        | $1330106.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-31      | 2.1250%  | 0.0000% | $144100.00         | $145573.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 0.6250%  | 0.0000% | $9600.00           | $9568.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $800.00            | $796.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $788000.00         | $799883.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 4.3750%  | 0.0000% | $3222300.00        | $3321345.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $159500.00         | $163226.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $39000.00          | $39645.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 4.2500%  | 0.0000% | $35418400.00       | $36126169.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $674400.00         | $687056.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2027-10-31      | 3.8180%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-15      | 3.5000%  | 0.0000% | $36500.00          | $36330.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-08-15      | N/A      | 0.0000% | $0.06              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $10.77             | $6.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-11-15      | N/A      | 0.0000% | $34.91             | $25.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $95.91             | $94.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-05-15      | N/A      | 0.0000% | $10702.25          | $7168.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-11-15      | N/A      | 0.0000% | $6.48              | $4.23              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $0.46              | $0.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-08-15      | N/A      | 0.0000% | $122.69            | $31.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $41.95             | $22.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $5139494.96        | $2505807.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $31.55             | $15.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $54.17             | $24.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-05-15      | N/A      | 0.0000% | $1.15              | $0.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $2545.09           | $689.49            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $136.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $1075.00           | $295.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $505.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $715997.00         | $458144.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $596.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1012.00           | $705.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 5.5000%  | 0.0000% | $2052.00           | $1033.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $603.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $6000.00           | $3865.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.5000%  | 0.0000% | $121799.00         | $81945.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $206000.00         | $143254.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $700955.00         | $511215.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1057.00           | $795.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1836892.00        | $1264076.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $662.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 4.0000%  | 0.0000% | $4776573.00        | $3158939.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $718.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $2491990.00        | $1900831.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $725000.00         | $579393.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $2030.00           | $1428.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $428058.00         | $258573.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1001.00           | $693.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $7932827.00        | $6522035.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2680%  | 0.0000% | $28993221.00       | $24840636.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.4420%  | 0.0000% | $1065.00           | $715.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.1200%  | 0.0000% | $1025839.00        | $909442.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.8260%  | 0.0000% | $7865527.00        | $7039573.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 6.2570%  | 0.0000% | $960799.00         | $957708.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $14702.00          | $465.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 7.5000%  | 0.0000% | $4166.00           | $135.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 7.0000%  | 0.0000% | $18345.00          | $719.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $5263.00           | $293.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $600000.00         | $578161.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2039-07-11      | 2.8000%  | 0.0000% | $190000.00         | $152343.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $155000.00         | $122351.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $35000.00          | $27380.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $1018.00           | $73.67             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1238828.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $712368.00         | $101359.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $314.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $6431.00           | $1427.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.5000%  | 0.0000% | $1002.00           | $188.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 4.5000%  | 0.0000% | $21112546.00       | $188233.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $2413.00           | $232.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $656.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $700000.00         | $589060.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.0000%  | 0.0000% | $225000.00         | $161018.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1010.00           | $847.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4500000.00        | $3660158.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1028.00           | $809.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $61302.00          | $53122.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 2.5000%  | 0.0000% | $6000.00           | $1063.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 2.5000%  | 0.0000% | $1002.00           | $231.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $171000.00         | $57838.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $2405960.00        | $1807630.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $589.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1243555.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1345955.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $5126000.00        | $2588461.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $84000.00          | $37551.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $6230299.00        | $3362175.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2885349.00        | $1591945.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $50819.00          | $28332.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $550.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $40000.00          | $22037.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $54200.00          | $33920.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.0000%  | 0.0000% | $327000.00         | $194267.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $65662.00          | $38495.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $184000.00         | $111635.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $160000.00         | $98005.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $80359.00          | $46567.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $100424.00         | $70263.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $454009.00         | $322174.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $994392.00         | $641120.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $355000.00         | $250260.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $143963.00         | $104610.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $27000.00          | $19976.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $6742000.00        | $4829188.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $2555000.00        | $1779858.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $104000.00         | $81525.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $27445.00          | $19778.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $129000.00         | $100581.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1042.00           | $640.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $976995.00         | $773130.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1031.00           | $734.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $630000.00         | $346132.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $7071778.00        | $5237480.60        | Agency Mortgage-Backed Securities  |

### Security 176: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.635000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.63_0605
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $323498900.00      | $374145472.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 3.7500%  | 0.0000% | $1849468800.00     | $1842538391.02     | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $87747783.90       | $85431593.40       | U.S. Treasuries (including strips) |

### Security 177: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.730000%
- **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: ARP19VYD9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19VYD9_3.73_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2027-01-28      | 1.7000%  | 0.0000% | $25000000.00       | $24785397.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-03-25      | 2.7500%  | 0.0000% | $25000000.00       | $24890872.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-03-10      | 4.3750%  | 0.0000% | $15000000.00       | $15063010.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2031-06-13      | 4.6250%  | 0.0000% | $2355000.00        | $2450997.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-07-06      | N/A      | 0.0000% | $300000.00         | $298827.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-05-21      | 1.6250%  | 0.0000% | $20600000.00       | $16076139.29       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-28      | 0.9400%  | 0.0000% | $25000000.00       | $24801169.44       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-07-06      | 4.3750%  | 0.0000% | $5000000.00        | $5089442.36        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-02-24      | 4.2500%  | 0.0000% | $10000.00          | $10144.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-12-12      | 4.2600%  | 0.0000% | $30000000.00       | $30260390.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-10-16      | 3.8400%  | 0.0000% | $20000000.00       | $19928133.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-11-10      | 3.7200%  | 0.0000% | $25000000.00       | $24931808.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-18      | 3.6950%  | 0.0000% | $10000.00          | $10073.46          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-11-17      | 4.5800%  | 0.0000% | $19414000.00       | $19310031.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-02-02      | 4.2700%  | 0.0000% | $22825000.00       | $22853497.01       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-04-09      | 3.7500%  | 0.0000% | $80000.00          | $79620.83          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-05-21      | 4.2400%  | 0.0000% | $125480000.00      | $125326063.94      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-20      | 3.6250%  | 0.0000% | $6746000.00        | $6764837.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-09-26      | 4.1250%  | 0.0000% | $19600000.00       | $19686803.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-23      | 3.8750%  | 0.0000% | $44898000.00       | $45123979.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-26      | N/A      | 0.0000% | $50000000.00       | $49549500.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $1000.00           | $139.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-05-20      | 6.0750%  | 0.0000% | $1235990.00        | $753218.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2002904.00        | $1102010.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $2386590.00        | $2449793.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $2103296.00        | $2217851.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1526310.00        | $1603115.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-15      | 7.0000%  | 0.0000% | $863970.00         | $4471.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $1404740.00        | $232520.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 7.0000%  | 0.0000% | $1364404.00        | $7854.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.7500%  | 0.0000% | $25548448.00       | $24658964.59       | Agency Mortgage-Backed Securities |

### Security 178: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19VYE7_3.71_0605
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $125672000.00      | $61416445.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $2696400.00        | $2496908.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $344523000.00      | $344086688.95      | U.S. Treasuries (including strips) |

### Security 179: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.640000%
- **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: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_3.64_0605
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1462860.00        | $1532037.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $8000000.00        | $8302178.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4200000.00        | $3469618.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $60000.00          | $5848.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 2.0000%  | 0.0000% | $135326.00         | $18712.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 2.5000%  | 0.0000% | $79424.00          | $11752.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 5.0000%  | 0.0000% | $1405000.00        | $108822.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $2650000.00        | $808899.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6130509.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1401796.00        | $1461053.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $1865212.00        | $1484906.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1053350.00        | $1125822.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1315774.00        | $1321706.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $26889.00          | $26513.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $222020.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $11715136.00       | $2835558.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $12900000.00       | $3560009.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $8099984.00        | $2296915.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 1.5000%  | 0.0000% | $392756.00         | $207095.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1205276.00        | $1025329.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2811940.00        | $2850358.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $22121504.00       | $21280123.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1031348.00        | $746652.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1279000.00        | $918418.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 3.0000%  | 0.0000% | $3721310.00        | $1569842.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $2737660.00        | $1573925.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $5244530.00        | $3847716.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $202000.00         | $111426.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 3.5000%  | 0.0000% | $17000.00          | $6728.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 4.5000%  | 0.0000% | $56000.00          | $39596.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $441610.00         | $281460.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1547620.00        | $740824.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 5.0000%  | 0.0000% | $17128896.00       | $11180767.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $117310.00         | $86927.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $50810.00          | $34031.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $750000.00         | $536938.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $300000.00         | $226354.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $22000.00          | $12120.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $44000.00          | $29167.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.0000%  | 0.0000% | $814034.00         | $687281.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $65973760.00       | $41871617.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $987750.00         | $609847.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $58000.00          | $5172.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-08-21      | N/A      | 0.0000% | $72955000.00       | $72358811.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-07-27      | N/A      | 0.0000% | $100000.00         | $99433.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.5000%  | 0.0000% | $5529248.00        | $2869312.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $750000.00         | $328996.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 1.5000%  | 0.0000% | $1839062.00        | $865103.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 5.0000%  | 0.0000% | $1221804.00        | $122892.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 1.5000%  | 0.0000% | $130990.00         | $76278.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $431210.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $101926.00         | $61406.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $1003826.00        | $659634.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $892390.00         | $753155.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $82030.00          | $54330.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $160000.00         | $108047.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $20282656.00       | $15375601.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $500000.00         | $246613.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $380000.00         | $242514.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $80853.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $6885512.00        | $3328729.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1951938.00        | $1769909.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $25084.00          | $5477.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1582736.00        | $1269347.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $100000.00         | $92358.03          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1872087.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 1.5000%  | 0.0000% | $1572444.00        | $296370.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $320000.00         | $123368.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 2.0000%  | 0.0000% | $125000.00         | $52808.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 1.5000%  | 0.0000% | $135724.00         | $63092.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 2.0000%  | 0.0000% | $403033.00         | $252168.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 1.5000%  | 0.0000% | $17163488.00       | $9890316.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $81919.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $175000.00         | $103637.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $3032524.00        | $2907012.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $19367968.00       | $13040115.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $205704.00         | $169255.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.0000%  | 0.0000% | $346349.00         | $171714.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 2.0000%  | 0.0000% | $250000.00         | $138433.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 5.0000%  | 0.0000% | $50000.00          | $39675.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 7.0000%  | 0.0000% | $599490.00         | $270410.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 6.0000%  | 0.0000% | $298000.00         | $155022.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $195000.00         | $19839.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $8700000.00        | $759346.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1830778.00        | $514983.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $874770.00         | $750612.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $38543.00          | $32902.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 4.0000%  | 0.0000% | $308925.00         | $120394.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 1.5000%  | 0.0000% | $1158282.00        | $701651.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.0000%  | 0.0000% | $1370648.00        | $1176337.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 6.0000%  | 0.0000% | $757188.00         | $750698.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 6.0000%  | 0.0000% | $1010288.00        | $1043591.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $1373048.00        | $1399679.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $1448100.00        | $1474427.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.2200%  | 0.0000% | $43016000.00       | $31888090.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-08-17      | 1.4000%  | 0.0000% | $15000000.00       | $12081685.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $1965000.00        | $1146479.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $460000.00         | $441471.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-27      | 1.4150%  | 0.0000% | $10000000.00       | $7621951.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $8000000.00        | $927271.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $125000.00         | $21745.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 2.5250%  | 0.0000% | $361305.00         | $87634.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 2.7750%  | 0.0000% | $854781.00         | $130058.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $100000.00         | $82667.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3200388.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1290068.00        | $1165485.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 3.7800%  | 0.0000% | $2000000.00        | $1826153.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $7300000.00        | $6796744.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $18200000.00       | $16546233.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4800000.00        | $4818354.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $14300000.00       | $11820233.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3015816.00        | $3151009.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 4.5000%  | 0.0000% | $895887.00         | $859057.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $1645346.00        | $1658238.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $138820.00         | $145839.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $2757572.00        | $2779340.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1582270.00        | $1655171.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $4511104.00        | $4636701.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1793296.00        | $1857819.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $375975424.00      | $336505153.61      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $162000000.00      | $142683948.82      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $202000000.00      | $183787891.35      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $999000.00         | $489428.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $37000000.00       | $34313112.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $303952.00         | $157884.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $888614912.00      | $616889224.69      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $408824.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 3.0000%  | 0.0000% | $4733384.00        | $4195317.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $5405848.00        | $5342804.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $367124480.00      | $364196988.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $8559392.00        | $4212489.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1685370.00        | $1323025.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-15      | N/A      | 0.0000% | $50000.00          | $27640.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 6.0000%  | 0.0000% | $354216448.00      | $2977727.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 4.5000%  | 0.0000% | $4078616.00        | $56335.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 7.5000%  | 0.0000% | $2646028.00        | $210796.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1612504.00        | $105752.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 6.5000%  | 0.0000% | $315000.00         | $6491.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-15      | N/A      | 0.0000% | $650000.00         | $398435.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2205537.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.0000%  | 0.0000% | $1009564.00        | $245311.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $10657.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 4.5000%  | 0.0000% | $3634988.00        | $307336.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.5000%  | 0.0000% | $1318662.00        | $223493.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $791888.00         | $171642.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.0000%  | 0.0000% | $652018.00         | $158214.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $69000.00          | $9698.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 3.5000%  | 0.0000% | $900000.00         | $136565.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $6678944.00        | $6596649.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $10263776.00       | $9876830.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2115880.00        | $2109161.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $1185352.00        | $1150320.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $3638450.00        | $3606929.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 4.5000%  | 0.0000% | $9565888.00        | $9228422.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.5000%  | 0.0000% | $9745472.00        | $9880883.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.0000%  | 0.0000% | $13276768.00       | $13145631.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $81044480.00       | $80363211.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.0000%  | 0.0000% | $13225088.00       | $13082387.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $26769.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.0000%  | 0.0000% | $114000.00         | $13493.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $129202.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $573910.00         | $65679.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $5400000.00        | $389631.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $19683104.00       | $940791.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $36565888.00       | $21830176.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $126500.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $1024380.00        | $567156.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $30506784.00       | $18164393.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $8183216.00        | $7864063.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $4679032.00        | $4499082.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $13435840.00       | $12643916.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $91197056.00       | $88138580.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $5500000.00        | $4060300.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $167803.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 6.0000%  | 0.0000% | $2740976.00        | $2835449.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 5.0000%  | 0.0000% | $1406274.00        | $111630.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 5.6600%  | 0.0000% | $39714747.00       | $142917.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 3.5000%  | 0.0000% | $5719000.00        | $319225.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 4.0000%  | 0.0000% | $630000.00         | $27124.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 8.0000%  | 0.0000% | $1541588.00        | $685692.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $16029600.00       | $8781445.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $11582720.00       | $6775470.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 4.0000%  | 0.0000% | $469594.00         | $262319.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $11210064.00       | $9289822.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $226069.00         | $118513.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.0000%  | 0.0000% | $357250.00         | $232111.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 6.0000%  | 0.0000% | $1099804.00        | $620110.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $530000.00         | $417026.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $14569984.00       | $14095773.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $16000000.00       | $15649285.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 5.0000%  | 0.0000% | $426681.00         | $424213.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $52941120.00       | $54048989.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1276934.00        | $1036281.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $20236.00          | $17150.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $24054.00          | $21873.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $89864704.00       | $66376128.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $4469616.00        | $4308823.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1080358.00        | $810647.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1159066.00        | $896975.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $26114.00          | $18115.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $3764990.00        | $3471887.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $4488056.00        | $4353947.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $5054392.00        | $4941260.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1462950.00        | $1553168.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4785952.00        | $4634220.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $9801360.00        | $7616885.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $14301872.00       | $12957863.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 7.0000%  | 0.0000% | $1109684.00        | $1168528.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1183302.00        | $1222165.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $58363200.00       | $51802522.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $600000.00         | $568551.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $39601344.00       | $37308659.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $233612544.00      | $229443921.23      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $59200256.00       | $58417361.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $90152160.00       | $88888457.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $31949240.00       | $31726259.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $108795520.00      | $106865664.31      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $31357760.00       | $30413453.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $53273280.00       | $50969220.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $591946752.00      | $447425634.46      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 6.0000%  | 0.0000% | $76643968.00       | $59096402.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $10897720.00       | $10711155.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $5500120.00        | $5408656.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.0000%  | 0.0000% | $252128.00         | $234698.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1165050.00        | $1234858.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.0000%  | 0.0000% | $2587628.00        | $2413337.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $1048520.00        | $1006423.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $4956848.00        | $4895916.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $8769088.00        | $8851248.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $12512304.00       | $12633008.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $18051936.00       | $18523156.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $695019.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $603832.00         | $435215.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $357324288.00      | $257012060.85      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $940000.00         | $593189.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $458542.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3601704.00        | $2999394.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $5469000.00        | $2938228.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $347527.00         | $135793.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $738391.00         | $286864.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $93058.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $478148.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $445327.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $849555.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-15      | 2.9100%  | 0.0000% | $1026188.00        | $878464.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.5000%  | 0.0000% | $1088882.00        | $261011.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $136391.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $103282.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2278054.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1268270.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1235014.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $8000.00           | $7011.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1071687.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2091532.00        | $1724109.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2013058.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $708358.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $1595710.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1019636.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1584636.00        | $1277346.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1358955.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1269572.00        | $226495.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1276602.00        | $1329407.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2518312.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1047578.00        | $966089.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $720550.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1144460.00        | $751731.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2000656.00        | $1815356.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $12999999.00       | $13352488.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1022444.00        | $725750.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4039875.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000592.00        | $1046955.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $72094.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $970081.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $760659.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $886013.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $930576.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $332043.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $804524.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1193868.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2050043.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2032797.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1352710.00        | $1201390.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $517440.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.3400%  | 0.0000% | $67643.00          | $68298.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $918312.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $493132.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3192790.00        | $3324321.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1086008.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $679053.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $2431367.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $1977395.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $788394.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $449346.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1096000.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1265838.00        | $1193650.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4016989.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2227455.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $252645.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2546129.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1178467.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $1649355.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $5540000.00        | $5023543.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 6.5000%  | 0.0000% | $3173896.00        | $2639041.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $29708000.00       | $21162338.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $3140140.00        | $3186471.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1287008.00        | $1233721.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $2036260.00        | $2065573.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $5430460.00        | $5231748.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $5136152.00        | $5240121.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $9552160.00        | $9741066.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $7643656.00        | $7573813.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $310997.00         | $198259.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 1.5000%  | 0.0000% | $58103232.00       | $31450607.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $202000.00         | $154078.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $1968200.00        | $2054082.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1051292.00        | $1045263.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1989392.00        | $1975682.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $6093856.00        | $6265651.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 7.0000%  | 0.0000% | $1620426.00        | $1734391.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 2.5000%  | 0.0000% | $5584312.00        | $4534973.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $27800000.00       | $23165692.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1005626.00        | $1050072.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $520903.00         | $544420.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $1038678.00        | $1087426.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $716840.00         | $739240.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $123078.00         | $126820.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $4413272.00        | $4651995.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $3114500.00        | $2967769.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $3975152.00        | $3964200.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $3455320.00        | $3646608.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1395584.00        | $1389596.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2266272.00        | $2302957.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $2999986.00        | $62507.52          | Agency Mortgage-Backed Securities |

### Security 180: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.780000%
- **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: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_3.78_0728
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $687918.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $54920.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2588344.00        | $18218.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 0.1829%  | 0.0000% | $200000000.00      | $931797.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.3249%  | 0.0000% | $32092800.00       | $1292450.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 8.1579%  | 0.0000% | $444098.00         | $410905.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $29961.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8749%  | 0.0000% | $170861045.00      | $1818586.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9451%  | 0.0000% | $55610.00          | $47975.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7749%  | 0.0000% | $300000000.00      | $3113842.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $14583375.00       | $1256395.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $160790.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $251758.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9749%  | 0.0000% | $75878534.00       | $5804041.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.3329%  | 0.0000% | $14480426.00       | $516706.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.0743%  | 0.0000% | $21754923.00       | $119010.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $852263.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $100051.00         | $122.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.1409%  | 0.0000% | $78776162.00       | $556500.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $5164158.00        | $414125.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $31432.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5829%  | 0.0000% | $100097.00         | $8224.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0847%  | 0.0000% | $12259472.00       | $1009648.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.1359%  | 0.0000% | $16752845.00       | $1345873.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1163.00           | $716.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.8180%  | 0.0000% | $23364456.00       | $1315685.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7320%  | 0.0000% | $1895210.00        | $128061.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.9089%  | 0.0000% | $2739056.00        | $198076.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.6449%  | 0.0000% | $100007.00         | $3742.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $35000000.00       | $18724430.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.6249%  | 0.0000% | $31098064.00       | $1138819.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.9749%  | 0.0000% | $26789406.00       | $645080.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5751%  | 0.0000% | $673668.00         | $584533.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $17488701.00       | $10207070.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7751%  | 0.0000% | $4683025.00        | $2932631.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3749%  | 0.0000% | $42264000.00       | $2103991.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4749%  | 0.0000% | $24925852.00       | $1298792.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $242255.00         | $232643.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 12.4578% | 0.0000% | $100006.00         | $38849.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1251%  | 0.0000% | $1568.00           | $419.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7251%  | 0.0000% | $9861360.00        | $3278831.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $23430.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.4749%  | 0.0000% | $23356308.00       | $1608993.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9251%  | 0.0000% | $1225.00           | $553.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $41663.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $4790347.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1249%  | 0.0000% | $4488970.00        | $158250.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0749%  | 0.0000% | $16053600.00       | $899443.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $81365610.00       | $80491.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 31.5233% | 0.0000% | $5622380.00        | $5953201.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9249%  | 0.0000% | $9999990.00        | $448204.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.3049%  | 0.0000% | $37185299.00       | $2370429.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2749%  | 0.0000% | $95000000.00       | $1748708.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.4349%  | 0.0000% | $327978.00         | $15412.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $123422.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.5049%  | 0.0000% | $4795457.00        | $189014.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $20124287.00       | $14577078.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $3055783.00        | $390879.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.8749%  | 0.0000% | $200000000.00      | $3614230.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.4749%  | 0.0000% | $85864614.00       | $4861528.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $18161412.00       | $11581240.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1500%  | 0.0000% | $49486786.00       | $170075.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1400%  | 0.0000% | $86123910.00       | $287162.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $57010253.00       | $207674.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0900%  | 0.0000% | $84494985.00       | $179660.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $47793762.00       | $51111.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0749%  | 0.0000% | $10000001.00       | $679134.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8751%  | 0.0000% | $1000.00           | $868.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $5901591.00        | $4348076.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $899.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1070.00           | $814.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $3112.00           | $2831.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $927.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2040.00           | $1697.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $372221.00         | $314477.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1100.00           | $1071.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1536.00           | $1513.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1088.00           | $1077.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $751.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 2.2829%  | 0.0000% | $40025814.00       | $239746.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885801.00       | $8009.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.4829%  | 0.0000% | $57330752.00       | $778780.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $143386.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1012.00           | $966.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 4.8000%  | 0.0000% | $1200.00           | $1214.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $1024.00           | $1036.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.2700%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $11911000.00       | $11554584.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.2000%  | 0.0000% | $1022.00           | $990.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.1400%  | 0.0000% | $4599488.00        | $4491878.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 4.2100%  | 0.0000% | $4684512.00        | $4594810.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $498.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $485.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $156500.00         | $107359.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $748.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $11432494.00       | $5624775.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1061.00           | $765.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $115700.00         | $88333.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6973294.00        | $5439704.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $18323.00          | $16334.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1042.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $8570411.00        | $8365034.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $886241.00         | $876157.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1017.00           | $983.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1003.00           | $599.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $624.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1070.00           | $600.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $3125000.00        | $1872009.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $7380925.00        | $5547752.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $548161.00         | $337830.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $770.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1542812.00        | $1140759.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1168693.00        | $932918.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $14176868.00       | $10518290.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1008.00           | $746.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $816.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2083104.00        | $1550192.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.0000%  | 0.0000% | $11276571.00       | $416565.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Bank                   | 2043-06-12      | 3.7400%  | 0.0000% | $20940000.00       | $17940794.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $1002.00           | $613.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1315568.00        | $916673.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2523630.00        | $1466044.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $644.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $2024.00           | $1392.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $737.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $139520.00         | $108043.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $4366704.00        | $2405751.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $600.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $8581563.00        | $6235801.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57621.00          | $38014.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $728.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1954080.00        | $1473961.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2648.00           | $1908.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1088.00           | $668.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $729.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $536.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $812.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $699.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $378564.00         | $262020.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.1890%  | 0.0000% | $760163.00         | $754974.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 4.4000%  | 0.0000% | $330739.00         | $323144.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $609.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $3944840.00        | $3067519.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $836.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $707.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $7005.00           | $6343.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $18899712.00       | $8503904.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $669.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $3232720.00        | $2485930.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4879%  | 0.0000% | $23392882.00       | $752676.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 15.1142% | 0.0000% | $5109160.00        | $4020445.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.5379%  | 0.0000% | $43002907.00       | $1959114.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.7379%  | 0.0000% | $199989.00         | $8421.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $7243630.00        | $353109.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.1379%  | 0.0000% | $506357.00         | $16041.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 4.2900%  | 0.0000% | $40000.00          | $39914.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 4.4000%  | 0.0000% | $52015.00          | $51841.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $5346553.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $38899564.00       | $22689853.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7379%  | 0.0000% | $269357085.00      | $10654457.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8879%  | 0.0000% | $126000000.00      | $5915643.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8379%  | 0.0000% | $70779424.00       | $3229625.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.7379%  | 0.0000% | $48664802.00       | $2061572.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $2568571.00        | $257457.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.9379%  | 0.0000% | $317306.00         | $13990.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2202008.00        | $1663579.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 4.7621%  | 0.0000% | $1005.00           | $522.47            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-25      | 4.0000%  | 0.0000% | $171982.00         | $161584.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $832.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $76308979.00       | $7884816.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 2.3734%  | 0.0000% | $100513.00         | $1020.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $90964.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.0264%  | 0.0000% | $82543545.00       | $766607.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.1060%  | 0.0000% | $50000000.00       | $529844.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.2817%  | 0.0000% | $14546000.00       | $315572.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $1000000.00        | $106434.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $3148438.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8297%  | 0.0000% | $100017.00         | $3282.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.2370%  | 0.0000% | $38326592.00       | $747018.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $33240.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $476598.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 2.5000%  | 0.0000% | $900000.00         | $97052.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.2573%  | 0.0000% | $32470263.00       | $626175.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $340014.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2667%  | 0.0000% | $93797232.00       | $2078054.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700702.00        | $3381055.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2879%  | 0.0000% | $84906499.00       | $2851702.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4879%  | 0.0000% | $5222541.00        | $312746.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 31.0427% | 0.0000% | $3801477.00        | $1855473.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3879%  | 0.0000% | $65891400.00       | $1713321.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4879%  | 0.0000% | $5637784.00        | $331493.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $1838587.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.2379%  | 0.0000% | $194427575.00      | $5385458.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0500%  | 0.0000% | $105185397.00      | $125798.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0200%  | 0.0000% | $26395264.00       | $12985.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 2.2879%  | 0.0000% | $237739209.00      | $12457420.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 5.0000%  | 0.0000% | $202187.00         | $24704.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | N/A      | 0.0000% | $192800.00         | $1028.45           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.8427%  | 0.0000% | $99899850.00       | $197426.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.1510%  | 0.0000% | $3935760.00        | $15891.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.1933%  | 0.0000% | $15435814.00       | $112716.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2073000.00        | $161952.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7588%  | 0.0000% | $3318415.00        | $93594.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1083269.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3554%  | 0.0000% | $218174.00         | $1064.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $31718171.00       | $2296862.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $947.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2717%  | 0.0000% | $1853559.00        | $6039.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8725%  | 0.0000% | $1000004.00        | $23024.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-04-25      | 2.2734%  | 0.0000% | $19247113.00       | $807592.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1043%  | 0.0000% | $5000000.00        | $164795.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4042%  | 0.0000% | $7855117.00        | $364077.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4042%  | 0.0000% | $8095904.00        | $375237.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $600000.00         | $56508.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 3.0000%  | 0.0000% | $32855753.00       | $3657227.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $3064538.00        | $314948.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9012%  | 0.0000% | $75900098.00       | $1183684.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $179581.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $439191.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8291.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $196191.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-08-25      | 4.7400%  | 0.0000% | $743100.00         | $750790.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 6.0000%  | 0.0000% | $1000.00           | $1209.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.1427%  | 0.0000% | $92311296.00       | $3466659.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7479%  | 0.0000% | $1782731.00        | $96155.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.3879%  | 0.0000% | $4920216.00        | $186050.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2879%  | 0.0000% | $64900000.00       | $688668.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 28.4427% | 0.0000% | $5542953.00        | $2581669.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.9179%  | 0.0000% | $10856960.00       | $685340.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $16806111.00       | $1750694.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $36771422.00       | $3830208.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.4500%  | 0.0000% | $25126078.00       | $169852.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.2500%  | 0.0000% | $21193628.00       | $87489.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 0.1500%  | 0.0000% | $30955165.00       | $78441.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 1.9879%  | 0.0000% | $12596768.00       | $842687.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $2109.00           | $15.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $23997000.00       | $2889550.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $26050.00          | $754.53            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1970.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $805.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $10925520.00       | $10885236.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $654815.00         | $691215.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1114560.00        | $1051257.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6893696.00        | $5632957.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2414492.00        | $2415746.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1064050.00        | $1029328.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $833.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $3566060.00        | $2880692.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1084.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1526101.00        | $1486549.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2035821.00        | $2002382.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $844.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $314.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162718.00        | $2090114.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1007.00           | $226.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $170.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 2.0900%  | 0.0000% | $19012300.00       | $16164914.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $658.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $844.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2790412.00        | $2142893.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $963.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $5732032.00        | $5743949.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2003.00           | $1712.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2998932.00        | $102532.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1049.00           | $192.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $24516712.00       | $1767117.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $14303524.00       | $3094934.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $355.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262469.00        | $871924.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3290255.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $465381.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $90045.00          | $63357.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $419.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $20218481.00       | $12235831.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $16013203.00       | $13545204.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $2285959.00        | $2143150.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 4.5000%  | 0.0000% | $2612200.00        | $2615204.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1010.00           | $960.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2655180.00        | $1363532.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2936072.00        | $2956753.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1870189.00        | $1631637.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5047956.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2776452.00        | $2782199.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1400561.00        | $1308727.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2416851.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $929.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $478369.00         | $480459.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1564326.00        | $1484284.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $969.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $815.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $823.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $327207.00         | $325574.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $728.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1931014.00        | $1643164.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1024.00           | $81.35             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $88328.00          | $6380.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $6440.00           | $720.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1021.00           | $88.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $2049.00           | $177.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1008.00           | $238.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $310.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $8765454.00        | $5717611.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $691.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $151672.00         | $102738.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $759.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $672.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1406271.00        | $952272.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $11766093.00       | $8133494.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2048.00           | $951.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $607.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $611.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $941070.00         | $582874.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1031240.00        | $459549.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2056.00           | $1312.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $681.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $3048.00           | $2163.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $524332.00         | $352839.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1008.00           | $902.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $6942520.00        | $4192680.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1024.00           | $424.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $176.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $594.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $594.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $963.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $2238.00           | $665.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $976.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $942.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $327144.00         | $344452.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1016.00           | $1080.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $955.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $8515456.00        | $7540638.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $782771.00         | $616881.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $4706840.00        | $4176314.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $2176.00           | $1916.54           | Agency Mortgage-Backed Securities         |

### Security 181: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.780000%
- **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: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_3.78_0706
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 4.9251%  | 0.0000% | $1024.00           | $463.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7251%  | 0.0000% | $10143699.00       | $6979147.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7351%  | 0.0000% | $236013.00         | $127188.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $869145.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $396929.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0749%  | 0.0000% | $83086956.00       | $4655154.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0170%  | 0.0000% | $145040096.00      | $79800.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 31.5233% | 0.0000% | $3619287.00        | $3832246.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.4349%  | 0.0000% | $199330220.00      | $9366855.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9451%  | 0.0000% | $1000.00           | $858.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7751%  | 0.0000% | $12480.00          | $10740.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.5049%  | 0.0000% | $44392407.00       | $1749742.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $8163948.00        | $5913576.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6251%  | 0.0000% | $15835.00          | $15257.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8751%  | 0.0000% | $18095.00          | $15719.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $584.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $34083.00          | $5678.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $598.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $173671.00         | $109775.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $7723.00           | $5422.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $800483.00         | $541995.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $547.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $237416.00         | $200824.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $8765193.00        | $7871304.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $8000.00           | $6316.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $912.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $778.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $766.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $130979.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $395926.00         | $241271.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1004.00           | $1006.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1308614.00        | $1348898.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $9946.00           | $10357.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $18820288.00       | $14628074.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $3840.00           | $3633.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $2323463.00        | $2311869.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $794784.00         | $791420.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $950.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $549060.00         | $527987.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $1003.00           | $1028.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.5000%  | 0.0000% | $14120.00          | $850.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1024.00           | $93.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1023.00           | $81.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3072.00           | $265.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $3066.00           | $265.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $186.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $241.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $105856.00         | $69048.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $677.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $2024.00           | $1537.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2801120.00        | $1896811.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1000.00           | $689.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1024.00           | $713.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $3237.00           | $2237.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1120.00           | $790.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $696.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $2013.00           | $1445.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $464.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $458.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $611.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1071.00           | $663.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2000.00           | $891.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $527.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1007.00           | $522.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $139044.00         | $102362.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $103481.00         | $73441.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $895.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $298.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $164.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $146.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $468814.00         | $347081.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $594.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $622273.00         | $244776.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1560000.00        | $1040827.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $784.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $937.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $2856501.00        | $848782.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $200770.00         | $148449.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $812.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $744.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6339416.00        | $6352596.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $783.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $143250.00         | $122466.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $982.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063276.00        | $42804.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $543537.00         | $9678.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1003.00           | $72.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259324472.00      | $18074878.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1628955.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1098599.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $94830.00          | $101255.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1016.00           | $1065.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2034403.00        | $2184680.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $321820.00         | $342411.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $637432.00         | $678223.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $464994.00         | $494349.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $906.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $788.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $2120.00           | $1881.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1035240.00        | $787998.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2752.00           | $2503.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $275698.00         | $268545.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $987.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-16      | 0.7605%  | 0.0000% | $100619.00         | $125.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.8105%  | 0.0000% | $32895914.00       | $263696.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $160888.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 8.1579%  | 0.0000% | $8562631.00        | $7922649.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7751%  | 0.0000% | $15990258.00       | $13547095.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.0743%  | 0.0000% | $200001.00         | $1094.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.7829%  | 0.0000% | $187684679.00      | $1127485.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $19181.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790823.00       | $12029.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $1856578.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3501137.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.9960%  | 0.0000% | $40176915.00       | $2749928.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 1.0847%  | 0.0000% | $22208532.00       | $1829019.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1739.00           | $774.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.7394%  | 0.0000% | $11613932.00       | $734939.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.9729%  | 0.0000% | $22155930.00       | $1673965.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.7320%  | 0.0000% | $42106880.00       | $2845215.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.8080%  | 0.0000% | $17253800.00       | $1149965.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.9823%  | 0.0000% | $800000.00         | $60890.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 1.0040%  | 0.0000% | $3298304.00        | $247616.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.2605%  | 0.0000% | $14413506.00       | $639572.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829543.00       | $9828776.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7251%  | 0.0000% | $4523158.00        | $3153425.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.6249%  | 0.0000% | $31397774.00       | $1230157.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5051%  | 0.0000% | $17872691.00       | $10972426.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6251%  | 0.0000% | $43246365.00       | $14939725.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $9219234.00        | $4390897.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $4472807.00        | $2951591.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $8685727.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6251%  | 0.0000% | $5260945.00        | $1846058.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6451%  | 0.0000% | $738051.00         | $531903.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.4749%  | 0.0000% | $36986426.00       | $1927223.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7749%  | 0.0000% | $129860.00         | $3813.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 3.3749%  | 0.0000% | $30417196.00       | $1604162.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1251%  | 0.0000% | $41175469.00       | $11016601.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893180.00       | $6867.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.4249%  | 0.0000% | $5404417.00        | $170128.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.8751%  | 0.0000% | $879524.00         | $330883.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89009.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8251%  | 0.0000% | $11882222.00       | $3967315.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $35171.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $5876220.00        | $5279351.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $2015.00           | $1614.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $3367748.00        | $2043714.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $21679.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1682541.00        | $1271130.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $664446.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.7734%  | 0.0000% | $2489127.00        | $17091.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | N/A      | 0.0000% | $97752875.00       | $10100560.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.3234%  | 0.0000% | $32564675.00       | $248176.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.5783%  | 0.0000% | $329136.00         | $2237.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 1.8231%  | 0.0000% | $45152712.00       | $191515.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 1.9653%  | 0.0000% | $42882560.00       | $192739.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 2.0493%  | 0.0000% | $119344842.00      | $607253.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-25      | 1.9987%  | 0.0000% | $27371960.00       | $201619.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.8249%  | 0.0000% | $21158243.00       | $157698.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $10643.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $426120.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $16550446.00       | $1450415.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8297%  | 0.0000% | $475897.00         | $15617.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.2370%  | 0.0000% | $100070.00         | $1950.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1442430.00        | $159824.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4554726.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2667%  | 0.0000% | $178492945.00      | $3954466.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 2.0154%  | 0.0000% | $75671151.00       | $2066585.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1418951.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.3879%  | 0.0000% | $3740549.00        | $153156.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 2.1879%  | 0.0000% | $33658623.00       | $859355.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4879%  | 0.0000% | $12909032.00       | $773043.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $103344.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4879%  | 0.0000% | $6766906.00        | $397884.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.9121%  | 0.0000% | $10381798.00       | $6659104.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.3879%  | 0.0000% | $10455000.00       | $717027.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $322158.00         | $28439.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 5.0000%  | 0.0000% | $397813.00         | $48608.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-06-25      | 0.2559%  | 0.0000% | $61682700.00       | $619567.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.8927%  | 0.0000% | $200834.00         | $1582.82           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-10-15      | 2.2470%  | 0.0000% | $27255686.00       | $80438.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 2.0770%  | 0.0000% | $39362160.00       | $122497.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 2.2609%  | 0.0000% | $42502131.00       | $136323.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.1510%  | 0.0000% | $59797420.00       | $241448.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.1265%  | 0.0000% | $41651092.00       | $135845.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 1.8196%  | 0.0000% | $33816211.00       | $128366.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-08-25      | 0.8860%  | 0.0000% | $3419000.00        | $5072.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-03-25      | 0.5829%  | 0.0000% | $4990000.00        | $14898.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.1933%  | 0.0000% | $114250772.00      | $834291.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-12-25      | 1.3547%  | 0.0000% | $14300101.00       | $573885.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7588%  | 0.0000% | $48413824.00       | $1365498.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4422389.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7108%  | 0.0000% | $30071800.00       | $822661.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-11-25      | 0.3145%  | 0.0000% | $11986000.00       | $44400.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3554%  | 0.0000% | $7434826.00        | $36287.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.5377%  | 0.0000% | $3000000.00        | $21111.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $944.79            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2717%  | 0.0000% | $130256441.00      | $424428.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-25      | 0.9394%  | 0.0000% | $6560000.00        | $142181.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8725%  | 0.0000% | $999996.00         | $23024.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1043%  | 0.0000% | $3619588.00        | $119298.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.5122%  | 0.0000% | $2745000.00        | $127097.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.5823%  | 0.0000% | $4050000.00        | $197292.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-05-25      | 1.5607%  | 0.0000% | $4817564.00        | $246683.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.3665%  | 0.0000% | $920000.00         | $41660.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.3581%  | 0.0000% | $1055000.00        | $45892.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100016.00         | $11322.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4042%  | 0.0000% | $997032.00         | $46211.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $20205461.00       | $2076550.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-03-25      | 0.6030%  | 0.0000% | $2140000.00        | $14939.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9012%  | 0.0000% | $3998270.00        | $62354.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3041106.00        | $252140.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1542%  | 0.0000% | $15166632.00       | $168156.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $117911.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-05-25      | 0.2543%  | 0.0000% | $10300000.00       | $192634.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7479%  | 0.0000% | $100000.00         | $5393.70           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8879%  | 0.0000% | $59243969.00       | $1036037.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.3379%  | 0.0000% | $41320499.00       | $1948464.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 13.4274% | 0.0000% | $3363184.00        | $2758588.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.4879%  | 0.0000% | $28974766.00       | $1601454.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.8621%  | 0.0000% | $1000.00           | $759.87            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | N/A      | 0.0000% | $12529721.00       | $2244.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.5379%  | 0.0000% | $18477024.00       | $841771.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.7379%  | 0.0000% | $200128.00         | $8427.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $30687040.00       | $1495919.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 3.3879%  | 0.0000% | $237981.00         | $14898.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1680808.00        | $980403.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.8379%  | 0.0000% | $100227.00         | $4573.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.0879%  | 0.0000% | $5863499.00        | $115048.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $5153152.00        | $536804.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 1.9879%  | 0.0000% | $42745245.00       | $2859534.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 2.0379%  | 0.0000% | $12986309.00       | $893381.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-05-25      | 4.5000%  | 0.0000% | $1000.00           | $939.41            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1450518.00        | $79697.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.9100%  | 0.0000% | $283471.00         | $28369.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $196.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $199.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $477637.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1001.00           | $168.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $24447.00          | $708.11            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $1099187.00        | $6108.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $977046.00         | $1048698.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146736.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $985.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $805.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $337417.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1148478.00        | $1225022.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $943.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $964.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1012.00           | $955.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2975140.00        | $2574506.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $779.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $817.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $760093.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $95467.00          | $82117.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $833.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $987.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $88324.00          | $92796.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $844.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1025.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $988109.00         | $1006318.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $314.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219309.00        | $1149207.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $5550000.00        | $1018717.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 6.0680%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.7670%  | 0.0000% | $11629351.00       | $8384652.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2475072.00        | $2252970.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $569.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $164296.00         | $149284.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1440804.00        | $1250201.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $696.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1010.00           | $637.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $757.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1681138.00        | $895817.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1001.00           | $845.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $6739.00           | $6956.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $972.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1018970.00        | $973563.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1237778.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $286840.00         | $303307.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1013151.00        | $1053689.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $5410113.00        | $5248224.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $123378.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $14067028.00       | $2452983.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $356.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $1007.00           | $502.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $535.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $12358898.00       | $7199577.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $657.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $690.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $728.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $701.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $751.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $39882047.00       | $19621927.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1510173.00        | $1194782.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $205390.00         | $216214.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1625860.00        | $1295416.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $790.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $999.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $824.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $933.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $934.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $6062650.00        | $5865193.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $955328.00         | $966642.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 5.0000%  | 0.0000% | $5691648.00        | $5716314.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $54206652.00       | $12278942.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2611276.00        | $957016.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2022.00           | $1102.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $597.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1017.00           | $615.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1367921.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $676.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $729.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $4008000.00        | $2828128.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.4420%  | 0.0000% | $81653.00          | $54860.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $3053269.00        | $96704.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $4100000.00        | $615415.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019112.00       | $3220098.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1007.00           | $723.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $28945.00          | $20995.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1073128.00        | $648234.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $28333.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $96199.00          | $30855.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2179855.00        | $1176356.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2289818.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1201.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $745.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5270000.00        | $3797862.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $731.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $608.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $4929265.00        | $3652811.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.1890%  | 0.0000% | $14906655.00       | $14804903.83       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 5.0000%  | 0.0000% | $371478.00         | $172215.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $621.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $530.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $670.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $760.02            | Agency Mortgage-Backed Securities         |

### Security 182: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BU6Q0_3.69_0605
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $63329900.00       | $62962641.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 4.0000%  | 0.0000% | $138856000.00      | $141037440.06      | U.S. Treasuries (including strips) |

### Security 183: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1CNAQ0_3.77_0602
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $27251000.00       | $25651575.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $48144000.00       | $47187791.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $21101200.00       | $20844547.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $128100200.00      | $130485921.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $182335700.00      | $183830225.59      | U.S. Treasuries (including strips) |

### Security 184: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.780000%
- **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: ARP1D2GZ9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1D2GZ9_3.78_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $363567047.00      | $39264880.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $85332751.00       | $42933605.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $170261758.00      | $20801513.98       | Agency Mortgage-Backed Securities |

### Security 185: Natixis SA

- **C.1 - Title:** Natixis SA 3.760000%
- **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: ARP1D4HQ4, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D4HQ4_3.76_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $17569200.00       | $17813088.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $406700.00         | $412208.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $14084300.00       | $14259465.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $227000.00         | $231169.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $19435000.00       | $19490086.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 4.3750%  | 0.0000% | $593400.00         | $602533.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $22900.00          | $24253.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $3000.00           | $2929.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $26372000.00       | $26808175.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $1584200.00        | $1614873.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $2036500.00        | $2172221.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $7319000.00        | $7430074.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 3.5000%  | 0.0000% | $5240000.00        | $5234004.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2036-01-15      | 1.8750%  | 0.0000% | $1000.00           | $1006.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-03-31      | 4.2500%  | 0.0000% | $400.00            | $401.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $800.00            | $792.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $4726000.00        | $4694970.47        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $12897983.00       | $9553091.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.9450%  | 0.0000% | $1061.00           | $1078.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 4.1500%  | 0.0000% | $1207.00           | $1171.06           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $15483000.00       | $14905713.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $4696700.00        | $3600666.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $162.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $700.00            | $493.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-08-15      | 2.2500%  | 0.0000% | $18000000.00       | $11207734.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $1800.00           | $1122.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $1100.00           | $797.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 2.0000%  | 0.0000% | $1000.00           | $688.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $81.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $73800.00          | $66401.45          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 2.1250%  | 0.0000% | $1000.00           | $954.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $2155600.00        | $2074464.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $5679000.00        | $5171773.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $975.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $418700.00         | $412989.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $600.00            | $587.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $287700.00         | $284667.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $3400.00           | $3238.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $13691300.00       | $11886470.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 0.6250%  | 0.0000% | $600.00            | $572.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $3300.00           | $3145.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $30262600.00       | $26126129.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $20290800.00       | $17994529.63       | U.S. Treasuries (including strips) |

### Security 186: Natixis SA

- **C.1 - Title:** Natixis SA 3.740000%
- **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: ARP1D5H99, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D5H99_3.74_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2033-09-01      | 3.7300%  | 0.0000% | $7158800.00        | $6831257.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.9600%  | 0.0000% | $25489924.00       | $24507465.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.2150%  | 0.0000% | $5761619.00        | $5983344.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1020.00           | $905.46            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 1.6250%  | 0.0000% | $700.00            | $696.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $74999800.00       | $74384990.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 2.6250%  | 0.0000% | $4545200.00        | $4546280.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 3.6250%  | 0.0000% | $37045800.00       | $36998884.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 1.2500%  | 0.0000% | $4999100.00        | $5490316.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 3.3750%  | 0.0000% | $1100.00           | $1040.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $7194200.00        | $7218145.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-15      | 3.3750%  | 0.0000% | $23512100.00       | $23325846.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $15132200.00       | $15072248.53       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $795.71            | Agency Mortgage-Backed Securities  |

### Security 187: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **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: ARP1D9N37, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9N37_3.74_0608
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $1200.00           | $1145.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $2726200.00        | $3067028.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $869400.00         | $873856.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $59900.00          | $60099.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $200793300.00      | $199997787.48      | U.S. Treasuries (including strips) |

### Security 188: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **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: ARP1D9NS2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9NS2_3.74_0608
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $2000.00           | $1908.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $4360700.00        | $4905872.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $95800.00          | $96118.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $250990400.00      | $249996014.22      | U.S. Treasuries (including strips) |

### Security 189: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBDN9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DBDN9_3.75_0610
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $99597169.00       | $25081541.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $58316277.00       | $25850504.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $21769649.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $35900164.00       | $7055614.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $188238383.00      | $23772146.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $23806084.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $228506448.00      | $25819226.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $22037633.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $120989400.00      | $24018644.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $22204379.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $22213118.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $138373790.00      | $24207601.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $23350306.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $150028000.00      | $24454735.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $169468874.00      | $24078801.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $169613613.00      | $22873317.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $195991496.00      | $25265143.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $200000000.00      | $24141552.28       | Agency Mortgage-Backed Securities |

### Security 190: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.590000%
- **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: ARP1DCPA2, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1DCPA2_3.59_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $21888290.00       | $3022288.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $2941927.00        | $490653.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $5854.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $584491.00         | $432360.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $2955056.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $4894472.00        | $3195576.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $5334736.00        | $3423768.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $6613845.00        | $5071149.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $7474682.00        | $5670341.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $5985192.00        | $4250940.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $91386.00          | $66597.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $790.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $789.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $727.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $21329398.00       | $17240519.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1600.00           | $1250.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $539.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1643.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $940.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $23533874.00       | $20207607.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $4758363.00        | $3308152.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1120.00           | $767.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3762711.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $5041568.00        | $4301837.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $6736452.00        | $5582813.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $6422082.00        | $5094157.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $3910134.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $7653847.00        | $5175363.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $5766874.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $24102019.00       | $16826033.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $7608196.00        | $6178452.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4104955.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $43856951.00       | $3934581.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $14067656.00       | $2399304.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $3950962.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.0000%  | 0.0000% | $12780666.00       | $2805639.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $53055679.00       | $11046136.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $16144858.00       | $3879641.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4179754.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $8173120.00        | $3325277.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $3963201.00        | $3042595.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $742520.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $3403365.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $11474701.00       | $8199618.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $744.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4561400.00        | $4661962.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $765.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6489270.00        | $1547015.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3353751.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3200464.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $11366207.00       | $7484852.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $515.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1277957.00        | $1124029.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $18314715.00       | $3888426.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $385.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $548.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $775000.00         | $470889.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $755.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $543.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $961.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1655877.00        | $1171997.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $7365563.00        | $1612277.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $94298100.00       | $33667298.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $75114496.00       | $34841521.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $550000.00         | $304716.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1911807.00        | $1152354.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $419000.00         | $266508.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2706229.00        | $1715848.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $4415240.00        | $2391405.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $50615.00          | $26638.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3364976.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $3995000.00        | $3717062.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $2683808.00        | $2647112.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $2674276.00        | $2756885.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $2624354.00        | $2697475.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $2608628.00        | $2713749.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2934904.00        | $2666577.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2242350.00        | $1911808.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $1981308.00        | $1878360.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $237315.00         | $237179.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $15989260.00       | $14048050.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $18256820.00       | $13633890.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $37051720.00       | $33710595.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $13473350.00       | $11907968.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $31108374.00       | $29806179.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.0000%  | 0.0000% | $18132422.00       | $16269099.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 6.0000%  | 0.0000% | $328729.00         | $344404.99         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $84675100.00       | $85997303.53       | U.S. Treasuries (including strips) |

### Security 191: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DFTL7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DFTL7_3.72_0612
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2043-05-01      | 3.0000%  | 0.0000% | $53107058.00       | $10260044.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $355451293.00      | $34818776.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $39062084.00       | $4715533.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $138264437.00      | $35142169.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $34762734.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $263820563.00      | $35627817.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $313976617.00      | $34191625.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $34280377.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $250349257.00      | $33700921.59       | Agency Mortgage-Backed Securities |

### Security 192: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.540000%
- **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: ARP1DLDG2, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1DLDG2_3.54_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $592358.00         | $590449.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 4.5000%  | 0.0000% | $2143155.00        | $2073185.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.5000%  | 0.0000% | $2093719.00        | $2146917.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 6.0000%  | 0.0000% | $1660544.00        | $1737159.29        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $6577400.00        | $5347537.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-15      | 4.6250%  | 0.0000% | $740200.00         | $748922.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $22574200.00       | $22888770.50       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2026609.00        | $1983274.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1170914.00        | $1150530.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1413843.00        | $1440958.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $10711733.00       | $10984871.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $1672550.00        | $1777971.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $941.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2002270.00        | $1842316.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1731794.00        | $1551758.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1275030.00        | $1337507.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1580192.00        | $1596267.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2855160.00        | $2959887.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $907.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $10510103.00       | $8723204.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1318150.00        | $1365683.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1093436.00        | $1067855.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000150.00        | $798124.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1173542.00        | $1183471.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1164724.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1226549.00        | $1236445.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1376229.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $11465704.00       | $2633458.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1263561.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 4.5000%  | 0.0000% | $3034.00           | $162.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2069908.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $300.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $3475040.00        | $778919.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1421378.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $13978278.00       | $1559468.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $12582844.00       | $1941939.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $316.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1255592.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $18873.00          | $594.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $187889.00         | $2304.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $52237.00          | $852.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $321.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $274453.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1713670.00        | $13204.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $114306.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $470.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $6134.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $335379.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $51469.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $312437.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1594.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $1024.00           | $72.71             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $15291364.00       | $891819.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $125.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1041869.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $32002.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $35060.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $47212011.00       | $34628.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $6421.00           | $620.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $352.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $235.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $139469.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 3.0000%  | 0.0000% | $1540.00           | $12.44             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873580.00       | $2554653.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $215.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $41483.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $44.72             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $563917.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $13376811.00       | $2230978.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $104355.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $165.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $1141562.00        | $112496.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $99751.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $26589.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $2794805.00        | $1026644.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $737.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $95183.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $924744.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $824.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $659.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $845.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $754.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $705.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $319.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $783930.00         | $629087.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1883512.00        | $1684531.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $770.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $619.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $134412.00         | $118149.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $2187064.00        | $1617819.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1469.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1873694.00        | $1306848.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2246528.00        | $1735073.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $43277556.00       | $33211675.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2499762.00        | $1926655.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $15495395.00       | $1801405.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $557.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2073.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2318300.00        | $1866510.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1367186.00        | $1434714.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5070392.00        | $5023173.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2321896.00        | $2101423.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $955.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $5052752.00        | $4711525.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1151560.00        | $1162811.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $956.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $2095560.00        | $1252329.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $959.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $973.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1244547.00        | $1195694.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $1984.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $15269121.00       | $1752287.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $43003.00          | $9352.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $216.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $94.56             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $9600051.00        | $2397462.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $968377.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 5.0000%  | 0.0000% | $8255000.00        | $2029816.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $426.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $388.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1053.00           | $724.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 2.5000%  | 0.0000% | $23160895.00       | $14346724.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $9447540.00        | $2621462.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1432432.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1421845.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $14436336.00       | $1596144.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $135.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $83.50             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $1001.00           | $169.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1153096.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $23656682.00       | $2490675.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $207000.00         | $44042.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $247.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $6827978.00        | $1709996.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $1781271.00        | $1566720.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4077872.00        | $996224.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $1639000.00        | $370729.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $151097.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $381961.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1002.00           | $849.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2051.00           | $1501.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1031496.00        | $822097.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $828.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1047.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $416.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $752.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $955272.00         | $209103.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2264.00           | $477.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $108.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $3852568.00        | $1379163.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $5499736.00        | $2196715.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $2629000.00        | $1435120.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $3133.00           | $1639.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $433561.00         | $252868.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $586.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $3039184.00        | $1842972.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1876864.00        | $1358029.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1048.00           | $744.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1451446.00        | $946998.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $991316.00         | $687563.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2025.00           | $1680.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $186919.00         | $140505.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $701.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $10588729.00       | $7706736.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1038.00           | $757.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $199000.00         | $154845.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $795.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $3781936.00        | $2455001.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $704169.00         | $548037.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $770.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $728.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $14256.00          | $11141.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $2836360.00        | $2421368.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1802.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2453088.00        | $2248186.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $893.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $531.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $2074092.00        | $1527827.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $908.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $864.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $999000.00         | $873941.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4096.00           | $3772.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1899.61           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Floating Rate Note      | 2027-04-30      | 3.7880%  | 0.0000% | $3073700.00        | $3086229.48        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $960.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1028614.00        | $1034257.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1007380.00        | $996365.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $2070102.00        | $2086780.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 6.0000%  | 0.0000% | $1648570.00        | $1699443.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $1335970.00        | $1416338.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $1995107.00        | $2060486.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $856.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1105214.00        | $1008765.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2109175.00        | $1916341.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $950.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $981.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $11766165.00       | $11759441.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $5285287.00        | $4745145.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 3.0000%  | 0.0000% | $6520920.00        | $1488649.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $613.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $381.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1854980.00        | $1056253.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1232317.00        | $738156.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1241666.00        | $825951.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1259424.00        | $1023747.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $14161784.00       | $9678276.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $9447388.00        | $438835.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $15616344.00       | $11602166.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $574879.00         | $501922.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $24596901.00       | $22123302.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2244000.00        | $2204814.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.0000%  | 0.0000% | $9335637.00        | $8376288.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-03-01      | 4.5000%  | 0.0000% | $1047.00           | $997.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $2266463.00        | $2259162.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1234894.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $3891963.00        | $2115517.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $279.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $560.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1136772.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $740381.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $591523.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $2978478.00        | $1673075.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2224016.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $1814569.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1825313.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $139151.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3401331.00        | $2415197.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2386266.00        | $1790046.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $17505.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $539688.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3037716.00        | $1830617.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3708745.00        | $2567328.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2159319.00        | $1538009.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $480.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1703839.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $722623.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $545667.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $3751222.00        | $1647818.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $465306.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $72253.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $81455.08          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $357789.00         | $263884.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $2622429.00        | $1976922.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1044248.00        | $908917.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $232812.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $3424473.00        | $2547783.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $685484.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $1737561.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1559908.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1902506.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3249225.00        | $2919498.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3162565.00        | $2126410.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $3025892.00        | $2415616.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $5054338.00        | $4505495.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $699000.00         | $661901.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1386.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $749.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.5000%  | 0.0000% | $3868010.00        | $1194996.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1635016.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1458050.00        | $1211917.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $856.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $816.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $448730.00         | $403102.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $611.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1996000.00        | $2080057.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2092857.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $721795.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $1793725.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $708.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $974.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1367488.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1055700.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $621507.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $933221.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2167704.00        | $2102915.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $491628.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1710401.00        | $1645329.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1041323.00        | $874935.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1077728.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $759.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $796.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $947.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $573255.00         | $356462.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $919.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $276250.00         | $268852.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1121151.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $997.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1145237.00        | $342620.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1908710.00        | $1214501.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $489696.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $904.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1028468.00        | $961990.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $419124.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $746.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1797304.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $3573120.00        | $2643642.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $565113.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1369778.00        | $1250211.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $2168164.00        | $1450221.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $658.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 5.5000%  | 0.0000% | $1623107.00        | $10007.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 6.5000%  | 0.0000% | $1027.00           | $3.55              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $746.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $57.11             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $20053248.00       | $2285409.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 4.0000%  | 0.0000% | $15791352.00       | $2163191.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $176.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $170.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $14128008.00       | $2777258.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $1457878.00        | $715102.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $179983272.00      | $12774791.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2448074.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $13466608.00       | $1046168.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1592066.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $21831981.00       | $2518504.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $923523.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $6880420.00        | $1010708.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $13513595.00       | $1583041.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $442237.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3075420.00        | $490673.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $765556.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $10690642.00       | $1823338.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2348923.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $7094592.00        | $1208750.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $696260.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $5250688.00        | $813544.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $12292000.00       | $1593226.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1209108.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1085931.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $8737271.00        | $1658300.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $808446.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $253300.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $17895680.00       | $1899448.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1719591.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $3014.00           | $214.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $114050.00         | $23744.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $6931501.00        | $1328919.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $630720.00         | $157810.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $46687.00          | $8892.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $126375.00         | $24800.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $437099.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $600010.00         | $161107.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1585705.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $51938128.00       | $2320012.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $187.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1218010.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $5287432.00        | $676473.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $469631.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $954915.00         | $145676.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $140694204.00      | $11937813.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1107768.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $1744.00           | $11.61             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1892864.00        | $1656191.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1416360.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2343365.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $334542.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1163292.00        | $913830.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $838751.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $866756.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $180011.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1137927.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $1233810.00        | $1005883.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1566942.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1434022.00        | $1031561.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2547786.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $10884007.00       | $5909061.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $869.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1862.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $921334.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1515629.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.5000%  | 0.0000% | $1024672.00        | $383327.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $88937.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $150366.00         | $83808.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2134960.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1095544.00        | $761429.04         | Agency Mortgage-Backed Securities  |

### Security 193: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.700000%
- **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: ARP1DPBQ3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DPBQ3_3.70_0605
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.2879%  | 0.0000% | $75010236.00       | $4455045.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.5879%  | 0.0000% | $50000000.00       | $2002412.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.3879%  | 0.0000% | $125854269.00      | $7494994.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.3879%  | 0.0000% | $100000000.00      | $935797.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7749%  | 0.0000% | $100500000.00      | $2571211.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8160%  | 0.0000% | $253000000.00      | $3268863.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.7249%  | 0.0000% | $100000000.00      | $2624710.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.9449%  | 0.0000% | $2099000.00        | $133286.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7249%  | 0.0000% | $110000000.00      | $3474983.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.8749%  | 0.0000% | $49423840.00       | $3376182.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3749%  | 0.0000% | $92914366.00       | $3188218.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3749%  | 0.0000% | $6742000.00        | $359888.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0500%  | 0.0000% | $91377367.00       | $103184.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.1500%  | 0.0000% | $50000000.00       | $213667.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3727273.00        | $432230.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.1749%  | 0.0000% | $123000000.00      | $3881939.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.7249%  | 0.0000% | $120000000.00      | $1882714.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $409090.00         | $79839.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $3545454.00        | $689601.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0700%  | 0.0000% | $71377367.00       | $121058.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 1.9249%  | 0.0000% | $111377367.00      | $4771995.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7249%  | 0.0000% | $53000000.00       | $509936.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.3249%  | 0.0000% | $66666667.00       | $2425309.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.4749%  | 0.0000% | $106301607.00      | $3520109.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0749%  | 0.0000% | $5468559.00        | $416051.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5829%  | 0.0000% | $100001.00         | $11991.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.3249%  | 0.0000% | $20000000.00       | $675569.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $83000000.00       | $71614.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.7249%  | 0.0000% | $293000000.00      | $4479729.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $73000000.00       | $62913.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.7249%  | 0.0000% | $32000000.00       | $463974.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.4249%  | 0.0000% | $70000000.00       | $3249055.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 1.2249%  | 0.0000% | $125000000.00      | $4198108.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6149%  | 0.0000% | $50000000.00       | $937870.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $6556.00           | $6560.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5751%  | 0.0000% | $9570.00           | $9462.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 1.2749%  | 0.0000% | $180000000.00      | $7825073.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.1249%  | 0.0000% | $40000000.00       | $351530.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0500%  | 0.0000% | $61725670.00       | $105076.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.4249%  | 0.0000% | $86722689.00       | $4173397.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.5749%  | 0.0000% | $50000000.00       | $890467.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.5000%  | 0.0000% | $5000001.00        | $532767.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $7000000.00        | $729416.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $41935638.00       | $3563457.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $75076104.00       | $6517030.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $46834814.00       | $4747551.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 4.5000%  | 0.0000% | $26016917.00       | $3007243.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $24348000.00       | $3067909.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $21453737.00       | $2715548.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.6879%  | 0.0000% | $50477142.00       | $2628664.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 2.3379%  | 0.0000% | $100000000.00      | $2358596.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.7379%  | 0.0000% | $63461538.00       | $2659547.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 3.2379%  | 0.0000% | $56504288.00       | $1691730.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 2.0749%  | 0.0000% | $68985500.00       | $3557003.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 3.1500%  | 0.0000% | $44957871.00       | $3999789.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 4.0575%  | 0.0000% | $1000.00           | $420.46            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-04-25      | N/A      | 0.0000% | $136567319.00      | $1911445.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-06-25      | 0.4505%  | 0.0000% | $97500000.00       | $2529543.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 0.1000%  | 0.0000% | $1478419.00        | $6220.86           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4176542.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $253227997.00      | $1130353.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4420288.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 5.5000%  | 0.0000% | $11348.00          | $166.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $9456.00           | $28.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $1124.00           | $9.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $747894.00         | $1409.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $168671.00         | $2545.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-11-01      | 2.5000%  | 0.0000% | $4959.00           | $77.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 2.5000%  | 0.0000% | $2474.00           | $296.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $28000.00          | $4221.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $1095.00           | $156.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $1005.00           | $140.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $6958.00           | $607.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.0000%  | 0.0000% | $2029.00           | $284.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $1732297.00        | $168544.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $3733.00           | $1376.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $88142.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1000.00           | $326.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 3.0000%  | 0.0000% | $10930.00          | $1150.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $132013.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $924586.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $842793.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $47631911.00       | $2601225.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-15      | 3.0000%  | 0.0000% | $100619124.00      | $4506547.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-15      | 3.0000%  | 0.0000% | $17402676.00       | $1481700.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $906639.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1062100.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 6.5000%  | 0.0000% | $3980.00           | $1.64              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.5000%  | 0.0000% | $45000.00          | $6592.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2027-10-01      | 6.0000%  | 0.0000% | $416751.00         | $295.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1015.00           | $70.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $66.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $303288.00         | $1846.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $5855.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $8.48              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 5.5000%  | 0.0000% | $1006.00           | $10.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $157.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $135.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.5000%  | 0.0000% | $17422.00          | $1785.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $125.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 0.8749%  | 0.0000% | $100000000.00      | $2517030.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.9749%  | 0.0000% | $4807468.00        | $647020.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.9749%  | 0.0000% | $10191270.00       | $1387732.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2749%  | 0.0000% | $2279000.00        | $137603.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.3749%  | 0.0000% | $17658206.00       | $1906205.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.3749%  | 0.0000% | $13438826.00       | $1382036.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6249%  | 0.0000% | $102234978.00      | $1532349.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7249%  | 0.0000% | $93000000.00       | $3988409.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.4749%  | 0.0000% | $75000000.00       | $6210788.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.5749%  | 0.0000% | $25924608.00       | $1576441.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.5749%  | 0.0000% | $57771880.00       | $3634227.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.3329%  | 0.0000% | $60176659.00       | $5526326.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3249%  | 0.0000% | $50000000.00       | $2674819.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.3249%  | 0.0000% | $18000000.00       | $1192595.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.8249%  | 0.0000% | $100000000.00      | $5817796.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $500000.00         | $27470.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $416666.00         | $39450.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.3749%  | 0.0000% | $270000000.00      | $2653782.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.8749%  | 0.0000% | $100000000.00      | $6435173.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7749%  | 0.0000% | $100000000.00      | $1791782.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6549%  | 0.0000% | $320000000.00      | $5433953.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.4249%  | 0.0000% | $17000000.00       | $1406559.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.9749%  | 0.0000% | $40000000.00       | $2352361.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2749%  | 0.0000% | $75447624.00       | $3799654.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.9249%  | 0.0000% | $40941092.00       | $4668065.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.1249%  | 0.0000% | $48247313.00       | $7133202.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.6249%  | 0.0000% | $50000000.00       | $644684.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.1000%  | 0.0000% | $50628287.00       | $177491.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | N/A      | 0.0000% | $3500000.00        | $2071024.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-02-25      | 12.5137% | 0.0000% | $10000.00          | $2092.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $125000000.00      | $85619.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 1.5571%  | 0.0000% | $17964000.00       | $169610.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $10944000.00       | $161793.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-25      | N/A      | 0.0000% | $14555213.00       | $13155117.95       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 0.1000%  | 0.0000% | $5816320.00        | $5178.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8749%  | 0.0000% | $200000000.00      | $2891017.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.7749%  | 0.0000% | $100000000.00      | $835580.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8749%  | 0.0000% | $150000000.00      | $2024855.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8249%  | 0.0000% | $50000000.00       | $561539.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.6049%  | 0.0000% | $100000000.00      | $886081.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1313282.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0149%  | 0.0000% | $116613500.00      | $5040193.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.7149%  | 0.0000% | $75000000.00       | $911226.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0600%  | 0.0000% | $100000000.00      | $171147.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6949%  | 0.0000% | $217224.00         | $4778.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.5499%  | 0.0000% | $120000000.00      | $1724985.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.5249%  | 0.0000% | $50000000.00       | $989401.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.1249%  | 0.0000% | $47000000.00       | $1432470.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.2249%  | 0.0000% | $8056305.00        | $126941.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 1.4249%  | 0.0000% | $61151125.00       | $1993553.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4617017.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3215279.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6249%  | 0.0000% | $200000000.00      | $5897396.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 3.3749%  | 0.0000% | $3843000.00        | $184086.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $28000000.00       | $3290590.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.5249%  | 0.0000% | $37500000.00       | $1470600.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.9349%  | 0.0000% | $100000000.00      | $2405291.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.8880%  | 0.0000% | $46105833.00       | $3029325.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1749%  | 0.0000% | $99272728.00       | $4350644.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 2.2749%  | 0.0000% | $30000000.00       | $642001.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.3329%  | 0.0000% | $4600000.00        | $348855.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4329%  | 0.0000% | $27971659.00       | $2371253.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0749%  | 0.0000% | $50000000.00       | $884391.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7249%  | 0.0000% | $88461644.00       | $3894755.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.7749%  | 0.0000% | $250000000.00      | $10285556.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1125506.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.3029%  | 0.0000% | $50308129.00       | $3901299.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.0000%  | 0.0000% | $6511171.00        | $958897.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1450889.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 2.7249%  | 0.0000% | $764104.00         | $16103.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7749%  | 0.0000% | $8060000.00        | $191447.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7549%  | 0.0000% | $80000000.00       | $3511974.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3749%  | 0.0000% | $42880594.00       | $1126332.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.2249%  | 0.0000% | $50000000.00       | $986594.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3249%  | 0.0000% | $136017000.00      | $5003794.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3249%  | 0.0000% | $4252000.00        | $247790.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5749%  | 0.0000% | $19318398.00       | $2044884.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5749%  | 0.0000% | $100000000.00      | $1138168.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6249%  | 0.0000% | $50000000.00       | $573938.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $30879976.00       | $4810049.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.3329%  | 0.0000% | $73151725.00       | $5950182.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.3749%  | 0.0000% | $56217753.00       | $3639155.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3749%  | 0.0000% | $75000000.00       | $3786479.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2649%  | 0.0000% | $46010169.00       | $1596662.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 4.8251%  | 0.0000% | $1000.00           | $284.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6449%  | 0.0000% | $50000000.00       | $1843745.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3749%  | 0.0000% | $5816000.00        | $240131.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.5249%  | 0.0000% | $60000000.00       | $1885927.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-01      | 3.0000%  | 0.0000% | $1000.00           | $124.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1001.00           | $128.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1445.00           | $803.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $563.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $1977161.00        | $119097.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $2024.00           | $94.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $27000000.00       | $2326304.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $62192410.00       | $6782394.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $63393712.00       | $6642600.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $37032566.00       | $3746351.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $368279.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $477255.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1640259.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1793040.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2479181.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $6165814.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $9638609.00        | $1250707.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1822767.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $21684118.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $12611383.00       | $1294877.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2728574.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $14473184.96       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4617797.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $3952509.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $721.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 3.5000%  | 0.0000% | $27070643.00       | $4166921.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $7567326.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.9879%  | 0.0000% | $200000000.00      | $4585524.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.9379%  | 0.0000% | $110435000.00      | $2467956.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3529245.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3893280.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.1879%  | 0.0000% | $20000000.00       | $305915.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25496981.00       | $4562047.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $2229.00           | $2254.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $831028000.00      | $1602106.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $1000.00           | $73.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $8551.00           | $750.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1005.00           | $94.65             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 2.5000%  | 0.0000% | $1004.00           | $151.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $1000.00           | $91.52             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $1005.00           | $92.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1424.00           | $158.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $8619.00           | $1023.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $6143.00           | $768.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1000.00           | $597.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1453381.00        | $878286.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $15659.00          | $10205.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $1428.00           | $705.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $1008.00           | $92.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-15      | 2.5000%  | 0.0000% | $1451.00           | $895.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-02-15      | 4.6700%  | 0.0000% | $2000.00           | $1937.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 4.8600%  | 0.0000% | $477119.00         | $466039.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $10687.00          | $10662.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1476688.00        | $846148.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $3060880.00        | $1837222.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1207.00           | $1228.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1718.00           | $1766.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $13193.00          | $13470.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $6995277.00        | $328533.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 4.5000%  | 0.0000% | $12582344.00       | $545562.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 5.5000%  | 0.0000% | $162496.00         | $6638.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-04-15      | 7.0000%  | 0.0000% | $25000.00          | $7.02              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $1000.00           | $280.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3891.00           | $3855.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 6.0000%  | 0.0000% | $6934.00           | $101.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $87000.00          | $420.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-08-20      | 2.9829%  | 0.0000% | $258300000.00      | $338810.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $35163083.00       | $5721.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-16      | 4.1395%  | 0.0000% | $133999.00         | $2638.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 2.3829%  | 0.0000% | $72589000.00       | $536153.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.7749%  | 0.0000% | $71492006.00       | $6166771.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.5249%  | 0.0000% | $102572408.00      | $3931217.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2749%  | 0.0000% | $145036036.00      | $6768430.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.8749%  | 0.0000% | $50435334.00       | $4504927.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8749%  | 0.0000% | $300000000.00      | $3193097.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $636364.00         | $214738.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.9249%  | 0.0000% | $46860559.00       | $3842329.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5749%  | 0.0000% | $25758393.00       | $1675321.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6749%  | 0.0000% | $130000000.00      | $5741364.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9249%  | 0.0000% | $12000000.00       | $633323.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5649%  | 0.0000% | $8000000.00        | $333377.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.3049%  | 0.0000% | $23400000.00       | $1110012.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3329%  | 0.0000% | $655000.00         | $18643.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.8829%  | 0.0000% | $27000000.00       | $564345.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3329%  | 0.0000% | $33304063.00       | $583975.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.9749%  | 0.0000% | $120000000.00      | $3223899.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3249%  | 0.0000% | $53000000.00       | $2443848.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6749%  | 0.0000% | $90000000.00       | $3982253.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5749%  | 0.0000% | $27556464.00       | $2838034.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 2.3829%  | 0.0000% | $96097941.00       | $2182240.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $30926454.00       | $660958.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5441065.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.3829%  | 0.0000% | $34167000.00       | $702198.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.2829%  | 0.0000% | $15292399.00       | $467454.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $86999066.00       | $4224643.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $73822431.00       | $3820997.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.3329%  | 0.0000% | $96961925.00       | $4006702.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3829%  | 0.0000% | $47654869.00       | $1929132.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3829%  | 0.0000% | $36250000.00       | $2357083.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.3329%  | 0.0000% | $10560142.00       | $447751.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.6529%  | 0.0000% | $27000000.00       | $525722.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $6407382.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.3829%  | 0.0000% | $44539807.00       | $990946.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4829%  | 0.0000% | $75209809.00       | $3761327.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.3329%  | 0.0000% | $54871755.00       | $1081557.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1265146.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4829%  | 0.0000% | $3037000.00        | $184168.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-06-20      | 4.1171%  | 0.0000% | $8999.00           | $3035.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4829%  | 0.0000% | $49592185.00       | $2555937.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6509863.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $1969521.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.4829%  | 0.0000% | $3823000.00        | $182799.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5829%  | 0.0000% | $15000000.00       | $807242.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5829%  | 0.0000% | $27818181.00       | $1786326.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3406180.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $72000000.00       | $429698.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $159177.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $174125.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6114375.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $5032727.00        | $188039.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1695890.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $27092831.00       | $2618806.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $62613460.00       | $6619115.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $25536887.00       | $2244937.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $911931.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5829%  | 0.0000% | $81131426.00       | $3052896.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 0.0249%  | 0.0000% | $191853621.00      | $1133183.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5829%  | 0.0000% | $43783865.00       | $1389045.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.7249%  | 0.0000% | $16250000.00       | $1192552.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $171845748.00      | $12691289.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1625000.00        | $181110.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $2837422.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $24000000.00       | $2333968.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $33000000.00       | $3853554.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $25745447.00       | $2793325.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $1645000.00        | $169100.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $23814555.00       | $2837426.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $9429710.00        | $1141785.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $188559851.00      | $847042.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $46851424.00       | $4450145.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $36981587.00       | $4270000.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6007427.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5829%  | 0.0000% | $500000.00         | $40040.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $133283250.00      | $8582678.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5058759.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5829%  | 0.0000% | $1780118.00        | $221797.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4606824.00        | $499624.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $8572930.00        | $607043.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.5249%  | 0.0000% | $303311770.00      | $2540595.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $15713581.00       | $2286875.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $16666752.00       | $2576043.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $687777.00         | $89862.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2374474.00        | $264258.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4524043.00        | $877195.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.0749%  | 0.0000% | $131151583.00      | $4555798.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.1149%  | 0.0000% | $100000000.00      | $3435950.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0457%  | 0.0000% | $60000000.00       | $2237735.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0939%  | 0.0000% | $105000000.00      | $3505130.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.1249%  | 0.0000% | $100000000.00      | $3351761.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $36694272.00       | $6170058.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $5419342.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $133375001.00      | $171284.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $125000000.00      | $684647.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $4930393.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $100001000.00      | $142966.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $75000000.00       | $48956.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1621494.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $111124000.00      | $146148.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $67000000.00       | $597494.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $221992997.00      | $12847283.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6127251.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $90000000.00       | $6343057.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $250000000.00      | $267617.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $200000000.00      | $12703.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $97543246.00       | $655082.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $173016666.00      | $8369801.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.4829%  | 0.0000% | $53766308.00       | $3971859.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4454276.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $50000000.00       | $14559.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $20000000.00       | $18772.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 2.3829%  | 0.0000% | $50920532.00       | $3389117.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.3329%  | 0.0000% | $54720340.00       | $3679659.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.4749%  | 0.0000% | $30000000.00       | $402885.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.3749%  | 0.0000% | $20000000.00       | $244799.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $7200000.00        | $1194100.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.4249%  | 0.0000% | $82025496.00       | $2696679.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0749%  | 0.0000% | $80000000.00       | $1974541.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0749%  | 0.0000% | $66820527.00       | $5219866.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3249%  | 0.0000% | $100000000.00      | $2790759.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.2649%  | 0.0000% | $100000000.00      | $4092822.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.3749%  | 0.0000% | $37500000.00       | $1694502.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0249%  | 0.0000% | $44894518.00       | $3933031.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.6751%  | 0.0000% | $1000.00           | $537.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5949%  | 0.0000% | $100000000.00      | $1276520.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $14655955.00       | $2665845.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6549%  | 0.0000% | $190000000.00      | $6516137.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5549%  | 0.0000% | $62279838.00       | $2594418.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6249%  | 0.0000% | $100000000.00      | $1270670.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.6249%  | 0.0000% | $200000000.00      | $1843112.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.5446%  | 0.0000% | $260000000.00      | $548268.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1746228.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-16      | 4.5000%  | 0.0000% | $188801.00         | $479.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3829%  | 0.0000% | $20708456.00       | $120627.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.0229%  | 0.0000% | $161020746.00      | $1287436.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.9329%  | 0.0000% | $18160000.00       | $105828.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.7849%  | 0.0000% | $74900000.00       | $331893.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7332%  | 0.0000% | $27000000.00       | $174397.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7587%  | 0.0000% | $35130376.00       | $91378.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 2.3829%  | 0.0000% | $28666666.00       | $523521.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.3329%  | 0.0000% | $9700000.00        | $165336.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $181473.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $17341919.00       | $56018.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $334623.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $81428570.00       | $16553.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6191%  | 0.0000% | $45000000.00       | $865942.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8845%  | 0.0000% | $50000064.00       | $1369155.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 1.0068%  | 0.0000% | $37500000.00       | $552834.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.5457%  | 0.0000% | $94977592.00       | $2183582.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9873%  | 0.0000% | $90800000.00       | $2385237.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 1.7941%  | 0.0000% | $22900000.00       | $1691477.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.3036%  | 0.0000% | $70800000.00       | $4434382.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.0402%  | 0.0000% | $104485000.00      | $5805126.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4829%  | 0.0000% | $22045674.00       | $340133.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.4829%  | 0.0000% | $93201901.00       | $1156913.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.4362%  | 0.0000% | $41600000.00       | $1032423.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 2.2862%  | 0.0000% | $72000000.00       | $1855896.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7921%  | 0.0000% | $100000000.00      | $4430389.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.5000%  | 0.0000% | $3000000.00        | $76367.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9312%  | 0.0000% | $55000000.00       | $3565910.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 1.2877%  | 0.0000% | $37994480.00       | $3285572.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.9252%  | 0.0000% | $8840000.00        | $553685.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9825%  | 0.0000% | $33296039.00       | $2255507.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.9081%  | 0.0000% | $20254243.00       | $1225864.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8925%  | 0.0000% | $4571000.00        | $320007.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0000%  | 0.0000% | $76659900.00       | $1956898.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-16      | 1.0000%  | 0.0000% | $10515436.00       | $652890.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 0.9315%  | 0.0000% | $24590410.00       | $1931801.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.2500%  | 0.0000% | $10000000.00       | $114504.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.2500%  | 0.0000% | $2000000.00        | $18513.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $89036569.00       | $15869901.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $35976322.00       | $24620713.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 2.2379%  | 0.0000% | $68201552.00       | $4239673.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | N/A      | 0.0000% | $32723123.00       | $20962548.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.9379%  | 0.0000% | $28822756.00       | $4232949.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.4879%  | 0.0000% | $115377154.00      | $2359077.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 4.5000%  | 0.0000% | $3000.00           | $2817.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 6.0000%  | 0.0000% | $3578.00           | $516.89            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-25      | 4.5000%  | 0.0000% | $1000.00           | $968.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-01      | 5.5000%  | 0.0000% | $1258696.00        | $53217.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 4.5000%  | 0.0000% | $1012.00           | $34.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 4.5000%  | 0.0000% | $2158341.00        | $66495.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $19.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $336000.00         | $52962.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $120.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $104.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1001.00           | $62.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $99.56             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $161.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $3097.00           | $409.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $163636363.00      | $94836.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $855719.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-03-15      | 2.7227%  | 0.0000% | $117787959.00      | $288307.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $46683000.00       | $1995605.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-10-01      | 5.5000%  | 0.0000% | $1000.00           | $7.01              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $214922.00         | $1122.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.5000%  | 0.0000% | $2308.00           | $128.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $161.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1150000.00        | $144012.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $165.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 2.5000%  | 0.0000% | $275000.00         | $28505.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $26954.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $4162.00           | $847.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $20065.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $3137.00           | $1789.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $3373.00           | $504.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $128511.00         | $64859.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $272164.00         | $135684.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $38552.00          | $29239.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $2372.00           | $1682.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $656.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $27427.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-02-01      | 2.5000%  | 0.0000% | $6980.00           | $186.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 4.5000%  | 0.0000% | $1315430.00        | $277807.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $213.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $4668.00           | $589.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $2014.00           | $220.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $84.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $103.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.6251%  | 0.0000% | $1000.00           | $991.39            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.4749%  | 0.0000% | $231680063.00      | $2217687.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8249%  | 0.0000% | $167184100.00      | $8529741.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.2949%  | 0.0000% | $1000000000.00     | $9625831.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.0000%  | 0.0000% | $1000000.00        | $39222.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9749%  | 0.0000% | $50000000.00       | $4456500.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8249%  | 0.0000% | $50000001.00       | $2819921.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.9549%  | 0.0000% | $30000000.00       | $1031940.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.2249%  | 0.0000% | $100000000.00      | $3093732.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1875000.00        | $363756.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.4749%  | 0.0000% | $250000000.00      | $2405928.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.9249%  | 0.0000% | $34231517.00       | $1959987.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3249%  | 0.0000% | $100000000.00      | $5157606.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.7749%  | 0.0000% | $100000000.00      | $4744271.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $2462.00           | $193.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 2.5000%  | 0.0000% | $1000.00           | $104.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $69.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 3.0000%  | 0.0000% | $1013.00           | $111.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 2.5000%  | 0.0000% | $2005.00           | $508.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 3.0000%  | 0.0000% | $1159.00           | $687.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 5.0000%  | 0.0000% | $19632.00          | $1987.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $3023.00           | $2077.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $104.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $1524875.00        | $115095.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 5.0000%  | 0.0000% | $1640494.00        | $237776.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $3008.00           | $586.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $702.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 2.5000%  | 0.0000% | $1000.00           | $259.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.5000%  | 0.0000% | $2001.00           | $1359.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $100000000.00      | $7786849.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 3.0000%  | 0.0000% | $1000.00           | $413.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1520.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-25      | 2.7734%  | 0.0000% | $250093527.00      | $2205303.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.5000%  | 0.0000% | $28251856.00       | $71882.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.3734%  | 0.0000% | $44514530.00       | $1177934.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.0000%  | 0.0000% | $11199989.00       | $1050033.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 2.3734%  | 0.0000% | $14861349.00       | $593232.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-01-25      | 2.5000%  | 0.0000% | $17707234.00       | $1650066.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $15224105.00       | $1210740.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 3.0000%  | 0.0000% | $16433000.00       | $1880681.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $780961.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $10000000.00       | $867062.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $20385395.00       | $2399486.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $12011000.00       | $1206456.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $73551778.00       | $9138805.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $69118530.00       | $6898513.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $11105094.00       | $1386155.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | N/A      | 0.0000% | $141714000.00      | $269301.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 2.1879%  | 0.0000% | $79000000.00       | $2016988.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 2.4879%  | 0.0000% | $20712357.00       | $1642188.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4879%  | 0.0000% | $75000000.00       | $1842681.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.6379%  | 0.0000% | $43100000.00       | $2083396.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.5879%  | 0.0000% | $65821744.00       | $3185014.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5379%  | 0.0000% | $50000000.00       | $781797.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2879%  | 0.0000% | $32116539.00       | $999278.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.6379%  | 0.0000% | $55425000.00       | $1200585.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 2.3879%  | 0.0000% | $13110176.00       | $885175.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7879%  | 0.0000% | $51051291.00       | $2742453.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.5879%  | 0.0000% | $50000000.00       | $379961.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.5379%  | 0.0000% | $100160.00         | $906.09            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8621%  | 0.0000% | $1000.00           | $729.25            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 6.0000%  | 0.0000% | $5461958.00        | $677832.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.3879%  | 0.0000% | $130000000.00      | $1847883.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4879%  | 0.0000% | $182000000.00      | $2532204.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4379%  | 0.0000% | $55000000.00       | $739845.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.4879%  | 0.0000% | $72319325.00       | $2488885.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 2.4379%  | 0.0000% | $96565101.00       | $1951214.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2379%  | 0.0000% | $10168168.00       | $452526.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.7379%  | 0.0000% | $44087853.00       | $2322167.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.5379%  | 0.0000% | $36110024.00       | $1316865.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 2.8879%  | 0.0000% | $100000000.00      | $4613035.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.3879%  | 0.0000% | $251027590.00      | $4804255.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4879%  | 0.0000% | $23953010.00       | $903529.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.6379%  | 0.0000% | $6269515.00        | $333458.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $1000.00           | $1005.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 6.0000%  | 0.0000% | $4586146.00        | $508847.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.6879%  | 0.0000% | $75000000.00       | $1649621.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.2379%  | 0.0000% | $36591103.00       | $2231472.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.3879%  | 0.0000% | $50000000.00       | $500627.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.6879%  | 0.0000% | $35699600.00       | $1558471.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-02-25      | 6.0000%  | 0.0000% | $21465000.00       | $3491323.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | 2.2427%  | 0.0000% | $133333333.00      | $1057215.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.0815%  | 0.0000% | $3357000.00        | $44576.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 4.0000%  | 0.0000% | $140214.00         | $1646.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-25      | 2.4816%  | 0.0000% | $1907000.00        | $61363.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7338%  | 0.0000% | $2893000.00        | $348120.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 2.7406%  | 0.0000% | $2357000.00        | $243569.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $11099122.00       | $908568.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.6879%  | 0.0000% | $10500000.00       | $878018.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $6250000.00        | $529730.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.6879%  | 0.0000% | $9600000.00        | $928375.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6256%  | 0.0000% | $655000.00         | $67191.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $71184515.00       | $5445073.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 0.6679%  | 0.0000% | $100197.00         | $982.09            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $10000000.00       | $1082050.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6188%  | 0.0000% | $786000.00         | $81273.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 2.2734%  | 0.0000% | $31600000.00       | $1288041.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-25      | 1.7824%  | 0.0000% | $5198000.00        | $51139.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $34686240.00       | $3613276.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $12600000.00       | $1068001.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 4.5000%  | 0.0000% | $53714422.00       | $3367066.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 2.4234%  | 0.0000% | $99019090.00       | $4309594.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $24999993.00       | $2195863.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.3734%  | 0.0000% | $8900000.00        | $768251.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 2.3734%  | 0.0000% | $10000000.00       | $552709.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.8669%  | 0.0000% | $13478000.00       | $1420659.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $71871608.00       | $4839537.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 4.0000%  | 0.0000% | $6000000.00        | $705528.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.8579%  | 0.0000% | $62302456.00       | $2040945.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 3.3879%  | 0.0000% | $30000000.00       | $1034136.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $16086759.00       | $2674172.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.1879%  | 0.0000% | $96642475.00       | $2050679.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 3.5379%  | 0.0000% | $45000000.00       | $2597780.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4879%  | 0.0000% | $45316661.00       | $1229613.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4879%  | 0.0000% | $91668959.00       | $7312935.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4879%  | 0.0000% | $42366825.00       | $1432336.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.5379%  | 0.0000% | $67109208.00       | $2269341.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.6379%  | 0.0000% | $40465481.00       | $2053216.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3879%  | 0.0000% | $37412568.00       | $2974064.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.7879%  | 0.0000% | $86843196.00       | $4480030.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.1779%  | 0.0000% | $66300000.00       | $2262020.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.6879%  | 0.0000% | $30000000.00       | $1591893.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.5379%  | 0.0000% | $8104064.00        | $634317.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3879%  | 0.0000% | $64884832.00       | $3715426.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.5000%  | 0.0000% | $26000000.00       | $4171753.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.7879%  | 0.0000% | $44300000.00       | $1384008.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4379%  | 0.0000% | $213000.00         | $3174.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 2.2379%  | 0.0000% | $74999969.00       | $2519157.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.8879%  | 0.0000% | $100000000.00      | $2184604.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 2.2379%  | 0.0000% | $72995792.00       | $4133779.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5379%  | 0.0000% | $119155146.00      | $2321824.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.2749%  | 0.0000% | $100000000.00      | $5438577.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.5749%  | 0.0000% | $77553685.00       | $8953856.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5749%  | 0.0000% | $53002000.00       | $5347247.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-11-16      | 1.0000%  | 0.0000% | $2500000.00        | $79225.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6249%  | 0.0000% | $50000128.00       | $818961.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 2.3329%  | 0.0000% | $104562819.00      | $8222100.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $25071526.00       | $3219120.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $43659442.00       | $8784859.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3749%  | 0.0000% | $100000000.00      | $2435464.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 0.2500%  | 0.0000% | $17039936.00       | $417281.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 0.2500%  | 0.0000% | $17039936.00       | $417281.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 0.2500%  | 0.0000% | $9246477.00        | $281772.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 0.2500%  | 0.0000% | $9246477.00        | $281772.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.6249%  | 0.0000% | $150000000.00      | $2817388.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6749%  | 0.0000% | $50000000.00       | $4164085.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6749%  | 0.0000% | $57020300.00       | $3578819.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.5749%  | 0.0000% | $449999900.00      | $6187543.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8749%  | 0.0000% | $17214656.00       | $629772.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3013%  | 0.0000% | $170000000.00      | $3004261.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.3329%  | 0.0000% | $53418015.00       | $5095443.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.6329%  | 0.0000% | $54503825.00       | $5360513.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.9579%  | 0.0000% | $21566888.00       | $2679030.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.3329%  | 0.0000% | $44500075.00       | $3923658.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5749%  | 0.0000% | $268702694.00      | $7471201.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0749%  | 0.0000% | $100000000.00      | $3815409.32        | Agency Collateralized Mortgage Obligation |

### Security 194: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVZC5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DVZC5_3.64_0701
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $415061600.00      | $408000014.88      | U.S. Treasuries (including strips) |

### Security 195: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1E2ET4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E2ET4_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                      | 2038-02-15      | N/A      | 0.0000% | $24274911.00       | $13966837.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-11-15      | N/A      | 0.0000% | $18765100.00       | $10946433.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-05-15      | N/A      | 0.0000% | $70360800.00       | $39886552.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-08-15      | N/A      | 0.0000% | $33433731.00       | $18686379.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $86173697.00       | $46767671.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-11-15      | N/A      | 0.0000% | $29865900.00       | $16449331.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-05-15      | N/A      | 0.0000% | $84597792.00       | $45219211.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $38770874.00       | $20407476.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $70188810.00       | $36403426.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $86516116.00       | $44177291.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-11-15      | N/A      | 0.0000% | $1775949.00        | $1676391.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $543089.00         | $506887.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $75934574.00       | $69422424.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $36829198.00       | $34026790.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-11-15      | N/A      | 0.0000% | $39761649.00       | $35969023.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-11-15      | N/A      | 0.0000% | $14119953.00       | $8724662.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $10788600.00       | $6483128.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $12207766.00       | $7230903.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $57953711.00       | $29150368.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $23548577.00       | $11660643.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $44182921.00       | $43425139.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-05-15      | N/A      | 0.0000% | $974000.00         | $938390.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $21681200.00       | $20653489.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $21900.00          | $24637.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 4.1250%  | 0.0000% | $1248900.00        | $1255301.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 3.8750%  | 0.0000% | $500.00            | $501.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $64295300.00       | $64040571.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2027-10-31      | 3.8180%  | 0.0000% | $6727600.00        | $6757877.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-08-15      | N/A      | 0.0000% | $12198032.00       | $7640042.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-02-15      | N/A      | 0.0000% | $52932819.00       | $32252284.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-08-15      | N/A      | 0.0000% | $373727.00         | $370789.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $6449800.00        | $3352864.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $5706200.00        | $2923269.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $1678600.00        | $857637.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-08-15      | N/A      | 0.0000% | $3479000.00        | $3316735.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-11-15      | N/A      | 0.0000% | $257000.00         | $242456.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $23573400.00       | $22004590.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $315200.00         | $291264.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $387900.00         | $354802.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-11-15      | N/A      | 0.0000% | $383000.00         | $346666.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $133019700.00      | $129859814.17      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2066-03-15      | 5.7400%  | 0.0000% | $489342.00         | $512710.19         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2027-02-15      | N/A      | 0.0000% | $11201200.00       | $10902912.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-08-15      | N/A      | 0.0000% | $4130100.00        | $3939908.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-02-15      | N/A      | 0.0000% | $15555000.00       | $9672301.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $48445800.00       | $29812915.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-02-15      | N/A      | 0.0000% | $11929400.00       | $7049452.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-05-15      | N/A      | 0.0000% | $424000.00         | $246880.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $8878200.00        | $4945743.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-05-15      | N/A      | 0.0000% | $27281500.00       | $14893707.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-08-15      | N/A      | 0.0000% | $121651900.00      | $65140456.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $64855400.00       | $34216930.78       | U.S. Treasuries (including strips) |

### Security 196: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZS1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1E3ZS1_3.67_0701
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $256764100.00      | $255000091.58      | U.S. Treasuries (including strips) |

### Security 197: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3ZT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E3ZT9_3.68_0713
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $35965.00          | $37110.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 4.5000%  | 0.0000% | $1278900.00        | $1224524.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 4.5000%  | 0.0000% | $2102237.00        | $2013936.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $129864672.00      | $126312101.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 4.5000%  | 0.0000% | $1466446.00        | $1281817.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 4.5000%  | 0.0000% | $2272467.00        | $2160572.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 4.5000%  | 0.0000% | $1552886.00        | $1370460.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 4.5000%  | 0.0000% | $4886968.00        | $4175566.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $21345697.00       | $20103075.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $27968267.00       | $23983044.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.0000%  | 0.0000% | $3165350.00        | $3110073.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $7418636.00        | $6989211.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.0000%  | 0.0000% | $1112804.00        | $1096605.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $1258701.00        | $1268331.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $3145374.00        | $2907073.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $345024.00         | $349242.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $2968356.00        | $2615218.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $1244629.00        | $1274115.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $1988297.00        | $2031992.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.0000%  | 0.0000% | $1719681.00        | $1693825.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $1018.00           | $1080.83           | Agency Mortgage-Backed Securities |

### Security 198: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.500000%
- **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: ARP1E41M9, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1E41M9_3.50_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2053-05-01      | 6.0000%  | 0.0000% | $11826019.00       | $8533064.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $27077245.00       | $21653706.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $22230076.00       | $21077411.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $21750640.00       | $17419314.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $26277216.00       | $21414580.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $18591977.00       | $13812914.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $1736520.00        | $1534764.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $2217712.00        | $2186357.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 6.0000%  | 0.0000% | $940461.00         | $985308.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $16838954.00       | $16652848.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $30888173.00       | $22259780.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $16436552.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $30128733.00       | $20644048.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $30267649.00       | $19398716.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $20716489.00       | $16820428.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $16802115.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $81875968.00       | $16277521.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $15726447.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $76834214.00       | $14940511.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $97093004.00       | $17108585.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $60219138.00       | $15405264.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3827180.00        | $3277417.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 2.5000%  | 0.0000% | $5468051.00        | $1739537.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $34967296.00       | $16817125.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $140414495.00      | $96242113.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $26165000.00       | $19609210.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $25184514.00       | $19669101.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $21386848.00       | $20476199.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $2734715.00        | $2742246.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $17160240.00       | $17336805.54       | Agency Mortgage-Backed Securities |

### Security 199: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6S86, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S86_3.75_0828
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-07-20      | 0.0300%  | 0.0000% | $29999079.00       | $16554.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $757888.00         | $383801.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.0000%  | 0.0000% | $12896100.00       | $9363617.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4251%  | 0.0000% | $68895000.00       | $44540542.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.4992%  | 0.0000% | $35386879.00       | $35740245.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.4992%  | 0.0000% | $68250000.00       | $68178459.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.0008%  | 0.0000% | $70250000.00       | $3393721.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.5071%  | 0.0000% | $54545407.00       | $705696.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $55000000.00       | $55114338.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 2.0008%  | 0.0000% | $82327168.00       | $5649060.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.3492%  | 0.0000% | $75116928.00       | $75232630.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 3.1508%  | 0.0000% | $75116928.00       | $8533185.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-20      | 4.5000%  | 0.0000% | $3336990.00        | $3358083.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $37500000.00       | $35601858.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $16309888.00       | $14060460.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 5.5000%  | 0.0000% | $5000000.00        | $1177992.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 30.8733% | 0.0000% | $11000000.00       | $13367074.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $6000000.00        | $1713503.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.8851%  | 0.0000% | $30000000.00       | $20821346.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-11-15      | 5.7573%  | 0.0000% | $3887036.00        | $43088.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 5.2447%  | 0.0000% | $600000.00         | $61388.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-05-17      | 8.4930%  | 0.0000% | $4785968.00        | $730261.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 4.7658%  | 0.0000% | $8346159.00        | $172637.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.8171%  | 0.0000% | $351272929.00      | $7746.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 2.6000%  | 0.0000% | $2000000.00        | $423351.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 2.5000%  | 0.0000% | $5809344.00        | $4635942.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $39901312.00       | $35213459.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $144691000.00      | $30421688.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $4457080.00        | $2574673.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 4.0000%  | 0.0000% | $125590240.00      | $120628363.16      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 11.0203% | 0.0000% | $7128000.00        | $142455.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.6427%  | 0.0000% | $16586060.00       | $3785110.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-07-25      | 4.2733%  | 0.0000% | $2200000.00        | $282158.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-12-25      | 8.5687%  | 0.0000% | $12847152.00       | $896147.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $666191.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-07-15      | 9.3707%  | 0.0000% | $1899714.00        | $35848.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $588548.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-05-15      | 5.6067%  | 0.0000% | $12990240.00       | $47166.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2168617.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4154531.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 1.5000%  | 0.0000% | $45269440.00       | $15834095.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-25      | 4.4721%  | 0.0000% | $22250000.00       | $13998363.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 5.0000%  | 0.0000% | $1299674.00        | $662318.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-06-25      | 1.9222%  | 0.0000% | $100000000.00      | $4926857.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.8508%  | 0.0000% | $161428224.00      | $7952866.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 1.0618%  | 0.0000% | $125546751.00      | $2682178.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-06-25      | 4.5000%  | 0.0000% | $88075000.00       | $84055257.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.5000%  | 0.0000% | $21754112.00       | $19543524.40       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-06-25      | 5.0000%  | 0.0000% | $86210304.00       | $82359021.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 1.0000%  | 0.0000% | $54196480.00       | $43175960.17       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 1.0000%  | 0.0000% | $17137000.00       | $13650369.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6662087.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $3288326.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | N/A      | 0.0000% | $753845.00         | $194930.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-11-25      | 3.3470%  | 0.0000% | $143397000.00      | $134416283.23      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 2.4568%  | 0.0000% | $50000000.00       | $2958648.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.7749%  | 0.0000% | $122112768.00      | $4602699.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 2.5568%  | 0.0000% | $47596800.00       | $2935917.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-02-25      | 3.3633%  | 0.0000% | $3000000.00        | $1139646.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 3.0000%  | 0.0000% | $8777000.00        | $3688511.14        | Agency Collateralized Mortgage Obligation |

### Security 200: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E6S94, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6S94_3.66_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $5195392.00        | $4432651.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1158108.00        | $620280.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $71428480.00       | $71004758.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $94761728.00       | $94259290.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $11238064.00       | $10539987.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $82327040.00       | $79764528.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $74896384.00       | $71304727.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 2.0000%  | 0.0000% | $5037952.00        | $3118409.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.7251%  | 0.0000% | $30000000.00       | $16975882.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.9251%  | 0.0000% | $100000000.00      | $27009069.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.2500%  | 0.0000% | $6000000.00        | $2237399.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3751%  | 0.0000% | $100000000.00      | $55618608.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $88682240.00       | $48300598.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6251%  | 0.0000% | $30000000.00       | $29788229.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7751%  | 0.0000% | $14000000.00       | $13852431.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $80095232.00       | $77584592.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $43358976.00       | $36836258.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.0008%  | 0.0000% | $83815936.00       | $3879018.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 11.4937% | 0.0000% | $1000000.00        | $893549.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-02-25      | N/A      | 0.0000% | $3424935.00        | $61247.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-15      | N/A      | 0.0000% | $13589000.00       | $37367.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $28386.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $184341.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $981707.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0191%  | 0.0000% | $94000000.00       | $446214.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1322476.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229277470.00      | $21961.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $138437.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1353311.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $176991.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $4959238.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.1587%  | 0.0000% | $17314528.00       | $17565.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.4171%  | 0.0000% | $100000000.00      | $12792682.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $29978112.00       | $25082255.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $9940366.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $16368279.00       | $22635.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 2.4249%  | 0.0000% | $50000000.00       | $2859812.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.4749%  | 0.0000% | $30000000.00       | $1334541.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-12-15      | 1.7163%  | 0.0000% | $9503232.00        | $510685.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $16630494.63       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $378726.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-10-25      | 2.8590%  | 0.0000% | $5945000.00        | $5204411.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 4.2590%  | 0.0000% | $4500000.00        | $951605.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1367109.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 4.4945%  | 0.0000% | $107375104.00      | $107002447.09      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 4.6882%  | 0.0000% | $36800192.00       | $37533690.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.8118%  | 0.0000% | $36505408.00       | $1644215.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.7805%  | 0.0000% | $200000000.00      | $7539166.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-06-25      | 0.3548%  | 0.0000% | $44150000.00       | $442843.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.8508%  | 0.0000% | $100000000.00      | $4629264.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.5055%  | 0.0000% | $270063104.00      | $15210868.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.0618%  | 0.0000% | $121856640.00      | $2631857.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.8820%  | 0.0000% | $350000000.00      | $6171200.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.7749%  | 0.0000% | $88571904.00       | $3283467.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $325935.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-08-25      | 3.1230%  | 0.0000% | $250000.00         | $231695.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | 5.4000%  | 0.0000% | $649997.00         | $666771.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.3879%  | 0.0000% | $40000000.00       | $2179631.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 4.7500%  | 0.0000% | $122557.00         | $87869.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1032256.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-25      | 3.3969%  | 0.0000% | $2200000.00        | $1056125.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-20      | 7.5000%  | 0.0000% | $3000000.00        | $10432.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2046470.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 2.5000%  | 0.0000% | $1680150.00        | $1378012.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $3000000.00        | $3619296.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.0000%  | 0.0000% | $22500000.00       | $2768075.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3170989.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 1.5000%  | 0.0000% | $100000000.00      | $35938724.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-10-25      | 1.5000%  | 0.0000% | $4165380.00        | $1372445.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-06-25      | 1.8555%  | 0.0000% | $134312192.00      | $6469302.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 1.0000%  | 0.0000% | $84112000.00       | $66998886.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.9541%  | 0.0000% | $36110464.00       | $1587528.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 4.0000%  | 0.0000% | $1505962.00        | $1423721.58        | Agency Collateralized Mortgage Obligation |

### Security 201: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.620000%
- **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: ARP1E6SA1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1E6SA1_3.62_0605
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $350000.00         | $146919.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $9783104.00        | $1959937.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $19925664.00       | $15279739.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $670000.00         | $73247.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $173486.00         | $92417.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2951656.00        | $2721557.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $3675000.00        | $1789976.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $27982624.00       | $24191122.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2902750.00        | $2994240.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1559408.00        | $1613036.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1014000.00        | $1042280.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $3587256.00        | $3464890.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $3432064.00        | $3536173.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $3007128.00        | $2883614.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $4139920.00        | $4089857.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $7914664.00        | $7512444.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2072192.00        | $2100133.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $27116928.00       | $26774693.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $15317100.00       | $15467571.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $33605120.00       | $32461201.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $4995832.00        | $3330347.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 6.0000%  | 0.0000% | $3186080.00        | $3220608.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 6.0000%  | 0.0000% | $6434280.00        | $6691753.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $1865440.00        | $115644.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $9271104.00        | $4049801.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 3.0000%  | 0.0000% | $5314176.00        | $2694995.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 5.0000%  | 0.0000% | $13674848.00       | $10099074.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 5.0000%  | 0.0000% | $2266680.00        | $2142506.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $447232.00         | $427587.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $12271104.00       | $12211618.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $160368896.00      | $159003176.74      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $65651.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 5.0000%  | 0.0000% | $490525.00         | $120555.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $11389859.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-15      | 5.1500%  | 0.0000% | $10852848.00       | $10919849.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1763276.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5451384.00        | $5522781.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 2.0000%  | 0.0000% | $2411270.00        | $1872736.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2969984.00        | $3093860.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $4005480.00        | $4186070.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $13807744.00       | $14179101.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $32701.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $1392169.00        | $16714.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.3750%  | 0.0000% | $10812464.00       | $108680.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4308628.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $5394832.00        | $3010889.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $7802848.00        | $4514590.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-08-26      | N/A      | 0.0000% | $241000.00         | $238910.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-06-24      | N/A      | 0.0000% | $5000000.00        | $4988725.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1733000.00        | $38957.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $1264568.00        | $1027390.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1240360.00        | $1185940.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1914506.00        | $1947888.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2360860.00        | $2180098.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $3945460.00        | $4061744.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $2633735.00        | $2717647.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1323230.00        | $1374883.44        | Agency Mortgage-Backed Securities |

### Security 202: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1E6WU2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1E6WU2_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2066-03-15      | 5.7400%  | 0.0000% | $246809.00         | $258595.20         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2046-08-15      | N/A      | 0.0000% | $100.00            | $35.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $462300.00         | $162726.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $990000.00         | $343836.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-05-15      | N/A      | 0.0000% | $982400.00         | $337123.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-08-15      | N/A      | 0.0000% | $3095400.00        | $1046508.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-11-15      | N/A      | 0.0000% | $21756100.00       | $7261881.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-02-15      | N/A      | 0.0000% | $12352200.00       | $4067184.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-05-15      | N/A      | 0.0000% | $6203700.00        | $2017530.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-08-15      | N/A      | 0.0000% | $1995600.00        | $640166.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-11-15      | N/A      | 0.0000% | $594300.00         | $188502.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-08-15      | N/A      | 0.0000% | $977800.00         | $297911.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-11-15      | N/A      | 0.0000% | $8883600.00        | $2670205.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-02-15      | N/A      | 0.0000% | $3640000.00        | $1080566.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-05-15      | N/A      | 0.0000% | $18843200.00       | $5546835.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-08-15      | N/A      | 0.0000% | $231806100.00      | $67265494.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-11-15      | N/A      | 0.0000% | $5188000.00        | $1483399.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-02-15      | N/A      | 0.0000% | $7410700.00        | $2089632.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-05-15      | N/A      | 0.0000% | $6305800.00        | $1756701.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $21872800.00       | $6021866.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-11-15      | N/A      | 0.0000% | $470100.00         | $127918.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $4648800.00        | $1249220.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-05-15      | N/A      | 0.0000% | $74747840.00       | $20458259.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-08-15      | N/A      | 0.0000% | $22383298.00       | $6063836.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-05-15      | N/A      | 0.0000% | $123336000.00      | $29305496.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $49403000.00       | $11720515.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-11-15      | N/A      | 0.0000% | $88405000.00       | $20875161.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-02-15      | N/A      | 0.0000% | $43274488.00       | $10124975.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-05-15      | N/A      | 0.0000% | $38091891.00       | $8848632.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-08-15      | N/A      | 0.0000% | $26877949.00       | $6187518.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-11-15      | N/A      | 0.0000% | $34186000.00       | $7839499.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2056-02-15      | N/A      | 0.0000% | $31118000.00       | $7070631.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-11-15      | N/A      | 0.0000% | $53906908.00       | $16773350.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-02-15      | N/A      | 0.0000% | $17400533.00       | $5336934.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-05-15      | N/A      | 0.0000% | $65694940.00       | $19946691.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-08-15      | N/A      | 0.0000% | $52531700.00       | $15715593.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2049-11-15      | N/A      | 0.0000% | $42178200.00       | $12484662.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-02-15      | N/A      | 0.0000% | $35134623.00       | $10252634.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-05-15      | N/A      | 0.0000% | $10366667.00       | $2974880.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-08-15      | N/A      | 0.0000% | $28368350.00       | $8065944.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-11-15      | N/A      | 0.0000% | $73210500.00       | $20543964.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-02-15      | N/A      | 0.0000% | $11046210.00       | $3061865.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-05-15      | N/A      | 0.0000% | $2.00              | $0.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-08-15      | N/A      | 0.0000% | $79.00             | $27.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $9320.00           | $3201.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $24451361.00       | $8299598.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-05-15      | N/A      | 0.0000% | $34644903.00       | $11624681.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-08-15      | N/A      | 0.0000% | $42758900.00       | $14164441.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-11-15      | N/A      | 0.0000% | $3826690.00        | $1252666.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-02-15      | N/A      | 0.0000% | $69979148.00       | $22594867.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-05-15      | N/A      | 0.0000% | $58544500.00       | $18675461.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-08-15      | N/A      | 0.0000% | $35909179.00       | $11306938.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $36115097.00       | $9524020.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-05-15      | N/A      | 0.0000% | $45469500.00       | $11832846.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-08-15      | N/A      | 0.0000% | $17070699.00       | $4390139.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-11-15      | N/A      | 0.0000% | $47214647.00       | $11946013.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $72117667.00       | $18097423.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-05-15      | N/A      | 0.0000% | $53025225.00       | $13156883.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-08-15      | N/A      | 0.0000% | $51020000.00       | $12533216.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-11-15      | N/A      | 0.0000% | $19182750.00       | $4658722.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $78438000.00       | $18851004.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-02-15      | N/A      | 0.0000% | $2.00              | $0.72              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-05-15      | N/A      | 0.0000% | $12398400.00       | $3026759.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $99712600.00       | $24052174.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-11-15      | N/A      | 0.0000% | $52228600.00       | $12459289.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-02-15      | N/A      | 0.0000% | $82134400.00       | $19403102.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-05-15      | N/A      | 0.0000% | $4242000.00        | $991329.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-08-15      | N/A      | 0.0000% | $962955700.00      | $222818319.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-11-15      | N/A      | 0.0000% | $166728700.00      | $38201546.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2056-02-15      | N/A      | 0.0000% | $153528600.00      | $34845004.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2051-11-15      | N/A      | 0.0000% | $31739200.00       | $8502931.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-08-15      | N/A      | 0.0000% | $11094900.00       | $2911723.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-11-15      | N/A      | 0.0000% | $645100.00         | $167442.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $155788100.00      | $39977095.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-05-15      | N/A      | 0.0000% | $13621700.00       | $3455089.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-08-15      | N/A      | 0.0000% | $62971700.00       | $15836060.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-11-15      | N/A      | 0.0000% | $9558600.00        | $2380674.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $197021800.00      | $48496916.07       | U.S. Treasuries (including strips) |

### Security 203: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **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: ARP1EAG49, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EAG49_3.70_0715
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1221984.00        | $538968.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $3400839.00        | $3500731.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $884304.00         | $919097.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $714660.00         | $765410.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1078786.00        | $1086832.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1599054.00        | $1609530.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1516958.00        | $1554704.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $808857.00         | $849674.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2500060.00        | $2409832.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $5929480.00        | $6207678.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1293021.00        | $1338690.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1499607.00        | $1510914.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1170223.00        | $1244973.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1205186.00        | $1235987.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1434264.00        | $1104715.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2129060.00        | $2144184.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2179984.00        | $2195129.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $46563157.00       | $42943749.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $37203286.00       | $31776633.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $28545731.00       | $26712933.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1195085.00        | $1004309.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $91310228.00       | $88812350.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $42381.00          | $39498.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1028900.00        | $626642.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1220000.00        | $801790.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1203872.00        | $600111.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1028975.00        | $1050269.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1838984.00        | $1840382.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $1534717.00        | $1632327.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1885019.00        | $1844232.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1868653.00        | $1950945.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $1010380.00        | $1078614.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1167.00           | $1150.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $42726.00          | $39488.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1339392.00        | $1355766.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1490703.00        | $1267959.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1379243.00        | $1437394.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1131560.00        | $1171755.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $697697.00         | $737321.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $871966.00         | $912838.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $1105504.00        | $1162677.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $14279175.00       | $14022048.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2384039.00        | $2458742.44        | Agency Mortgage-Backed Securities |

### Security 204: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **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: ARP1EBT84, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EBT84_3.70_0716
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $200000.00         | $180449.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $899000.00         | $801447.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $9407908.00        | $6484821.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1614765.00        | $1203914.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1060168.00        | $1034699.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1615857.00        | $1346521.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2194424.00        | $1908870.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $792.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2378703.00        | $2006531.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1491746.00        | $1184279.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1346389.00        | $1224211.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $4886448.00        | $4520746.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $2166.00           | $1702.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $72649.00          | $58442.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $1071586.00        | $804129.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $484884.00         | $303403.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $2185321.00        | $1059270.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $1533920.00        | $1385144.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $2694586.00        | $1566540.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $3105838.00        | $3099883.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2634947.00        | $2182223.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1389660.00        | $776834.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $3690272.00        | $3024934.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $2831588.00        | $2480640.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $3004434.00        | $2371779.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1622528.00        | $1514188.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1506520.00        | $932835.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $25626897.00       | $21733399.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1728370.00        | $1266777.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1826060.00        | $733578.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1075575.00        | $1053929.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1192050.00        | $1102344.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $11522613.00       | $8217736.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $1884831.00        | $1789709.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1078796.00        | $1117836.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1168902.00        | $1225478.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2130218.00        | $1884253.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1144139.00        | $889130.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1820616.00        | $1774821.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1708064.00        | $1457265.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1021792.00        | $782607.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1014206.00        | $1048358.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $13557633.00       | $12060372.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1331229.00        | $870045.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $255685.00         | $227628.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $349153.00         | $305487.02         | Agency Mortgage-Backed Securities |

### Security 205: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH51, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ECH51_3.64_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2037-02-15      | 4.7500%  | 0.0000% | $20536400.00       | $21332764.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 2.1250%  | 0.0000% | $5141900.00        | $7741738.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-05-15      | 4.7500%  | 0.0000% | $193633600.00      | $186602195.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 4.1250%  | 0.0000% | $28663300.00       | $28927326.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8180%  | 0.0000% | $10349400.00       | $10395977.65       | U.S. Treasuries (including strips) |

### Security 206: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ECH69, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ECH69_3.61_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $96274500.00       | $73249423.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $100975000.00      | $101933112.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 4.1250%  | 0.0000% | $1770100.00        | $1797405.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $58072400.00       | $57405200.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 3.8750%  | 0.0000% | $20698000.00       | $20614880.66       | U.S. Treasuries (including strips) |

### Security 207: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.530000%
- **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: ARP1EDSY4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1EDSY4_3.53_0605
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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    | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2294587.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $25268963.00       | $23849739.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2166923.00        | $2178573.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1321955.00        | $1079668.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $19235885.00       | $15673689.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $72284000.00       | $32441114.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $818.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $4851621.00        | $3608787.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $8797238.00        | $6515386.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $801.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1264292.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $2275578.00        | $1555960.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $29426343.00       | $21568353.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $32885248.00       | $24922830.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $26003808.00       | $21801462.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $34614720.00       | $24058050.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $96341000.00       | $74440175.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $18093226.00       | $14022627.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 4.5000%  | 0.0000% | $5274936.00        | $5280506.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $219.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $333.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $187.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 6.2050%  | 0.0000% | $22520170.00       | $86035.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $7322391.00        | $4833530.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $5504136.00        | $2988263.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $931.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $2571200.00        | $1757466.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $871.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $947.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $944.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3301128.00        | $2357489.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $424556.00         | $361827.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1054.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $5865.00           | $102.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $2292.00           | $86.61             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $58043.00          | $711.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.0000%  | 0.0000% | $5459.00           | $798.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1236.00           | $166.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $111825659.00      | $11325655.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $684.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $699.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $43444923.00       | $31397442.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1001.00           | $798.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 5.5000%  | 0.0000% | $37249.00          | $371.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2829888.00        | $2828270.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $1024.00           | $800.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $909.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $13000000.00       | $11561331.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $108226400.00      | $102391541.01      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $13067196.00       | $11231395.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $306.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $360000.00         | $81547.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $346.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $26463735.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $36092600.00       | $30255612.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $5585829.00        | $4666182.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15240512.00       | $13692006.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $18181.00          | $16433.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $30156102.00       | $24709379.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $909.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1042.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3740712.00        | $3690095.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $729.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $5553152.00        | $3958737.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $963.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8509584.00        | $7499247.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $6209000.00        | $4460970.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $883.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $4599136.00        | $3856204.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $786.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $3477350.00        | $3178095.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $864.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $5426296.00        | $4887335.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $807000.00         | $612477.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $694.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $50000.00          | $42420.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $15337742.00       | $11718673.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $668.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 1.5000%  | 0.0000% | $130500.00         | $74126.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $19614163.00       | $16764761.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $82000.00          | $60352.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $45161208.00       | $25595222.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $300318335.00      | $223121586.89      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1114884.00        | $973397.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $98000000.00       | $91842881.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $30000000.00       | $28589238.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $100000000.00      | $97164913.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $33328441.00       | $31476236.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $33313.00          | $23483.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1244825.00        | $1227225.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.0000%  | 0.0000% | $1297488.00        | $1164155.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $16868915.00       | $15575184.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $100000000.00      | $96349305.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $100000000.00      | $95393595.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $6534318.00        | $6349547.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2207505.00        | $2122774.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $12695965.00       | $12472117.31       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1899159.00        | $942122.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17082627.00       | $12343064.98       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $12037413.00       | $12705876.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4055499.00        | $4079732.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2511416.00        | $2583123.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $8371370.00        | $8505787.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $74129.00          | $77329.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $723510.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2632345.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2059746.00        | $1952374.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $960.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1841000.00        | $1892374.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1362044.00        | $1307893.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $5334026.00        | $5234647.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1015.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $172.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 4.0000%  | 0.0000% | $130099663.00      | $44912602.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $614000.00         | $324039.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2964324.00        | $1619299.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 1.5800%  | 0.0000% | $2870000.00        | $2480293.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $955.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1027.00           | $756.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $744.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $721.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $21073301.00       | $16775168.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4462992.00        | $3294158.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $15314640.00       | $9813529.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $58808439.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 4.6300%  | 0.0000% | $6499000.00        | $6515904.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $143.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $85112260.00       | $25268636.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $128.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $190026208.00      | $49830646.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $50702319.00       | $23880289.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $484.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $29722048.00       | $7314402.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $14437574.00       | $7611863.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $570.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $673.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $142114000.00      | $95021051.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $33717960.00       | $24061803.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $795.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $8096.00           | $5627.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $48207868.00       | $35722074.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $30904997.00       | $23257223.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $32628380.00       | $23853411.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $8739280.00        | $6275043.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $42530390.00       | $33316320.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $371.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $1009.00           | $763.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $237660.00         | $213294.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $855.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $788.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $2773328.00        | $1528262.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $858.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $713.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1003.00           | $187.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $11172199.00       | $10596030.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4000000.00        | $3899707.47        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $19918600.00       | $20299156.63       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $430.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $218.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $6165420.00        | $1395474.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2605000.00        | $1227199.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $1135000.00        | $376564.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $340.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $402.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $144513.00         | $28356.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $221.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $418.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $424570.00         | $262604.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $547000.00         | $354017.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $4530000.00        | $2348702.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $4790992.00        | $2129635.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $478.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $604.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $550.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $689.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $381.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $816.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $31269536.00       | $21304032.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $723.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $8395168.00        | $4979971.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $13689746.00       | $8963065.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $646.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $751.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $109000.00         | $69132.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $6840.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1279000.00        | $1006973.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $655.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $4513623.00        | $3328693.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $680.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $5579336.00        | $4382357.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $5733112.00        | $4007934.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1004.00           | $738.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $385000.00         | $252509.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $76496384.00       | $61435555.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $859.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $710.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $843984.00         | $609125.71         | Agency Mortgage-Backed Securities  |

### Security 208: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.640000%
- **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: ARP1EH371, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1EH371_3.64_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2027-10-14      | 3.7700%  | 0.0000% | $1706000.00        | $1715582.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-03-12      | 4.0500%  | 0.0000% | $11320000.00       | $11355584.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-02      | N/A      | 0.0000% | $8341000.00        | $8207710.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | N/A      | 0.0000% | $33704000.00       | $33589069.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $2773000.00        | $1617554.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $1317000.00        | $1449327.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $472000.00         | $452744.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-06      | 3.7150%  | 0.0000% | $92932000.00       | $93456201.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-14      | 1.6300%  | 0.0000% | $44726000.00       | $34627711.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $877.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $2000.00           | $251.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $46199.00          | $32725.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $99999.00          | $1444.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1001.00           | $348.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $292537.00         | $162733.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $1000.00           | $700.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1506528.00        | $1532756.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1003.00           | $1078.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1900%  | 0.0000% | $1153458.00        | $1171763.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1012.00           | $1063.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2370020.00        | $2488379.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 2.0000%  | 0.0000% | $192837.00         | $148670.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1853418.00        | $1921944.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $155584800.00      | $156412147.40      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $4999176.00        | $4776400.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $66877500.00       | $65183126.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 3.5000%  | 0.0000% | $50076.00          | $45130.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $2732156.00        | $2544561.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $1305462.00        | $1304729.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1509896.00        | $1585841.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 4.0000%  | 0.0000% | $1205242.00        | $1125844.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1111404.00        | $1178630.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $528286.00         | $550949.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1989.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1774462.00        | $1766849.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1489740.00        | $1523413.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $289102.00         | $36050.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $1000.00           | $105.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 7.0000%  | 0.0000% | $33001983.00       | $48037.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 7.0000%  | 0.0000% | $344064.00         | $230.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 7.0000%  | 0.0000% | $233680.00         | $5467.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $5800000.00        | $5588893.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-07-29      | 0.9100%  | 0.0000% | $20000000.00       | $19965066.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-25      | 2.0000%  | 0.0000% | $24500000.00       | $24288325.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-08-01      | 3.8550%  | 0.0000% | $175000000.00      | $175863197.22      | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-08-26      | N/A      | 0.0000% | $1400000.00        | $1387386.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-25      | N/A      | 0.0000% | $35000000.00       | $34577900.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-01      | 0.8700%  | 0.0000% | $13000000.00       | $12928703.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-04-19      | 1.9400%  | 0.0000% | $31395000.00       | $27543102.10       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-07-28      | 3.2500%  | 0.0000% | $14683000.00       | $14012392.31       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-11-23      | 1.4300%  | 0.0000% | $13000000.00       | $12853598.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-12-23      | 2.0500%  | 0.0000% | $32420000.00       | $29130418.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-02-25      | 2.8700%  | 0.0000% | $50000000.00       | $48147694.44       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-04-13      | 4.8000%  | 0.0000% | $25000000.00       | $24832458.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-12-08      | 4.7500%  | 0.0000% | $50000000.00       | $50624125.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-10-29      | 4.7800%  | 0.0000% | $26000000.00       | $25601324.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-02-02      | 3.7200%  | 0.0000% | $1000000.00        | $1002863.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-04-29      | 4.1400%  | 0.0000% | $81561000.00       | $81155560.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-05-19      | 1.6200%  | 0.0000% | $1000000.00        | $855285.00         | Agency Mortgage-Backed Securities |

### Security 209: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1EH4L9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EH4L9_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2066-04-20      | 6.0000%  | 0.0000% | $233187.00         | $239729.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $248416.00         | $250354.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1493665.00        | $1595103.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1476577.00        | $1544023.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1851944.00        | $1842004.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1642882.00        | $1622833.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1890627.00        | $1774503.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1883632.00        | $1870733.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $359785.00         | $369960.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1684522.00        | $1774219.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1507404.00        | $1590854.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $276670.00         | $284253.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $4085382.00        | $4277127.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1890435.00        | $1882322.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1924027.00        | $1915770.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1704737.00        | $1794997.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $126717.00         | $132039.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1239959.00        | $1275571.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $172204.00         | $180286.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $2440305.00        | $2508267.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $2832878.00        | $2912985.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $3119172.00        | $3208744.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $460548.00         | $480968.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $311165.00         | $325516.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $2169048.00        | $2269769.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $5586800.00        | $5744470.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1505588.00        | $1615755.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1675719.00        | $1759832.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1702497.00        | $1828245.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $8705422.00        | $8955225.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $15800000.00       | $16334668.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045243.00        | $1639231.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $656822.00         | $661149.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1523051.00        | $1622341.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.0000%  | 0.0000% | $614764.00         | $630978.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1559446.00        | $1628455.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1693108.00        | $1779744.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $729346.00         | $734495.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1518271.00        | $1592260.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $434821.00         | $455841.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $350449.00         | $365467.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1503796.00        | $1541877.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $191012.00         | $196249.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $403395.00         | $276612.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $420939.00         | $287758.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $524332.00         | $535454.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $286374.00         | $299576.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $227211.00         | $237554.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $149698.00         | $153997.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1571990.00        | $1587074.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $7707679.00        | $7902628.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $10900000.00       | $6297314.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1688153.00        | $1768309.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1927653.00        | $1901704.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1653695.00        | $1687571.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1503922.00        | $1549260.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $7500000.00        | $7732899.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1698434.00        | $1842966.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1707624.00        | $1764820.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2170043.00        | $1560784.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $652387.00         | $683704.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1619694.00        | $1679852.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $2226442.00        | $2084152.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2406997.00        | $2263509.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1348655.00        | $1349831.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1862438.00        | $1894556.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $5091116.00        | $5118059.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $196883.00         | $194871.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1636697.00        | $1722475.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1648280.00        | $1680948.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $795540.00         | $817972.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $91207.00          | $93617.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1672791.00        | $1752350.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1742483.00        | $1819793.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1705066.00        | $1781658.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1998708.00        | $1735947.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1538687.00        | $1627271.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1602977.00        | $1681452.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $585168.00         | $284772.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $309403.00         | $320201.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $306328.00         | $319625.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 8.0000%  | 0.0000% | $1777076.00        | $1846771.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1554281.00        | $1637047.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1617007.00        | $1767431.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1631075.00        | $1784701.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1818379.00        | $1903693.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1578691.00        | $1665528.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $815773.00         | $854854.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $642137.00         | $660300.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1567297.00        | $1673542.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1695358.00        | $1794906.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $719109.00         | $554406.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $1141625.00        | $1193247.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1803865.00        | $1890793.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 5.5000%  | 0.0000% | $210092.00         | $210991.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1766024.00        | $1850057.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1911386.00        | $1653055.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3092698.00        | $1817353.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $256832.00         | $253310.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2054361.00        | $1898391.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $1575668.00        | $1699817.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $635467.00         | $503655.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $686344.00         | $719535.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1717171.00        | $1684269.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $4579854.00        | $4319461.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1885977.00        | $1734890.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3117403.00        | $1880121.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1743061.00        | $1825174.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1830727.00        | $1904220.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $245229.00         | $254515.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $916697.00         | $899821.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1694514.00        | $1103672.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2237809.00        | $1836869.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $142181.00         | $148185.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1878595.00        | $1686433.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1679980.00        | $1747895.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $3461244.00        | $3288490.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1357583.00        | $1284396.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $205403.00         | $214775.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1122891.00        | $1141866.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $23600000.00       | $24072278.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $19176730.00       | $18857650.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1684080.00        | $1772366.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1556621.00        | $1647376.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $241040.00         | $253069.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $13686964.00       | $14045601.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $819544.00         | $859013.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $15398883.00       | $15566741.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1494990.00        | $1543231.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1968881.00        | $1702633.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $558900.00         | $573958.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $301966.00         | $317025.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1751407.00        | $1840607.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1753502.00        | $1816587.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $2058470.00        | $2117590.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1822081.00        | $1922952.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $6375834.00        | $6675074.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1780471.00        | $1704820.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $1643798.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.5000%  | 0.0000% | $3000.00           | $3066.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $2053.00           | $532.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $4745217.00        | $1480071.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $3524287.00        | $1548767.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $7481362.00        | $3136354.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $210586.00         | $153619.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $73255.00          | $76108.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $191058.00         | $196593.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1521945.00        | $1598627.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1828788.00        | $1891102.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $6062496.00        | $2942297.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $3580173.00        | $572207.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $605846.00         | $49790.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1775411.00        | $906421.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $873980.00         | $410625.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $955664.00         | $123679.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $478913.00         | $256666.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $267325.00         | $134250.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2864049.00        | $656517.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $3014078.00        | $806679.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $4207099.00        | $1174834.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $3999737.00        | $632194.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $1179470.00        | $284883.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1031.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $2643009.00        | $1106566.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $978560.00         | $220921.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.5000%  | 0.0000% | $12000.00          | $12372.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $16757.00          | $2232.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 8.0000%  | 0.0000% | $14044.00          | $14682.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $11073936.00       | $4414172.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $987353.00         | $226443.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $249670.00         | $258046.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-09-20      | 7.0000%  | 0.0000% | $2332.00           | $2424.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $1635337.00        | $78297.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $1168172.00        | $103580.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $963307.00         | $106884.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $2385275.00        | $1610483.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $714601.00         | $74009.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $2759897.00        | $897207.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $1581690.00        | $46371.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $15126449.00       | $3062586.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-08-20      | 7.0000%  | 0.0000% | $692059.00         | $266403.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.5000%  | 0.0000% | $920962.00         | $234954.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $9921648.00        | $2466333.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.5000%  | 0.0000% | $2331281.00        | $678739.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 7.5000%  | 0.0000% | $6843.00           | $1411.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $626061.00         | $135442.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $1469323.00        | $1077486.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $5214716.00        | $1436303.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $991809.00         | $72898.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $5002342.00        | $3082760.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $3490780.00        | $1756982.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1069616.00        | $536823.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 6.5000%  | 0.0000% | $153108.00         | $158904.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $509696.00         | $112581.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $25926501.00       | $8630781.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $2002.00           | $391.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $2006754.00        | $624346.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $674903.00         | $237522.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 8.0000%  | 0.0000% | $682588.00         | $156589.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1018489.00        | $1044188.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1567854.00        | $1596765.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.0000%  | 0.0000% | $862119.00         | $851525.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $10426095.00       | $9943414.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $38505327.00       | $38056271.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $1696147.00        | $1673102.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $7645272.00        | $7718426.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $955000.00         | $986878.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $4714791.00        | $4711603.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $930249.00         | $865065.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1170409.00        | $1129233.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $893517.00         | $910194.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1215700.00        | $1175992.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1923379.00        | $1937625.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $5706560.00        | $5442903.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1235173.00        | $1232386.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $1387654.00        | $1324857.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2500000.00        | $2507541.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $7291120.00        | $7354578.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $832000.00         | $525166.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $26519802.00       | $14341503.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2106432.00        | $1574400.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1988211.00        | $1798940.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $3465936.00        | $1845026.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1142400.00        | $1078906.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $8495418.00        | $3240601.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2441747.00        | $2167007.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1947690.00        | $1903678.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $30664386.00       | $25980343.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1088770.00        | $842811.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1314922.00        | $1054893.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1538445.00        | $746075.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3283221.00        | $2911196.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3522511.00        | $3110994.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1702902.00        | $1360089.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $257678.00         | $159204.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $240791.00         | $251270.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $1283431.00        | $227280.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1549974.00        | $1675648.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-20      | 7.0000%  | 0.0000% | $198013.00         | $110200.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 8.0000%  | 0.0000% | $100386.00         | $104685.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $1817197.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $51058.00          | $52584.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $11003916.00       | $5894771.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $34455983.00       | $16222260.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $148043.00         | $155193.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $672076.00         | $704354.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $1761500.00        | $318555.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $1531257.00        | $155633.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.5000%  | 0.0000% | $776910.00         | $598104.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $155843.00         | $162567.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $9911162.00        | $2473751.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $1000.00           | $495.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $506881.00         | $264520.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $65359.00          | $68056.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $1045425.00        | $1093547.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.5000%  | 0.0000% | $3000.00           | $685.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $66988.00          | $69843.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-02-20      | 7.0000%  | 0.0000% | $73832.00          | $76515.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $248429.00         | $223782.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $467685.00         | $96782.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $122259.00         | $127242.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-20      | 7.0000%  | 0.0000% | $896512.00         | $509979.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $1615153.00        | $432966.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $863168.00         | $339327.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $135396.00         | $141708.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-07-20      | 7.0000%  | 0.0000% | $1001.00           | $1041.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $520628.00         | $385334.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $319916.00         | $168150.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $1572352.00        | $198043.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $293903.00         | $165816.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $559832.00         | $183777.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $523456.00         | $116654.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $583497.00         | $221796.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $2706538.00        | $1141370.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.5000%  | 0.0000% | $35886.00          | $7180.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.5000%  | 0.0000% | $164959.00         | $170577.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 7.0000%  | 0.0000% | $15111.00          | $1040.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $13409444.00       | $13169794.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1393893.00        | $1382799.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $819188.00         | $591304.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1486000.00        | $1395010.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1031220.00        | $99504.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1111828.00        | $581587.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $933236.00         | $336784.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1054707.00        | $835471.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1533048.00        | $1439918.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $828723.00         | $447779.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $99592.00          | $102409.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1563541.00        | $1668608.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $103758.00         | $106693.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1617802.00        | $1694017.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1477720.00        | $1572897.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2300513.00        | $2405672.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $11341814.00       | $11258405.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $453437.00         | $466242.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $2020928.00        | $1865516.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2176676.00        | $2065762.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1644916.00        | $1654492.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1527945.00        | $1587459.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1558606.00        | $1649002.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1519063.00        | $1607694.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $19266841.00       | $20084741.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4565508.00        | $4849450.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $144083.00         | $148159.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $6131901.00        | $6297036.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1495230.00        | $1576373.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1561898.00        | $1646992.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $455325.00         | $478212.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1476317.00        | $1589220.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1513373.00        | $1579898.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1628029.00        | $1737348.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.0000%  | 0.0000% | $100000.00         | $7685.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $541947.00         | $265622.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $514427.00         | $403712.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $628528.00         | $646579.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $173287.00         | $91429.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $1293498.00        | $778261.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $142989.00         | $147726.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $118362.00         | $122422.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.0000%  | 0.0000% | $746271.00         | $202901.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $2741030.00        | $535118.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-20      | 7.0000%  | 0.0000% | $286930.00         | $83651.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.0000%  | 0.0000% | $280710.00         | $291502.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 7.0000%  | 0.0000% | $229879.00         | $240355.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $270110.00         | $282670.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $1100037.00        | $1149600.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $151828.00         | $158823.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1838071.00        | $1536092.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $747089.00         | $401381.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $291370.00         | $179233.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $288845.00         | $302073.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $138616.00         | $145034.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 5.0000%  | 0.0000% | $339107.00         | $335064.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $491894.00         | $514934.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 5.0000%  | 0.0000% | $675646.00         | $667994.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 5.0000%  | 0.0000% | $503177.00         | $497279.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $550576.00         | $576350.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $863722.00         | $742052.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $910616.00         | $701097.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $1616893.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $4923589.00        | $2002985.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $61592.00          | $64449.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $521075.00         | $543056.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $126717.00         | $132652.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1660193.00        | $1732431.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.0000%  | 0.0000% | $1620607.00        | $1466503.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1932496.00        | $1636362.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1401937.00        | $1104647.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3413233.00        | $2553984.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2091184.00        | $736158.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $9904826.00        | $7654010.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $4316048.00        | $3672681.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1958510.00        | $1248862.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1605283.00        | $1732674.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1346268.00        | $1354456.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1243242.00        | $1204596.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 5.0000%  | 0.0000% | $362266.00         | $358065.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 4.5000%  | 0.0000% | $624921.00         | $594847.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $865274.00         | $768223.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $5480351.00        | $1769463.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1686082.00        | $1735810.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2513277.00        | $1798925.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $6284883.00        | $4769596.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1441999.00        | $1265996.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1743378.00        | $1760972.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $99922.00          | $103821.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $154647.00         | $161663.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2104827.00        | $1615642.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $210792.00         | $220582.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $1670478.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $313390.00         | $50127.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $1811991.00        | $1915424.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $5262359.00        | $5491820.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1547842.00        | $1591494.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $4169888.00        | $1585182.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $12845486.00       | $10550669.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $169886.00         | $54865.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $12064581.00       | $8685990.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $5538004.00        | $4309798.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2044911.00        | $1879132.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 4.0000%  | 0.0000% | $2500000.00        | $277498.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $14532.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $96800.00          | $53941.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 7.0000%  | 0.0000% | $812023.00         | $191843.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $25000.00          | $13365.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $1503495.00        | $925478.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $25000.00          | $10911.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $25000.00          | $14505.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $171650.00         | $114260.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $74155.00          | $48324.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $819337.00         | $497657.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $15040.00          | $10667.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $12562.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $15825.00          | $9367.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $163646.00         | $95224.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $75000.00          | $40353.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $25000.00          | $10711.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $28401.00          | $15268.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $8052820.00        | $5901215.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $25000.00          | $13816.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $11380.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $25000.00          | $14053.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $11514.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $17030.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $12386.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $10576.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $25000.00          | $13957.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $631442.00         | $381498.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $50000.00          | $23746.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $32428.00          | $19938.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $1262313.00        | $692517.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $12775.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $25000.00          | $8957.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $25000.00          | $10440.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25000.00          | $10919.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $14001.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $25000.00          | $9861.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $10392.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $6287.00           | $3913.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $1021691.00        | $755496.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $1000.00           | $520.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $25000.00          | $10318.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $25000.00          | $12553.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $25000.00          | $13426.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $25000.00          | $12990.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $40560680.00       | $84885.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $545157.00         | $3980.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.5000%  | 0.0000% | $225000.00         | $1293.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $510000.00         | $590.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $2496827.00        | $6305.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $13915000.00       | $7027.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.0000%  | 0.0000% | $2650000.00        | $3675.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $127531.00         | $81293.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $25000.00          | $14867.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.0000%  | 0.0000% | $25000.00          | $17039.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $1000.00           | $625.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $1476501.00        | $1296636.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $3115637.00        | $2658050.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $901010.00         | $709584.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $9918444.00        | $1485582.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.0000%  | 0.0000% | $6902659.00        | $3909081.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $8435485.00        | $5333220.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $817617.00         | $855640.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $1221674.00        | $1078524.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1696007.00        | $1693952.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1687934.00        | $1654649.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $3426703.00        | $3217661.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $258783.00         | $142047.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $257018.00         | $268348.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $4618134.00        | $3564905.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.0000%  | 0.0000% | $211835.00         | $74543.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $8092806.00        | $4393263.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.0000%  | 0.0000% | $669052.00         | $516131.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 7.0000%  | 0.0000% | $140019.00         | $146159.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2661189.00        | $1566225.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $14557171.00       | $10418289.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1633590.00        | $1340003.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-20      | 7.0000%  | 0.0000% | $687481.00         | $179041.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.5000%  | 0.0000% | $1378912.00        | $386239.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $3638242.00        | $2304491.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $2944188.00        | $1595682.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $3753845.00        | $1354746.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.5000%  | 0.0000% | $370022.00         | $382863.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $363486.00         | $379110.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $820077.00         | $641268.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $2579843.00        | $1170525.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $12450432.00       | $2842026.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1582488.00        | $1607343.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $2994021.00        | $2960933.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1479883.00        | $1551047.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $731242.00         | $764334.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $705554.00         | $738053.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $567131.00         | $593264.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $426303.00         | $445245.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $559582.00         | $583801.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $386981.00         | $403904.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2469003.00        | $2573539.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $9560315.00        | $9529453.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $12727626.00       | $13279380.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2509381.00        | $2668053.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1703563.00        | $1834488.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1693815.00        | $1685875.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $167035.00         | $171761.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1744001.00        | $1823994.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1696488.00        | $1778474.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1669316.00        | $1675062.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1573513.00        | $1572538.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1619618.00        | $1716184.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1585991.00        | $1703270.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1509809.00        | $1587205.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1589409.00        | $1707335.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $1446590.00        | $1554908.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1704041.00        | $1809847.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $4132839.00        | $4309729.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $25000000.00       | $25319105.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $13400000.00       | $13701213.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $423864.00         | $411492.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1481945.00        | $1557308.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1781736.00        | $1866116.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1745269.00        | $1797708.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1666652.00        | $1713785.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1852020.00        | $1924664.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $341648.00         | $344222.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $3270543.00        | $3358772.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1564646.00        | $557820.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2143029.00        | $2228337.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $34585316.00       | $29909107.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $741062.00         | $531688.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1322686.00        | $688288.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $333049.00         | $86252.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $3223573.00        | $2609442.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1948858.00        | $1656392.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $236752.00         | $246910.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $3752187.00        | $3849289.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $14453456.00       | $1756660.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $2822907.00        | $2926083.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $6541540.00        | $4583469.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3036741.00        | $2086145.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $927479.00         | $965259.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1112591.00        | $1164515.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3222326.00        | $2542237.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 3.5000%  | 0.0000% | $912988.00         | $810978.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1856373.00        | $967242.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $11562410.00       | $7657412.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $197694.00         | $206882.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $215508.00         | $224677.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $5936740.00        | $3552624.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1796782.00        | $1578121.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $276383.00         | $289232.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1492765.00        | $1560571.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1595458.00        | $1687499.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1723184.00        | $1594837.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1465355.00        | $1536611.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2312896.00        | $1426402.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $3973234.00        | $1710368.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $708266.00         | $507616.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $488535.00         | $501935.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $611970.00         | $634307.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2675192.00        | $2783344.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1212841.00        | $870780.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $17737537.00       | $12331157.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.0000%  | 0.0000% | $150684.00         | $148566.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $141786.00         | $147201.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2003982.00        | $1735140.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $5392410.00        | $5420357.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $44374163.00       | $45271571.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2806177.00        | $2881959.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.0000%  | 0.0000% | $53403356.00       | $52822386.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $1843338.00        | $1844499.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.0000%  | 0.0000% | $2600000.00        | $2399802.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $3562735.00        | $3105401.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $15546826.00       | $9851128.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1154567.00        | $1096968.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 6.5000%  | 0.0000% | $216137.00         | $225217.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $353508.00         | $357168.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.7500%  | 0.0000% | $940000.00         | $403477.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-15      | 5.8000%  | 0.0000% | $274400.00         | $118333.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-15      | 6.0000%  | 0.0000% | $652500.00         | $301354.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $15184175.00       | $58947.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.0000%  | 0.0000% | $40000.00          | $34.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.0000%  | 0.0000% | $425709.00         | $2800.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $32450649.00       | $40530.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 6.5000%  | 0.0000% | $40000.00          | $18.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.4500%  | 0.0000% | $2125000.00        | $67941.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1554884.00        | $1640952.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1682030.00        | $1674813.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1574599.00        | $1632816.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $1886805.00        | $1836414.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1816444.00        | $1819804.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $18286121.00       | $18811292.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1596849.00        | $1650028.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1761505.00        | $1824886.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 3.5000%  | 0.0000% | $1957908.00        | $907516.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 3.7500%  | 0.0000% | $1434220.00        | $489381.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1750313.00        | $1811671.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1740749.00        | $1835304.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1126015.00        | $1157777.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.5000%  | 0.0000% | $739738.00         | $774456.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $275226.00         | $289364.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1522606.00        | $1608762.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1494946.00        | $1566853.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1812673.00        | $1842014.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1730099.00        | $1722676.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1575277.00        | $1568518.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $577701.00         | $607378.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1817594.00        | $1813257.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $1134107.00        | $1164067.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.5000%  | 0.0000% | $224461.00         | $234996.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1573809.00        | $1647975.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $342384.00         | $352063.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $4794289.00        | $4928936.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $84661.00          | $87052.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1818170.00        | $1810369.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $9879666.00        | $10140133.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 4.3750%  | 0.0000% | $842100.00         | $320730.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-15      | 7.2500%  | 0.0000% | $255200.00         | $106283.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.7500%  | 0.0000% | $666800.00         | $279757.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 4.4500%  | 0.0000% | $1300000.00        | $498530.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 4.5000%  | 0.0000% | $40699.00          | $1356.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 5.2500%  | 0.0000% | $302400.00         | $121102.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 6.5000%  | 0.0000% | $5580304.00        | $23319.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 5.0000%  | 0.0000% | $900000.00         | $29030.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.0000%  | 0.0000% | $487596.00         | $5777.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $50000.00          | $2527.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $500000.00         | $2375.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $719000.00         | $12287.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $45000.00          | $550.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $20285.00          | $795.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $25000.00          | $563.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $781566.00         | $816899.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $8360929.00        | $8738647.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $1060852.00        | $1114537.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1868005.00        | $1855807.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $55349691.00       | $56679088.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1810469.00        | $1908896.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1774466.00        | $1872697.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $21969299.00       | $22582623.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $98152.00          | $102758.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $706665.00         | $739832.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $1598933.00        | $1554198.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1839954.00        | $1834387.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1555591.00        | $1547172.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1788176.00        | $1778618.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1587859.00        | $1611953.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1809595.00        | $1801831.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1375403.00        | $1414905.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1761716.00        | $1764974.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $1721498.00        | $1664087.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $218576.00         | $228834.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1722507.00        | $1715117.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1589968.00        | $1677979.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.0000%  | 0.0000% | $1065866.00        | $1053206.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1705364.00        | $1763130.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1595236.00        | $1584998.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1865173.00        | $1852036.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1929437.00        | $1919118.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1836232.00        | $1826219.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1759442.00        | $1760758.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1753203.00        | $1779793.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $5883454.00        | $6048281.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $12000000.00       | $12610087.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1609554.00        | $1658087.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1634175.00        | $1724635.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1698430.00        | $1792447.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1440762.00        | $1538237.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1832843.00        | $1872730.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1719865.00        | $1712486.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1749973.00        | $1738615.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $280298.00         | $288196.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1689721.00        | $1687916.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1780302.00        | $1772791.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1563948.00        | $1557726.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1690598.00        | $1688792.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1503836.00        | $1608858.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1884152.00        | $1885323.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1478992.00        | $1582284.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1700145.00        | $1818877.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1550106.00        | $1658360.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $5588176.00        | $5844807.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1103596.00        | $1158164.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $2071178.00        | $1944305.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $3087251.00        | $3239896.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3012154.00        | $3140644.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1794355.00        | $1872651.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1066280.00        | $1133095.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1785319.00        | $1860708.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1971552.00        | $2059409.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1850882.00        | $1931974.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $565310.00         | $593511.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $20360460.00       | $56984.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $3186950.00        | $4662.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $32180299.00       | $12441.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $6641000.00        | $17547.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $1414471.00        | $8220.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.5000%  | 0.0000% | $28742000.00       | $110224.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $87130000.00       | $93049.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $235000.00         | $642.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $410347.00         | $1781.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $40000.00          | $2334.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $783434.00         | $11613.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $118000.00         | $598.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1545000.00        | $9824.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $489000.00         | $3799.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $1129.00           | $19.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 5.0000%  | 0.0000% | $100000.00         | $464.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2000000.00        | $30056.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $60012.00          | $598.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.0000%  | 0.0000% | $3979389.00        | $19630.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $375000.00         | $6278.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $110000.00         | $3143.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $113000.00         | $2206.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.0000%  | 0.0000% | $100000.00         | $703.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.5000%  | 0.0000% | $20000.00          | $490.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.0000%  | 0.0000% | $22990.00          | $685.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $267964.00         | $2230.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $4050000.00        | $47436.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $386000.00         | $1882.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $16584000.00       | $28982.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $518.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.5000%  | 0.0000% | $125000.00         | $610.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $24687000.00       | $76939.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $22736000.00       | $58029.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 3.0000%  | 0.0000% | $12000000.00       | $13803.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $4836000.00        | $72935.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $150000.00         | $1218.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $117000.00         | $385.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.0000%  | 0.0000% | $598000.00         | $9079.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $5781672.00        | $7204.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $38933000.00       | $21820.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $4735000.00        | $1431.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 7.0000%  | 0.0000% | $2500045.00        | $10197.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $49930332.00       | $62726.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $39200000.00       | $54547.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1340000.00        | $3266.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.0000%  | 0.0000% | $488000.00         | $2891.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 5.5000%  | 0.0000% | $3000000.00        | $5931.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.8700%  | 0.0000% | $922900.00         | $352592.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $5032.00           | $140.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.6250%  | 0.0000% | $1190585.00        | $28384.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $7068869.00        | $161176.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.6250%  | 0.0000% | $382978.00         | $4378.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.5000%  | 0.0000% | $45000.00          | $7192.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 5.0000%  | 0.0000% | $9162243.00        | $74569.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.0000%  | 0.0000% | $1751256.00        | $32753.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 6.5000%  | 0.0000% | $46000.00          | $221.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $1433510.00        | $23513.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 5.0000%  | 0.0000% | $71000.00          | $6070.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $155260896.00      | $182499.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 6.0000%  | 0.0000% | $430391.00         | $174842.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-15      | 5.3900%  | 0.0000% | $967130.00         | $471196.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 6.0500%  | 0.0000% | $617659.00         | $128837.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-15      | 6.2500%  | 0.0000% | $1000000.00        | $15343.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $1250000.00        | $8183.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 6.0000%  | 0.0000% | $45000.00          | $3555.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $500000.00         | $11526.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $530841.00         | $5311.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $120000.00         | $8188.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.0000%  | 0.0000% | $1735107.00        | $25023.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 5.0000%  | 0.0000% | $75000.00          | $828.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $12560932.00       | $669895.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $27000.00          | $285.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $14739906.00       | $157264.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $252000.00         | $4475.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $25000.00          | $215.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $372376.00         | $389369.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1549227.00        | $1629656.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1766031.00        | $1853438.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1676818.00        | $1544372.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1482062.00        | $1593341.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1477044.00        | $1552838.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1565259.00        | $1643379.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1465463.00        | $1557637.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $12300000.00       | $12689023.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 8.0000%  | 0.0000% | $1602890.00        | $1669747.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1669925.00        | $1697003.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $5187972.00        | $5329932.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $320146.00         | $329067.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $700234.00         | $719747.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1674427.00        | $1671304.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1870619.00        | $1865115.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1651229.00        | $1723985.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $299115.00         | $307310.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1593679.00        | $1580405.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1147411.00        | $1177826.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1900000.00        | $1983705.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1431818.00        | $1548976.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1681215.00        | $1803665.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $708987.00         | $740863.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 5.0000%  | 0.0000% | $317022.00         | $312521.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1516107.00        | $1592347.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $3841486.00        | $4010666.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $178735.00         | $187713.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3700000.00        | $3881480.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $6700000.00        | $6810331.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $6000000.00        | $6262348.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $202639.00         | $211594.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $1592702.00        | $1635270.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $905018.00         | $929155.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1691679.00        | $1771595.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1503226.00        | $1572371.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3500000.00        | $3650814.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $667337.00         | $700331.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1717672.00        | $1762801.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1502178.00        | $1579476.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $414259.00         | $417045.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $1808331.00        | $1821488.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $290966.00         | $293084.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $4503852.00        | $4623762.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $309711.00         | $325025.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $203203.00         | $208945.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1549447.00        | $1541149.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1637957.00        | $1630929.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $204561.00         | $213925.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1634866.00        | $1769256.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 5.5000%  | 0.0000% | $822864.00         | $828674.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1695554.00        | $1803612.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1786084.00        | $1906349.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $1557929.00        | $1674663.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1514547.00        | $1594194.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $1832762.00        | $1772464.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1891572.00        | $1886116.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1511626.00        | $1580263.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.0000%  | 0.0000% | $175001.00         | $173746.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1478944.00        | $1553083.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1608467.00        | $1675744.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $5091490.00        | $5358057.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $2641393.00        | $2776433.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $2685659.00        | $2661923.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $163141.00         | $170335.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1616835.00        | $1702515.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1588184.00        | $1574913.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $191482.00         | $196728.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $816180.00         | $852433.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $142071.00         | $148423.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1174400.00        | $1228322.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-20      | 5.5000%  | 0.0000% | $226267.00         | $228002.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $1404353.00        | $1415957.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $585900.00         | $612914.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $286161.00         | $300568.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $1614709.00        | $1687421.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $2525740.00        | $2639121.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $4400608.00        | $4594122.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $1651441.00        | $1732803.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $1671071.00        | $1746817.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1807850.00        | $1744160.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1689707.00        | $1630559.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1748954.00        | $1689827.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1882398.00        | $1869770.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1696818.00        | $1812400.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10724028.00       | $11192209.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1186530.00        | $1238036.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2002785.00        | $2089732.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1354157.00        | $1414825.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $8366504.00        | $7853398.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1616617.00        | $1602589.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1802415.00        | $1792576.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1783799.00        | $1877137.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $894422.00         | $931681.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $472110.00         | $485000.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1855059.00        | $1907615.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1785436.00        | $1879387.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1312102.00        | $1373592.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $3224877.00        | $3112933.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1829073.00        | $1763857.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $972770.00         | $1011723.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $2238443.00        | $2301751.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $398545.00         | $409653.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $4294361.00        | $4415817.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $2469311.00        | $2581635.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 5.5000%  | 0.0000% | $2737183.00        | $2757389.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $726783.00         | $746304.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1576959.00        | $1633712.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1631250.00        | $1718253.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $114479.00         | $120187.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $11666457.00       | $12054427.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1790651.00        | $1884677.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1785841.00        | $1771587.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1843128.00        | $1840562.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1807562.00        | $1902559.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1906635.00        | $1894417.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1750287.00        | $1749583.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1725524.00        | $1812617.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1921764.00        | $1908849.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $3506634.00        | $3603943.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $272151.00         | $285926.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $115989.00         | $121794.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $391835.00         | $410610.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 7.0000%  | 0.0000% | $1275913.00        | $1340244.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1596137.00        | $1585713.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $1246611.00        | $1302523.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $409158.00         | $429821.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $2002013.00        | $2092284.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $5161100.00        | $5263957.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $1961402.00        | $2050753.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.5000%  | 0.0000% | $131978.00         | $126189.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1558637.00        | $1547992.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1541823.00        | $1610863.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1873589.00        | $1867949.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1699611.00        | $1689109.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1687419.00        | $1677742.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1637103.00        | $1683399.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $556873.00         | $572342.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-11-20      | 7.0000%  | 0.0000% | $33988.00          | $35321.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1717508.00        | $1741443.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1718421.00        | $1715871.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $542029.00         | $556501.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $625578.00         | $654162.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 7.5000%  | 0.0000% | $1506423.00        | $1634998.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1808136.00        | $1911499.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $1732190.00        | $1779687.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $5452242.00        | $5693761.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1011940.00        | $1059625.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $1106557.00        | $1122570.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $575136.00         | $591151.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $1418173.00        | $1458263.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1700393.00        | $1685941.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1547463.00        | $1570829.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 4.0000%  | 0.0000% | $1000000.00        | $100724.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 4.2500%  | 0.0000% | $293277.00         | $54784.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 3.5000%  | 0.0000% | $870844.00         | $154985.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $325000.00         | $19451.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 3.5000%  | 0.0000% | $2217692.00        | $7666.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 2.5000%  | 0.0000% | $595410.00         | $21142.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 2.5000%  | 0.0000% | $2137.00           | $99.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $25730.00          | $1308.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 3.0000%  | 0.0000% | $681000.00         | $13088.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 5.0000%  | 0.0000% | $25000.00          | $2004.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 3.5000%  | 0.0000% | $742500.00         | $13594.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $429084.00         | $16908.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $124864.00         | $28072.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $552800.00         | $11513.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1110155.00        | $15954.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $607862.00         | $44584.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $25000.00          | $14977.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $2050771.00        | $559997.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2143687.00        | $1921155.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $25000.00          | $12340.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $11532.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $50000.00          | $25467.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $2666941.00        | $1321763.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $2733746.00        | $939223.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $34132.00          | $14091.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $1230158.00        | $528297.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1275505.00        | $269128.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $235604.00         | $245719.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $45072.00          | $31240.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1009485.00        | $348814.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.0000%  | 0.0000% | $1150298.00        | $572980.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 4.0000%  | 0.0000% | $1702278.00        | $802994.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $2883494.00        | $979958.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $1920451.00        | $621351.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $1029340.00        | $388991.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $2028437.00        | $1044205.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1386283.00        | $486072.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $11504634.00       | $1847577.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $13000000.00       | $1573057.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1100000.00        | $674712.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $148766.00         | $83363.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $40957.00          | $22086.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.0000%  | 0.0000% | $6470210.00        | $4226013.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $2899601.00        | $1722768.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 3.5000%  | 0.0000% | $1815060.00        | $1157126.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $2489095.00        | $1655100.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $166454.00         | $87933.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $18276.00          | $8285.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3010.00           | $596.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $2444129.00        | $1214440.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $4438000.00        | $624324.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $909040.00         | $73390.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $823782.00         | $742723.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $2260.00           | $396.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $132105.00         | $54814.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $139936.00         | $85281.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $5895.00           | $1474.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $545244.00         | $45563.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $3890.00           | $470.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $99081087.00       | $51969201.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1000.00           | $535.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $40000.00          | $20000.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $2106670.00        | $1184422.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $715.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $711.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $2012.00           | $1119.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 3.5000%  | 0.0000% | $24591.00          | $14955.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1098392.00        | $27169.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $650000.00         | $28181.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $6560.00           | $435.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $500000.00         | $4775.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $250000.00         | $18174.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $705000.00         | $21947.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $15000.00          | $5829.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $500000.00         | $25505.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $24475.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $450000.00         | $56397.80          | Agency Mortgage-Backed Securities |

### Security 210: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.610000%
- **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: ARP1EJJ96, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EJJ96_3.61_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $28708.00          | $22947.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $875022.00         | $787487.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $28106259.00       | $27049205.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $190200106.00      | $178139318.37      | Agency Mortgage-Backed Securities |

### Security 211: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.530000%
- **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: ARP1EJQ15, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EJQ15_3.53_0605
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 6.1300%  | 0.0000% | $345424.00         | $95026.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 6.2570%  | 0.0000% | $10923558.00       | $10888425.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $141.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.5000%  | 0.0000% | $1002.00           | $315.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $2285.00           | $507.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.0000%  | 0.0000% | $524006.00         | $32684.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $9918630.00        | $709228.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.0000%  | 0.0000% | $768006.00         | $57166.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $273.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $1003.00           | $136.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $24000.00          | $16225.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1001.00           | $644.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.5000%  | 0.0000% | $122799.00         | $82618.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $415555.00         | $301422.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $688.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2776.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $327101.00         | $317256.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $960.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2195039.00        | $2132807.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $100000.00         | $98177.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $32689269.00       | $31972731.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $10275040.00       | $10104435.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1000.00           | $17.92             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1388652.00        | $805829.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $860.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1055298.00        | $1059701.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2026232.00        | $2015916.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $778.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2315292.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3271664.00        | $2331463.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $170203.00         | $146712.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1420504.00        | $1245505.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $10093243.00       | $8597087.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1973.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1101420.00        | $1088088.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1936.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $2043.00           | $2069.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $24922.00          | $23442.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $4799000.00        | $4217021.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $27568.00          | $24840.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $36997000.00       | $31568421.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $30000.00          | $26710.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $7543790.00        | $7614981.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $2273080.00        | $2383608.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.7050%  | 0.0000% | $4998811.00        | $4974499.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $12169728.00       | $10228343.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $825.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $6036208.00        | $5270260.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $26642432.00       | $26413172.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2092.00           | $2080.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $27388034.00       | $26166479.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $16433718.00       | $16628356.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $12501956.00       | $11894264.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2591840.00        | $2592175.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $10751609.00       | $9537497.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $2018.00           | $457.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1004.00           | $151.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $44000.00          | $12628.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $3002.00           | $832.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $545.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $6000.00           | $1848.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $10257.00          | $3490.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3062.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2164000.00        | $1262261.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $153840298.00      | $93880947.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1984148.00        | $985652.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $6696608.00        | $5941865.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $945.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $11733344.00       | $9251284.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $728685.00         | $714123.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $19595334.00       | $18543637.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $6178.00           | $6420.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $6000.00           | $5734.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $4171181.00        | $3355050.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $1003.00           | $996.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $4049.00           | $4006.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $6223681.00        | $6192625.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $4517.00           | $4489.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.3240%  | 0.0000% | $1808620.00        | $1774383.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.1470%  | 0.0000% | $273394.00         | $269540.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.4560%  | 0.0000% | $1238966.00        | $1250608.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $564637.00         | $503490.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $358500.00         | $313164.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $2048.00           | $2065.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $12992.00          | $12966.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $3234868.00        | $3178284.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $318313.00         | $336752.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $960.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $213148.00         | $200120.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $46818070.00       | $46206995.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $7156538.00        | $7000651.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $2460915.00        | $2302816.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $458848.00         | $469615.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $54986.00          | $54701.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 6.0000%  | 0.0000% | $4753080.00        | $4929122.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $4300950.00        | $261839.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $2670300.00        | $255620.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $10706001.00       | $1049893.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $5304527.00        | $581824.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $4838661.00        | $511766.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $4999600.00        | $524146.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $8478857.00        | $973359.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $7700000.00        | $691803.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $3001506.00        | $427625.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $3594000.00        | $327271.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $2981262.00        | $440709.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $111695114.00      | $12404951.64       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $3179000.00        | $270683.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $16887442.00       | $935633.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $9550000.00        | $710483.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $10004722.00       | $828286.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $3233000.00        | $271745.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1183697.00        | $279601.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1021000.00        | $609546.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $304997.00         | $198779.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $652.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5001.00           | $3379.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1668905.00        | $827178.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $571824.00         | $293749.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1862750.00        | $995476.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $956925.00         | $524445.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $690000.00         | $381367.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $4377739.00        | $2518097.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $2016797.00        | $1194343.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $45320640.00       | $30689404.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $4096.00           | $2889.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $17910192.00       | $11420750.83       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2046364.00        | $938714.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $12619712.00       | $7650126.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1792.00           | $1109.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $5977980.00        | $3280055.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1904366.00        | $1422361.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1863420.00        | $1967442.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $6926.00           | $7296.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $24125057.00       | $17600278.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1280.00           | $1127.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $754.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $5147.00           | $4282.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1201364.00        | $1130848.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $18816.00          | $18327.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1536.00           | $1513.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4301007.00        | $4237254.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2080.00           | $2027.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $549885.00         | $536097.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1408.00           | $1394.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $3097.00           | $3023.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $47634728.00       | $47395601.67       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-12-31      | 4.2500%  | 0.0000% | $48840000.00       | $49815974.31       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $12124000.00       | $8973221.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $637.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $2498000.00        | $1779943.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1295451.00        | $864315.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5465.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $65000.00          | $43899.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $29710.00          | $24133.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3298880.00        | $2633356.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1425.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $5320006.00        | $4550709.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $35000.00          | $24017.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $14098688.00       | $11052883.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $29788384.00       | $29495165.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $29692251.00       | $29396673.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $13635.00          | $13637.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $188547.00         | $187287.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1080.00           | $1075.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $11776.00          | $67.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 4.5000%  | 0.0000% | $27183.00          | $1186.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1009.00           | $22.02             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $85000.00          | $1825.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $3000.00           | $122.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 4.5000%  | 0.0000% | $3001.00           | $46.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1602.00           | $95.70             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-02-01      | 4.0000%  | 0.0000% | $1000.00           | $14.75             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $39000.00          | $3386.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $28000.00          | $4336.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $7514632.00        | $679654.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $63000.00          | $36788.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $24000.00          | $14092.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $47000.00          | $26484.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $15000.00          | $8767.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2458006.00        | $1468942.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1472005.00        | $604082.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $141498743.00      | $45344735.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1027.00           | $365.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1156.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $6974321.00        | $2973827.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $529.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1055624.00        | $471446.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $24000.00          | $13898.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1675.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $500000.00         | $292177.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $6587000.00        | $4059358.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1004.00           | $634.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1404.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $35000.00          | $23619.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2132.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $714.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3641.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $724.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $4000.00           | $2950.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1227.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $7001000.00        | $5233832.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $975421.00         | $724689.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $703.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1554.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1073.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $12810000.00       | $9480704.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $9605521.00        | $6502804.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $41000.00          | $31270.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $5000.00           | $3721.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2072.00           | $1410.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4846.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $24000.00          | $18778.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $7499000.00        | $4572264.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3929.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2355.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4387.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $22000.00          | $19239.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $27000.00          | $23253.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2651.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $37915.00          | $34048.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $33000.00          | $27674.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 3.0000%  | 0.0000% | $94134.00          | $84808.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $12000.00          | $10446.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1708.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $774.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1755.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1315000.00        | $853006.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $833.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $7015.00           | $4907.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.1890%  | 0.0000% | $11855032.00       | $11774110.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.3500%  | 0.0000% | $1999.00           | $1950.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 4.3000%  | 0.0000% | $7955121.00        | $7705604.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 4.0000%  | 0.0000% | $26000.00          | $17439.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $23832668.00       | $14819264.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1231.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $23324032.00       | $15482845.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $627.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $77201812.00       | $59157383.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $683.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $212421.00         | $203450.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $818.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1001.00           | $802.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $114859.00         | $113033.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 3.0000%  | 0.0000% | $290971.00         | $72345.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1105640.00        | $295125.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $69552465.00       | $21127856.06       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $70517571.00       | $31729301.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $3962776.00        | $2519738.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2027.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $9994155.00        | $6177370.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1837.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1356.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $636.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1899000.00        | $1361289.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $16673408.00       | $13027416.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $658.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 6.0430%  | 0.0000% | $8566868.00        | $319249.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 5.9560%  | 0.0000% | $14040099.00       | $422732.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $39063.00          | $711.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $89478430.00       | $642910.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $1261204.00        | $19670.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $3411800.00        | $104242.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $408305.00         | $69690.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 4.0000%  | 0.0000% | $237437.00         | $20709.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $673685.00         | $21118.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $33500.00          | $1197.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $19000.00          | $2994.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $6481000.00        | $1522127.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $775730.00         | $49096.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.5000%  | 0.0000% | $171821.00         | $3981.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 6.0000%  | 0.0000% | $10927548.00       | $57393.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 4.5000%  | 0.0000% | $24506580.00       | $236645.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.5000%  | 0.0000% | $241672.00         | $1401.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $15619877.00       | $12527566.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $35936.00          | $27419.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $895.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1541580.00        | $1247394.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6489025.00        | $4938835.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3026943.00        | $2968255.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2241884.00        | $2100318.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6656.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1568451.00        | $1372680.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1066.00           | $871.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1970708.00        | $1653305.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $6002955.00        | $5563271.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2919070.00        | $2523590.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1019383.00        | $970923.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2002177.00        | $2083966.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1117000.00        | $1167654.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $5353878.00        | $5326598.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $5663344.00        | $4912164.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2548754.00        | $2278462.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $189405.00         | $162919.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $315000.00         | $282430.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1650945.00        | $1748187.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $41725858.00       | $39622878.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $4995799.00        | $4408838.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1122125.00        | $1181312.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1075020.00        | $911377.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $4045563.00        | $4090543.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $6562407.00        | $6506535.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $5794890.00        | $5833727.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $2613447.00        | $2577676.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $887225.00         | $919268.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $3076772.00        | $3124119.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $6000.00           | $6103.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1468.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $22000.00          | $3143.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $100000.00         | $23736.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $86029.00          | $84526.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1061.00           | $251.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1579263.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $898000.00         | $138166.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.7650%  | 0.0000% | $1765130.00        | $1743438.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 4.6810%  | 0.0000% | $262321.00         | $259906.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 6.0680%  | 0.0000% | $1051.00           | $1083.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $777000.00         | $318727.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 1.8000%  | 0.0000% | $119200.00         | $103601.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $8000.00           | $7572.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $3302032.00        | $1873044.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1481.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $4972872.00        | $4315016.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $8423700.00        | $5091170.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $242992.00         | $175662.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $784624.00         | $715112.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $9952140.00        | $6601942.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $42578.00          | $25754.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2895510.00        | $1598757.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $21000.00          | $15697.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $689713.00         | $712010.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3653585.00        | $2532644.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $761.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1477602.00        | $1104556.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.9800%  | 0.0000% | $4181.00           | $4232.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 4.8000%  | 0.0000% | $1755.00           | $1776.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 4.8900%  | 0.0000% | $6304171.00        | $6409805.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 4.7400%  | 0.0000% | $7996882.00        | $8039901.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.8600%  | 0.0000% | $6720000.00        | $6841954.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $1000.00           | $985.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-01-01      | 4.3750%  | 0.0000% | $2998000.00        | $3013801.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $7001.00           | $5029.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $2003.00           | $1499.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $3921990.00        | $2889865.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $649516.00         | $491540.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2274.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $7191312.00        | $6250778.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2545.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $2388327.00        | $1977594.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $5159028.00        | $3810273.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $4371472.00        | $3788192.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $806.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2425.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 4.0000%  | 0.0000% | $4000.00           | $593.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $112989.00         | $23799.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1445676.00        | $488978.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1003.00           | $425.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $37770.00          | $19463.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $9353390.00        | $4103836.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $87161.00          | $51100.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $17000.00          | $10314.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $200982.00         | $120774.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $73000.00          | $45055.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $9000.00           | $7108.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $712.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $25000.00          | $17800.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.0000%  | 0.0000% | $1000.00           | $827.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $25000.00          | $21547.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $874.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $879.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2796.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2552.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.0000%  | 0.0000% | $53000.00          | $33909.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $31000.00          | $23001.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $28849407.00       | $21215027.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $87055.00          | $60592.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $13000.00          | $9618.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $3771.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $143105.00         | $107849.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $30000.00          | $22411.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $89756.00          | $68986.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $18000.00          | $13394.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2203.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $594.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2015.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $45749024.00       | $29282547.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $611.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1150000.00        | $746214.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1412.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1000.00           | $639.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2057.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2833.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $700.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1392.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $11492000.00       | $8068193.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1626060.00        | $1233752.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $742.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $10000.00          | $8053.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $35000.00          | $27766.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4476.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $13277624.00       | $11418214.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $13170529.00       | $10215761.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1180320.00        | $856570.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1800000.00        | $1263696.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2457.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $16890000.00       | $10760267.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $49193037.00       | $39681096.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $3241844.00        | $2508215.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $16697254.00       | $15850195.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $5725479.00        | $5576453.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2908120.00        | $2940798.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $8096.00           | $8226.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $7714124.00        | $7638568.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4657.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $2419180.00        | $2554227.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1966.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1966.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2001.00           | $1971.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $983.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4710409.00        | $4790997.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $9177837.00        | $9064020.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1975.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1329181.00        | $1312795.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $2798101.00        | $2726614.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.3000%  | 0.0000% | $18411851.00       | $18153596.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 4.8750%  | 0.0000% | $11040000.00       | $10913345.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.1400%  | 0.0000% | $291421.00         | $284602.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $61071744.00       | $15791386.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1418482.00        | $136738.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1527863.00        | $156556.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $48000.00          | $4440.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $713.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2117.00           | $1017.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $87990659.00       | $44544601.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $79921472.00       | $49621399.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1300.00           | $772.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $3041.00           | $1954.17           | Agency Mortgage-Backed Securities  |

### Security 212: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ELAO7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ELAO7_3.67_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $34452700.00       | $34834355.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $116708400.00      | $117156055.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $105774400.00      | $103009686.00      | U.S. Treasuries (including strips) |

### Security 213: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **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: ARP1ENW19, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1ENW19_3.69_0727
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $818.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13166632.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 3.5100%  | 0.0000% | $11981269.00       | $11317207.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9027641.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1018.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.2700%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $873.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $8424797.00        | $6645067.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $1035.00           | $1016.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2163072.00        | $2135281.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1100.00           | $1091.23           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-10-15      | N/A      | 0.0000% | $1000.00           | $985.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-11-19      | N/A      | 0.0000% | $800.00            | $785.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2038-02-15      | 4.3750%  | 0.0000% | $215600.00         | $215790.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $900.00            | $805.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $83.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $179.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 2.1250%  | 0.0000% | $900.00            | $858.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $910.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $6999300.00        | $7034724.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-15      | 0.1250%  | 0.0000% | $900.00            | $1099.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1017.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-09-30      | 3.6250%  | 0.0000% | $131980000.00      | $129208892.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $2985500.00        | $2999567.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-12-31      | 4.5000%  | 0.0000% | $4737200.00        | $4892637.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $1000.00           | $996.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 3.8750%  | 0.0000% | $5678600.00        | $5643606.11        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 2.9200%  | 0.0000% | $14911013.00       | $12227628.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1437.00           | $973.06            | Agency Mortgage-Backed Securities  |

### Security 214: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.600000%
- **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: ARP1ERDT0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1ERDT0_3.60_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $46546734.00       | $8432928.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $58259587.00       | $35192355.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $20438957.00       | $15119143.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $8092220.00        | $6660283.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $2249829.00        | $2021519.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $700000.00         | $662848.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1694417.00        | $1344054.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3983338.00        | $2693446.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 4.5000%  | 0.0000% | $9426702.00        | $7068342.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $10940044.00       | $9140577.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7961621.00        | $7266658.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $8918756.00        | $5674044.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $18897371.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $56411398.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $79481694.00       | $9168887.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $26701636.00       | $2265616.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $421135.00         | $409858.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1225327.00        | $1160743.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1120300.00        | $1131376.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $500485159.00      | $72074521.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $35557722.00       | $6311788.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $7525766.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $9766798.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $32795619.00       | $8389777.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100557111.00      | $56912988.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $8517103.00        | $6028237.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $24201253.00       | $18132602.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $57346000.00       | $25212066.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $232041.00         | $169098.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $50868288.00       | $40222902.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1045250.00        | $1056467.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1011070.00        | $1027260.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $800830.00         | $727613.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4366813.00        | $4064046.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $15651721.00       | $15642776.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $3301606.00        | $2964191.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $6951846.00        | $6660842.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.0000%  | 0.0000% | $45408015.00       | $40741799.41       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $788100.00         | $640738.67         | U.S. Treasuries (including strips) |

### Security 215: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **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: ARP1EUKV0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EUKV0_3.69_0804
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $964911.00         | $899290.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $3123368.00        | $2994948.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $3617794.00        | $3373521.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 3.0000%  | 0.0000% | $17356258.00       | $14972963.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $5073800.00        | $4984749.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $4691460.00        | $4711333.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $2509912.00        | $2060235.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $3613276.00        | $3678986.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $27174.00          | $26193.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $22032579.00       | $20700601.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $36740701.00       | $30875668.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $13367361.00       | $13720499.46       | Agency Mortgage-Backed Securities |

### Security 216: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EWNM3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EWNM3_3.67_0605
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $141000.00         | $150543.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $253476700.00      | $351553239.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $265376000.00      | $252089168.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 3.5000%  | 0.0000% | $3683500.00        | $3666366.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $6208075.46        | $4539562.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $60.63             | $39.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1099.70           | $1080.84           | U.S. Treasuries (including strips) |

### Security 217: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.510000%
- **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: ARP1EZN61, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EZN61_3.51_0209
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-02-09
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $51565162.00       | $40456987.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $34053329.00       | $31312587.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $13389648.00       | $12198965.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $14774537.00       | $13463140.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $16865500.00       | $15698292.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $16622447.00       | $13286941.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1523703.00        | $1371276.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 4.0000%  | 0.0000% | $10475940.00       | $9387878.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 4.0000%  | 0.0000% | $5157955.00        | $4693949.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.0000%  | 0.0000% | $6008804.00        | $5532141.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $295668.00         | $251048.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 4.5000%  | 0.0000% | $187000.00         | $168558.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $8253938.00        | $5396887.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $665000.00         | $576617.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $2305946.00        | $1582774.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1742084.00        | $1814510.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1928500.00        | $2003475.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $842.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $30340308.00       | $31255331.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 6.5000%  | 0.0000% | $6165036.00        | $4297507.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $142205.00         | $125169.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $421000.00         | $373554.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $3569997.00        | $3286797.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $4959987.00        | $3990080.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $3371180.00        | $3471038.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $3812.00           | $3646.04           | Agency Mortgage-Backed Securities |

### Security 218: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F0YO6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F0YO6_3.64_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1675400.00        | $1098274.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $47.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $200.00            | $79.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1237500.00        | $478354.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $40043300.00       | $15283806.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $15923400.00       | $5907708.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $100.00            | $36.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $200.00            | $70.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $68.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $100.00            | $32.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $500.00            | $158.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $400.00            | $117.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $100.00            | $27.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $200.00            | $47.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $198.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $177206300.00      | $171433581.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $181.52            | $132.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $80942.10          | $56319.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $1.24              | $0.84              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $88.34             | $56.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $10.10             | $8.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $52492984.77       | $37919304.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $2848.22           | $2799.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $92.78             | $62.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $34968634.33       | $22818013.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $25.03             | $21.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $21.78             | $17.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $4.62              | $1.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $454.56            | $239.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $0.53              | $0.27              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $2.56              | $1.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $38.50             | $14.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $320.51            | $111.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $315.33            | $105.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $67.01             | $21.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $52.17             | $16.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $57.89             | $17.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $23.42             | $6.83              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $44.09             | $12.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $67.50             | $18.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $131.08            | $35.51             | U.S. Treasuries (including strips) |

### Security 219: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.540000%
- **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: ARP1F2OW5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F2OW5_3.54_0212
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $4600715.00        | $4771142.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $2788821.00        | $2866865.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $2402550.00        | $2055791.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1599250.00        | $1155878.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5077728.00        | $3692431.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $3954306.00        | $3874154.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $4866334.00        | $4690609.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1697801.00        | $1725341.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $6016562.00        | $4893752.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5126113.00        | $4346718.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $59800064.00       | $56008079.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1731.00           | $1383.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $52796.00          | $47514.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.0000%  | 0.0000% | $11444125.00       | $10326662.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $400000.00         | $302341.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.0000%  | 0.0000% | $12557696.00       | $11267242.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.5000%  | 0.0000% | $738227.00         | $674421.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $2316487.00        | $2128805.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1914508.00        | $1219759.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 3.5000%  | 0.0000% | $31916042.00       | $28243171.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 3.5000%  | 0.0000% | $63580.00          | $54247.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1358166.00        | $1411861.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1082800.00        | $1122607.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1650406.00        | $1706234.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $5282001.00        | $5546006.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1232278.00        | $1281583.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1214653.00        | $1254790.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2614046.00        | $2407723.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1129500.00        | $1177034.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1460300.00        | $1499598.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $21486064.00       | $17748281.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1059200.00        | $1102938.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1585295.00        | $1659962.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1575000.00        | $1634676.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1468885.00        | $1531019.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1021150.00        | $1063963.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1759468.00        | $1828193.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1485463.00        | $1231690.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1131750.00        | $1155612.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1034292.00        | $1050925.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1007016.00        | $1027694.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1043038.00        | $1060679.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $772756.00         | $521176.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $6050573.00        | $5873833.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1695053.00        | $1631303.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1034060.00        | $1073055.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1435970.00        | $1254496.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1739000.00        | $1795701.36        | Agency Mortgage-Backed Securities |

### Security 220: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F41E6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F41E6_3.60_0605
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-10-01      | N/A      | 0.0000% | $700.00            | $691.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-10-29      | N/A      | 0.0000% | $9641400.00        | $9492247.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-07-02      | N/A      | 0.0000% | $11472900.00       | $11433765.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2027-02-18      | N/A      | 0.0000% | $100.00            | $97.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $181.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $8982800.00        | $5888494.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903100.00       | $15248928.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10892675.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $11902196.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $43.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1703800.00        | $658602.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $75954.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $82000.00          | $30842.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20487900.00       | $7030689.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $33.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $211400.00         | $52651.50          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 3.7500%  | 0.0000% | $2129600.00        | $1833821.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $6700.00           | $7894.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $600.00            | $585.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $2999900.00        | $2332635.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 1.0000%  | 0.0000% | $16628300.00       | $15539694.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $30405000.00       | $15731462.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $127797500.00      | $93478068.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $1448200.00        | $1913828.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $2200.00           | $2113.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $634100.00         | $602953.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $1559200.00        | $1542999.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $515700.00         | $515822.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $5020700.00        | $5064086.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.6250%  | 0.0000% | $989400.00         | $988147.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 4.6250%  | 0.0000% | $1500.00           | $1530.15           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-30      | 4.3750%  | 0.0000% | $42145000.00       | $43440436.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 4.0000%  | 0.0000% | $2015700.00        | $2048085.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $6107700.00        | $6191441.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 4.6250%  | 0.0000% | $1070700.00        | $1091896.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $46671700.00       | $47443619.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $17682200.00       | $18051958.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $206400.00         | $211922.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-29      | 4.1250%  | 0.0000% | $28598900.00       | $28746765.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $10920000.00       | $10987360.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $211700.00         | $211565.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-31      | 3.8750%  | 0.0000% | $282800.00         | $279550.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8180%  | 0.0000% | $981900.00         | $986319.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-15      | 3.5000%  | 0.0000% | $67000.00          | $66472.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-30      | 3.8750%  | 0.0000% | $58400.00          | $57843.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $135936.00         | $106680.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32827699.75       | $24004763.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304444.46        | $907627.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $160936.28         | $100799.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-11-15      | N/A      | 0.0000% | $0.32              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $707635.50         | $498737.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $331.89            | $316.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $49.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $2481952.72        | $1619543.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $0.08              | $0.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $845637.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $848125.00         | $494745.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $2801786.77        | $1520568.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $11435267.89       | $5575367.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.73        | $2616427.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $2.54              | $1.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.10            | $123.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $10302017.93       | $3952101.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $50000983.04       | $18892121.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1001804.50        | $284842.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $32.79             | $8.88              | U.S. Treasuries (including strips) |

### Security 221: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.600000%
- **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: ARP1F5HC0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F5HC0_3.60_1016
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1675.00           | $1710.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $57485.00          | $58766.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $3829950.00        | $3528380.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1256474.00        | $1281544.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $7105130.00        | $6653312.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1831683.00        | $778852.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1372000.00        | $1432675.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $7381920.00        | $6913600.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $6067246.00        | $6177186.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.9860%  | 0.0000% | $1612901.00        | $1603401.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5990%  | 0.0000% | $1544726.00        | $1557183.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1005750.00        | $1035026.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $800000.00         | $688084.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $12421556.00       | $11291814.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1991670.00        | $2017635.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $4998179.00        | $5142630.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1922977.00        | $1357929.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $2691000.00        | $2740642.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1213809.00        | $1270437.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $2434004.00        | $2414483.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1783500.00        | $1303080.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $185066106.00      | $150785045.96      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $77856606.00       | $69272137.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $19328136.00       | $18289298.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1113000.00        | $1078422.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 4.0000%  | 0.0000% | $11408577.00       | $10325691.92       | Agency Mortgage-Backed Securities |

### Security 222: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6C25, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1F6C25_3.64_0605
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-07-15      | 0.3750%  | 0.0000% | $67593700.00       | $90767424.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $8034100.00        | $7843249.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 0.5000%  | 0.0000% | $50000.00          | $47965.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 0.7500%  | 0.0000% | $167966900.00      | $159562634.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $53202800.00       | $50710037.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $222538000.00      | $211395979.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 2.7500%  | 0.0000% | $7232200.00        | $7197536.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.1250%  | 0.0000% | $205000.00         | $204498.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $3949400.00        | $4443151.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.6250%  | 0.0000% | $1187600.00        | $1186095.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $160000000.00      | $175721759.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-15      | 4.3750%  | 0.0000% | $4818000.00        | $4918940.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $837.42            | $725.76            | U.S. Treasuries (including strips) |

### Security 223: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.580000%
- **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: ARP1F92L8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1F92L8_3.58_1119
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9025721.00        | $9218399.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $8334208.00        | $7774127.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $4367976.00        | $4505248.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $3978234.00        | $3840249.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1179859.00        | $990494.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1016352.00        | $1063697.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2749188.00        | $2567028.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $9505343.00        | $9907108.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $5444.00           | $5542.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1173975.00        | $874578.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1313996.00        | $1228199.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $44621961.00       | $45829996.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $59868378.00       | $54862188.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 4.5000%  | 0.0000% | $893223.00         | $852659.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $314397.00         | $291069.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $3476033.00        | $3590647.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $2604735.00        | $1994790.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $14952999.00       | $15079104.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $269523.00         | $190326.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $730.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $8200000.00        | $7814387.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $5100000.00        | $4908311.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $15969546.00       | $14844431.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $6905675.00        | $6534512.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $7423613.00        | $7232168.37        | Agency Mortgage-Backed Securities |

### Security 224: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FAR38, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FAR38_3.60_0605
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $109743700.00      | $103211060.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $20823500.00       | $19578866.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $5530100.00        | $5197027.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $126652000.00      | $122771841.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $114385000.00      | $116937582.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $117141200.00      | $120531572.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-15      | 3.5000%  | 0.0000% | $140700300.00      | $141030859.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $11.45             | $11.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $75.76             | $62.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $13065700.00       | $5050533.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $557800.00         | $181404.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-01-15      | 2.5000%  | 0.0000% | $56615200.00       | $90227819.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $100011600.00      | $129284250.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $2776800.00        | $2694684.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $11611600.00       | $10302324.83       | U.S. Treasuries (including strips) |

### Security 225: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FC6P8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FC6P8_3.64_0605
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $68662600.00       | $69055117.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $402251000.00      | $418763751.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $8484500.00        | $8389554.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $425719400.00      | $421791581.78      | U.S. Treasuries (including strips) |

### Security 226: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FIZH1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FIZH1_3.66_0605
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $247525000.00      | $63517885.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $14995300.00       | $14013601.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $87398500.00       | $70179966.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 0.5000%  | 0.0000% | $150726000.00      | $199187715.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 4.1250%  | 0.0000% | $7823200.00        | $7857392.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-15      | 3.8750%  | 0.0000% | $717100.00         | $720941.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $77184000.00       | $78022521.01       | U.S. Treasuries (including strips) |

### Security 227: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FJG56, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1FJG56_3.64_0605
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $666200.00         | $351479.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $39812100.00       | $20695922.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $200.00            | $77.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $130466000.00      | $49796523.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $99300.00          | $32293.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $59076300.00       | $18951027.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $58.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10695853.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $33357900.00       | $55564483.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $200000.00         | $150051.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $232867900.00      | $234199114.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $31233600.00       | $30667605.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1295519.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $12609424.70       | $10577869.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341473.81        | $522121.73         | U.S. Treasuries (including strips) |

### Security 228: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.640000%
- **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: ARP1FKM23, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FKM23_3.64_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $4030587.00        | $3735177.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $6797446.00        | $6321630.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 3.0000%  | 0.0000% | $2742.00           | $2365.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $24125665.00       | $25332371.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $982.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $3000000.00        | $3015257.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $98929.00          | $81204.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.0000%  | 0.0000% | $5111860.00        | $4693029.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2967421.00        | $2788025.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $85223687.00       | $82078663.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $37056144.00       | $38549234.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $3044540.00        | $3090030.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $41497355.00       | $36312025.57       | Agency Mortgage-Backed Securities |

### Security 229: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1FKMO5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FKMO5_3.62_1203
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-03
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $21561.00          | $19980.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1675402.00        | $1720482.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2366686.00        | $2436798.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2834305.00        | $2863598.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $10268330.00       | $10477947.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $6270195.00        | $5226807.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $3431265.00        | $2960879.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $6001472.00        | $6135312.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $9215556.00        | $7789281.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1036746.00        | $1068323.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1815468.00        | $1858659.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $6290339.00        | $6495423.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $22431584.00       | $23553557.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $498907.00         | $467561.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $672000.00         | $630790.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1579789.00        | $1630160.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4223750.00        | $4300841.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $918.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $7626969.00        | $7077837.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $7794305.00        | $7812917.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $37264169.00       | $36129723.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $8557970.00        | $8738982.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $659455.00         | $686026.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.0000%  | 0.0000% | $71392504.00       | $65917187.16       | Agency Mortgage-Backed Securities |

### Security 230: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1FLSE9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FLSE9_3.62_0304
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-03-04
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $168977.00         | $161276.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $3120175.00        | $3214663.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 7.0000%  | 0.0000% | $1643017.00        | $1508986.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $3450546.00        | $3359199.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1830038.00        | $1921360.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $126570.00         | $120464.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.3660%  | 0.0000% | $8448320.00        | $7345187.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1295586.00        | $1327590.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $7445982.00        | $7001877.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $12116012.00       | $12250470.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $2634288.00        | $2520069.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $466245.00         | $432675.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $12572.00          | $12602.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $15321633.00       | $14855191.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $3007833.00        | $3166589.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1021.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $6086693.00        | $6114807.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $1097880.00        | $1044039.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1227974.00        | $1206344.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1243364.00        | $1256841.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1262642.00        | $1276248.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $3411428.00        | $3454690.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $2046188.00        | $2110635.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $6295230.00        | $6340849.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $2910770.00        | $2802460.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1916255.00        | $1883417.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $5017864.00        | $4797341.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $1347544.00        | $1429099.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $2219872.00        | $1791791.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1069421.00        | $733694.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $4626313.00        | $4753140.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1609494.00        | $1319862.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1943282.00        | $2040037.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1482938.00        | $1587042.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1252913.00        | $1313681.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $8883055.00        | $8609658.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1696658.00        | $1729391.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $1004960.00        | $956274.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $648722.00         | $682168.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1517632.00        | $1382519.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $9464398.00        | $9058792.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1061029.00        | $1093978.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1477634.00        | $1522658.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $2590377.00        | $2074457.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1188884.00        | $1154488.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1441998.00        | $1454625.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1004708.00        | $1015545.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1098063.00        | $1149467.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $6364708.00        | $6435018.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $2255568.00        | $1623059.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $4022293.00        | $4133934.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1158546.00        | $1135262.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $3689675.00        | $3375403.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $9471761.00        | $9147427.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $2316177.00        | $2076422.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1616000.00        | $1031373.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $2667705.00        | $2733308.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $6536447.00        | $5783750.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $11076667.00       | $11095113.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $2690817.00        | $2855826.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $5610861.00        | $5064886.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $704608.00         | $666141.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1160060.00        | $1088118.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $6561252.00        | $6518360.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1167608.00        | $1199963.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1598077.00        | $1697347.41        | Agency Mortgage-Backed Securities |

### Security 231: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.650000%
- **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: ARP1FR2E4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FR2E4_3.65_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2026-07-30      | 0.8700%  | 0.0000% | $25000000.00       | $24948895.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2032-09-24      | 4.7000%  | 0.0000% | $20000000.00       | $19951222.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2035-09-25      | 5.0000%  | 0.0000% | $25000.00          | $24959.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2040-12-11      | 5.3000%  | 0.0000% | $3225000.00        | $3266397.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-07-17      | N/A      | 0.0000% | $2600000.00        | $2586974.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-07-14      | 5.1200%  | 0.0000% | $5860000.00        | $5709116.72        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-02-12      | 3.7200%  | 0.0000% | $30000000.00       | $29971070.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2046-05-21      | 5.7000%  | 0.0000% | $2305000.00        | $2293621.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $54343000.00       | $44386275.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-07      | 3.8500%  | 0.0000% | $157500000.00      | $158657887.50      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-19      | 4.3750%  | 0.0000% | $29400000.00       | $29269501.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-03-09      | 4.0000%  | 0.0000% | $59640000.00       | $59761122.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $13000000.00       | $10768654.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $6639190.00        | $1334633.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $1414650.00        | $240953.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $186.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $1578860.00        | $1125425.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.2380%  | 0.0000% | $3558750.00        | $3754699.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1065188.00        | $1118392.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1054608.00        | $1074021.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 2.0000%  | 0.0000% | $231169.00         | $177254.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 4.9820%  | 0.0000% | $9999968.00        | $10825288.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $7051330.00        | $7013538.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $78722048.00       | $78326863.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $13116288.00       | $13217924.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.2500%  | 0.0000% | $1212694.00        | $1237410.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 6.5000%  | 0.0000% | $51556800.00       | $117325.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $96090.00          | $1208.92           | Agency Mortgage-Backed Securities |

### Security 232: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FTDK4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1FTDK4_3.62_0605
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 2.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2045-05-15      | 3.0000%  | 0.0000% | $34571600.00       | $26164004.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $1768096000.00     | $1219344190.43     | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-05-15      | 3.2500%  | 0.0000% | $1910716800.00     | $1569608783.17     | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $1110668800.00     | $1117976566.26     | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $2411289600.00     | $2411309074.39     | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $364159287.60      | $306067505.60      | U.S. Treasuries (including strips) |

### Security 233: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **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: ARP1FYCM0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1FYCM0_3.70_0316
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-03-16
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $577732.00         | $539952.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.0000%  | 0.0000% | $1007271.00        | $938790.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $182372.00         | $174482.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $3231487.00        | $3264677.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $28409407.00       | $27422300.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $18809261.00       | $17687410.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1618167.00        | $1582135.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $7996999.00        | $7891182.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $104130196.00      | $102690952.44      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $28454775.00       | $28196904.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1032645.00        | $1077671.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $518557.00         | $515167.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $14600.00          | $15004.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1459839.00        | $1490081.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $2114560.00        | $2020227.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $1007486.00        | $967381.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $6470546.00        | $6297718.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1075977.00        | $1085002.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $316270.00         | $302530.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1828380.00        | $1839364.75        | Agency Mortgage-Backed Securities |

### Security 234: Natixis SA

- **C.1 - Title:** Natixis SA 3.730000%
- **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: ARP1G1AB7, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1AB7_3.73_0918
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2032-08-01      | 3.0000%  | 0.0000% | $1505.00           | $114.88            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill               | 2026-06-18      | N/A      | 0.0000% | $29528400.00       | $29468988.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-10-15      | N/A      | 0.0000% | $2000.00           | $1971.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $200.00            | $80.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $204.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 3.0000%  | 0.0000% | $14998600.00       | $11208197.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 2.2500%  | 0.0000% | $69000.00          | $50042.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $1400.00           | $843.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $167.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $89.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $900.00            | $819.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $1100.00           | $1017.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $400.00            | $402.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2056-05-15      | 5.0000%  | 0.0000% | $200.00            | $200.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $4726200.00        | $4648918.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $500.00            | $610.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $1000.00           | $989.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $17450300.00       | $15149947.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $2000.00           | $1983.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 1.7500%  | 0.0000% | $11670100.00       | $11054262.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 2.6250%  | 0.0000% | $500.00            | $482.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $24180100.00       | $24318328.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $1200.00           | $1134.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 4.6250%  | 0.0000% | $30498400.00       | $30763312.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $4799000.00        | $4899542.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $28526200.00       | $28839592.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $27442500.00       | $28016359.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-12-31      | 4.5000%  | 0.0000% | $4744200.00        | $4899867.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $4977800.00        | $5053344.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $5111100.00        | $5109168.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-31      | 4.0000%  | 0.0000% | $1000.00           | $996.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-03-31      | 4.2500%  | 0.0000% | $505100.00         | $507312.39         | U.S. Treasuries (including strips) |

### Security 235: Natixis SA

- **C.1 - Title:** Natixis SA 3.700000%
- **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: ARP1G1L33, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1G1L33_3.70_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2029-10-24      | 4.0000%  | 0.0000% | $1815000.00        | $1814290.13        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $800.00            | $816.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $2236300.00        | $2279599.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $1127900.00        | $1174201.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $12995600.00       | $13239489.57       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $37587729.00       | $9019954.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $795.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $22488128.00       | $17879520.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 3.7300%  | 0.0000% | $3484200.00        | $3324784.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0200%  | 0.0000% | $131126.00         | $109230.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 4.0900%  | 0.0000% | $1000083.00        | $853245.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.8700%  | 0.0000% | $1693825.00        | $1619626.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 3.8300%  | 0.0000% | $1798205.00        | $1510443.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $1767178.00        | $1698346.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $20069184.00       | $14815878.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 4.2700%  | 0.0000% | $174276.00         | $172010.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $821344.00         | $526108.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $14295478.00       | $9767881.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $2080.00           | $1935.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $26584192.00       | $25636194.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $18517890.00       | $17330210.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $1026.00           | $1008.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $12854955.00       | $12700388.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $1672384.00        | $1650897.55        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $22213000.00       | $22204605.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $39895300.00       | $39737240.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 3.7500%  | 0.0000% | $40544000.00       | $40343662.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 3.5000%  | 0.0000% | $3201900.00        | $3187006.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-03-31      | 4.2500%  | 0.0000% | $2000.00           | $2008.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 3.8750%  | 0.0000% | $2573800.00        | $2557939.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-11-27      | N/A      | 0.0000% | $400.00            | $392.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-08-20      | N/A      | 0.0000% | $400.00            | $396.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-09      | N/A      | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $17653500.00       | $16995286.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $25000000.00       | $20084314.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $81.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $313400.00         | $204654.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $74.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $17795000.00       | $8377628.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $187.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $7298600.00        | $5293287.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $300.00            | $251.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $910.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $1527500.00        | $1490511.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 4.6250%  | 0.0000% | $479700.00         | $463993.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-05-15      | 5.0000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 1.6250%  | 0.0000% | $1560500.00        | $1553434.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $374200.00         | $370256.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $15766000.00       | $13670577.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 0.6250%  | 0.0000% | $104697000.00      | $99903935.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $189515300.00      | $165832703.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $900.00            | $858.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $1000.00           | $991.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $4245000.00        | $3664768.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $110004000.00      | $109291759.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $15097700.00       | $14300985.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $760300.00         | $752730.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $200.00            | $193.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $4432000.00        | $4431074.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $3426000.00        | $3403505.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 3.5000%  | 0.0000% | $149999000.00      | $150468322.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $189.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 4.1250%  | 0.0000% | $1000000.00        | $1015080.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $25449900.00       | $25670960.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $46119000.00       | $46471537.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $321.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $33578900.00       | $33209102.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $7541000.00        | $7562374.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $41052000.00       | $41503002.72       | U.S. Treasuries (including strips) |

### Security 236: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1G2OM6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1G2OM6_3.64_0605
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1591000.00        | $1441110.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $3104300.00        | $2034961.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $5583500.00        | $2860410.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $600.00            | $202.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $2800.00           | $921.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $400.00            | $128.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $31900.00          | $9390.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $8849600.00        | $2567976.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1844800.00        | $527481.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $1342200.00        | $369525.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $1200.00           | $307.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $791200.00         | $197057.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 2.1250%  | 0.0000% | $400.00            | $404.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $14942400.00       | $19503149.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $13364600.00       | $14814613.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $244865200.00      | $266510697.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 3.8750%  | 0.0000% | $485119500.00      | $484725810.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $1295.97           | $947.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $61.44             | $42.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $34.11             | $23.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $23603199.32       | $17050219.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $10.82             | $7.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $13.61             | $8.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $33050184.00       | $28946474.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $95.92             | $80.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $399.47            | $207.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $194384.08         | $99257.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $51970253.74       | $25338564.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $30.00             | $13.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $1.48              | $0.64              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $4.22              | $1.62              | U.S. Treasuries (including strips) |

### Security 237: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCQA8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GCQA8_3.90_0325
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $3473150.00        | $3484849.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $2232521.00        | $2258322.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $4374072.00        | $4212376.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $14128058.00       | $13932785.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $59000.00          | $55716.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $18033669.00       | $17123549.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $4758385.00        | $4769512.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $63875971.00       | $62664721.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $42726357.00       | $39472612.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $13725825.00       | $13456930.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $20308651.00       | $19353184.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $30315407.00       | $28499081.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $47395960.00       | $46634443.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $29163800.00       | $27731455.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $2447590.00        | $2453863.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $3087501.00        | $3082978.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.0000%  | 0.0000% | $3769861.00        | $3512606.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $958268.00         | $869030.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $664010.00         | $552589.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1049250.00        | $1117173.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $193575.00         | $185248.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.1530%  | 0.0000% | $33931622.00       | $33889323.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.7470%  | 0.0000% | $46465275.00       | $44268719.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.0000%  | 0.0000% | $140928.00         | $131421.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $3985600.00        | $4094340.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $406508.00         | $385291.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $12245.00          | $11819.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $68823.00          | $68516.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $126929432.00      | $123320639.00      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.0000%  | 0.0000% | $12210732.00       | $11265457.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $409521.00         | $405809.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $59089901.00       | $58677380.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.8010%  | 0.0000% | $68655321.00       | $67439908.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $956.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1207352.00        | $1272307.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $2129050.00        | $1999694.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1534840.00        | $1613272.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $360533.00         | $344846.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1350218.00        | $1441929.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $4430835.00        | $4723739.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $5407353.00        | $5321638.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $3014983.00        | $2800095.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $804119.00         | $529835.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 7.0000%  | 0.0000% | $1131760.00        | $1198141.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1209994.00        | $1217680.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $25981405.00       | $26189075.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $672931.00         | $707803.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1476122.00        | $1563075.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1838364.00        | $1861267.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1452389.00        | $1532373.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1168178.00        | $1118089.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1196682.00        | $587203.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $710943.00         | $742462.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $38692753.00       | $37357679.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $6927432.00        | $6879054.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $16427951.00       | $15608714.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $9127817.00        | $8691452.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.0000%  | 0.0000% | $6146032.00        | $5631038.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1546626.00        | $1513554.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $699351.00         | $671353.69         | Agency Mortgage-Backed Securities |

### Security 238: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **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: ARP1GFRA0, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GFRA0_3.69_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $1214709.00        | $208629.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 4.5000%  | 0.0000% | $1353198.00        | $598180.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $576.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $44866469.00       | $29896960.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $24330443.00       | $16636306.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1040496.00        | $762642.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $32433664.00       | $26078231.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $778.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $20977280.00       | $15649037.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1676945.00        | $1383471.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.5000%  | 0.0000% | $55600953.00       | $31280846.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $25387168.00       | $23966903.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $64848257.00       | $8327004.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $86973952.00       | $17140982.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $227025408.00      | $23300737.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $5363.00           | $555.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $11159493.00       | $8064913.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $939157.00         | $839941.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $5301006.00        | $3368779.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1395758.00        | $1001272.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $4549088.00        | $3317704.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $4605.00           | $4069.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $19636.00          | $17661.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.0000%  | 0.0000% | $555635.00         | $498536.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $422525.00         | $442673.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $605025.00         | $603076.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $394620.00         | $412827.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.5000%  | 0.0000% | $503925.00         | $540561.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $1015378.00        | $1004155.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $15000000.00       | $7122629.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $40000000.00       | $18402807.64       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $94100841.00       | $46680926.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1019.00           | $467.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $10879509.00       | $6065273.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $60000000.00       | $34462665.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $64630317.00       | $61297225.08       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $3272600.00        | $3156933.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $1714500.00        | $1706676.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $23480200.00       | $23928803.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $159492900.00      | $161682591.23      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $4462309.00        | $4508222.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $42295105.00       | $34211554.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $2496818.00        | $2190154.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $11587904.00       | $9600494.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $14372400.00       | $12248603.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $22378976.00       | $19693829.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $26719200.00       | $26275361.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $11489960.00       | $11216383.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $1000.00           | $547.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $25910208.00       | $16364369.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2114000.00        | $1550096.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $3081.00           | $2105.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $22069.00          | $21736.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $12995000.00       | $1964031.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $87868480.00       | $16913194.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $147.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $89732160.00       | $15133579.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $621.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $2140028.00        | $1851553.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $13484986.00       | $9544407.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 4.0000%  | 0.0000% | $2600668.00        | $504504.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $2210884.00        | $562424.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $2668092.00        | $959418.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 2.5000%  | 0.0000% | $13197718.00       | $4198557.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $199602781.00      | $105235762.96      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $572.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1697000.00        | $851279.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1640000.00        | $1148433.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $530949.00         | $521585.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1100136.00        | $1087827.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1450272.00        | $1429937.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1070372.00        | $1055075.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $98305056.00       | $67379698.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 4.5000%  | 0.0000% | $65449.00          | $34767.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $14850.00          | $10851.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $27359840.00       | $18674130.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $9240352.00        | $7711227.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $39627840.00       | $36398869.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $5296040.00        | $3484733.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2683000.00        | $2349562.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $8295830.00        | $7382915.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $4160696.00        | $4001411.37        | Agency Mortgage-Backed Securities  |

### Security 239: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GGWA2, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GGWA2_3.66_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2045-07-01      | 3.5000%  | 0.0000% | $1120.00           | $195.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $240465152.00      | $34460530.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $117126656.00      | $17218791.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $232.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 3.5000%  | 0.0000% | $1265000.00        | $355871.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 6.0000%  | 0.0000% | $15999.00          | $8667.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $725.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.5000%  | 0.0000% | $16350995.00       | $10321594.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $761.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $10005360.00       | $8225985.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $60564142.00       | $51977611.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.5000%  | 0.0000% | $3639412.00        | $1933109.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $607.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $51509376.00       | $31868635.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $7380723.00        | $5300494.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $100229469.00      | $71901453.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $22739142.00       | $17450269.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $232.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $295.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $5252496.00        | $2930865.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $555.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1275746.00        | $1113540.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-12-25      | 3.5000%  | 0.0000% | $8647807.00        | $5284965.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $54238800.00       | $9126177.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.5000%  | 0.0000% | $12588816.00       | $1866728.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $258.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $298.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $520000.00         | $92059.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $304.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $171.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $357.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $280.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $141.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $485.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $406.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $603.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 3.0000%  | 0.0000% | $1000.00           | $186.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1911.00           | $1083.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $300.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $323216.00         | $199391.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $870844.00         | $529161.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $5491000.00        | $2734216.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $475.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $797000.00         | $500218.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $634.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $274000.00         | $159824.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $454000.00         | $310310.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $24994000.00       | $15336872.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $567.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $376415.00         | $234622.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $272040.00         | $160210.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $565.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $634.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $585.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $682.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $613.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $691.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $655.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $596.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $182096.00         | $104687.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1008.00           | $655.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $558.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $611.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $381.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $356971.00         | $195644.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $616.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $816.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $669.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $63465994.00       | $41005370.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $75000.00          | $45963.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $736.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $65000.00          | $41225.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $1000.00           | $569.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $572.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $661.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $3126138.00        | $2348196.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $522000.00         | $334385.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $694.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $33620471.00       | $25687439.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $710.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $213603.00         | $211242.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $317866.00         | $314808.73         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $111423800.00      | $113163685.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2027-04-30      | 3.7880%  | 0.0000% | $86000.00          | $86350.57          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $68091930.00       | $60527305.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $14116960.00       | $13821303.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $12408703.00       | $12454934.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $7078147.00        | $6865318.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.0000%  | 0.0000% | $219444.00         | $196893.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.0000%  | 0.0000% | $1763.00           | $1627.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.0000%  | 0.0000% | $66919.00          | $60968.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-04-01      | 5.0000%  | 0.0000% | $435586.00         | $429658.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 6.0000%  | 0.0000% | $221918.00         | $232500.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 6.5000%  | 0.0000% | $334978.00         | $359331.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $595.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $9673.00           | $6610.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $39567599.00       | $38013425.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $132025556.00      | $102846220.62      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $692462.00         | $612009.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $66643631.00       | $59941585.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 4.0000%  | 0.0000% | $9685.00           | $8921.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $3638.00           | $3333.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $275140.00         | $263602.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $87542465.00       | $86183529.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $695.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $6000.00           | $5190.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $618.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $154000.00         | $105081.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $990.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $36797777.00       | $28638783.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $34315974.00       | $27737549.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1098.00           | $467.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $45553654.00       | $40397311.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1784180.00        | $1757368.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $235108.00         | $242998.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1625524.00        | $1647007.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $453.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $919.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1057.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $992.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 6.0000%  | 0.0000% | $1446998.00        | $1479152.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $849.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $663833.00         | $603141.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1280.00           | $1107.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $848.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $905.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $908.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2681712.00        | $2506612.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $2166378.00        | $2022554.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $996.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1040.00           | $166.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $977.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $744.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $548000.00         | $157618.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $125.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $347000.00         | $187711.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $611.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $766.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $7160772.00        | $5068253.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $666.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 4.8200%  | 0.0000% | $5873000.00        | $5966855.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $103.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1008.00           | $441.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $7542.00           | $5511.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $70003855.00       | $52329894.52       | Agency Mortgage-Backed Securities  |

### Security 240: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.760000%
- **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: ARP1GLD53, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1GLD53_3.76_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $46499.00          | $701.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 6.0000%  | 0.0000% | $22487.00          | $40.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 6.5000%  | 0.0000% | $1000.00           | $0.41              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $10098.00          | $747.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $1001.00           | $167.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4210749.00        | $2471825.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-16      | 0.7473%  | 0.0000% | $130450000.00      | $7343063.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8552%  | 0.0000% | $119993468.00      | $7684028.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.9475%  | 0.0000% | $96176688.00       | $7615880.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5749%  | 0.0000% | $212000000.00      | $9178665.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $38309296.00       | $6828258.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5249%  | 0.0000% | $200000000.00      | $8445022.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.9580%  | 0.0000% | $109198355.00      | $8588929.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5944%  | 0.0000% | $155079212.00      | $10088327.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.1249%  | 0.0000% | $263000000.00      | $8019525.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9002744.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $15805568.00       | $818085.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $7815189.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $6775871.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $9552813.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055571.00       | $7997344.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5829%  | 0.0000% | $127245955.00      | $15854440.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.3329%  | 0.0000% | $77721551.00       | $8365596.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.5749%  | 0.0000% | $378246575.00      | $8940747.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $17063215.00       | $1797565.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $50000000.00       | $8407386.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $72963714.00       | $6735230.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $2006501.00        | $100572.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.8880%  | 0.0000% | $55756009.00       | $3663377.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $8383509.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7358937.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.3329%  | 0.0000% | $87954727.00       | $6717745.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.3329%  | 0.0000% | $97582703.00       | $7424324.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.3329%  | 0.0000% | $113975590.00      | $9006695.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.3329%  | 0.0000% | $109490422.00      | $8489958.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $29122733.00       | $4814661.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6949%  | 0.0000% | $78533074.00       | $1727597.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.3329%  | 0.0000% | $11323516.00       | $1080128.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.3329%  | 0.0000% | $93915748.00       | $8200556.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8249%  | 0.0000% | $119999999.00      | $6767811.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.9749%  | 0.0000% | $136289332.00      | $8472606.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 1.4749%  | 0.0000% | $200000000.00      | $10187348.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 2.5749%  | 0.0000% | $38908090.00       | $2570052.62        | Agency Collateralized Mortgage Obligation |

### Security 241: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GLNO1, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1GLNO1_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $1820964000.00     | $1785000079.71     | U.S. Treasuries (including strips) |

### Security 242: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1GNEW9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GNEW9_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                      | 2043-02-15      | N/A      | 0.0000% | $26077299.00       | $11096386.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-05-15      | N/A      | 0.0000% | $100952480.00      | $42297171.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-08-15      | N/A      | 0.0000% | $90478267.00       | $37349157.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-11-15      | N/A      | 0.0000% | $110884832.00      | $45119149.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-02-15      | N/A      | 0.0000% | $17834828.00       | $7149215.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $626700.00         | $306174.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-05-15      | N/A      | 0.0000% | $21232200.00       | $10225385.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $4920400.00        | $2333666.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-02-15      | N/A      | 0.0000% | $2671600.00        | $1229585.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-11-15      | N/A      | 0.0000% | $40002800.00       | $16624603.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-11-15      | N/A      | 0.0000% | $129000.00         | $50567.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-08-15      | N/A      | 0.0000% | $256300.00         | $96284.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $15.00             | $7.66              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $739.00            | $371.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $92442189.00       | $45774968.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-02-15      | N/A      | 0.0000% | $26486500.00       | $10238330.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-05-15      | N/A      | 0.0000% | $2117600.00        | $808249.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-08-15      | N/A      | 0.0000% | $4279200.00        | $1609548.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-11-15      | N/A      | 0.0000% | $5543000.00        | $2056497.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-02-15      | N/A      | 0.0000% | $92666800.00       | $33932636.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-08-15      | N/A      | 0.0000% | $3679600.00        | $1312564.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $2595500.00        | $913597.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $34400.00          | $17575.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $1373000.00        | $690925.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $32680200.00       | $16199673.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-08-15      | N/A      | 0.0000% | $76688900.00       | $34289294.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $454000.00         | $199853.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-02-15      | N/A      | 0.0000% | $3686800.00        | $1598201.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-05-15      | N/A      | 0.0000% | $6440700.00        | $2752420.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-08-15      | N/A      | 0.0000% | $6248300.00        | $2629647.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-11-15      | N/A      | 0.0000% | $57457100.00       | $23848718.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-02-15      | N/A      | 0.0000% | $22457200.00       | $9185960.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-05-15      | N/A      | 0.0000% | $56318200.00       | $22725013.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-08-15      | N/A      | 0.0000% | $358800.00         | $142589.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-11-15      | N/A      | 0.0000% | $22018200.00       | $8628382.12        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2066-03-15      | 5.7400%  | 0.0000% | $580438.00         | $608156.42         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2040-02-15      | N/A      | 0.0000% | $100.00            | $51.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-05-15      | N/A      | 0.0000% | $1752000.00        | $897544.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-08-15      | N/A      | 0.0000% | $129400.00         | $65238.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $2602300.00        | $1293970.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $101742500.00      | $49851586.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $328000.00         | $156084.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-11-15      | N/A      | 0.0000% | $4795400.00        | $2244069.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-02-15      | N/A      | 0.0000% | $8292900.00        | $3818639.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $81021500.00       | $36786110.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2040-11-15      | N/A      | 0.0000% | $87099800.00       | $42466291.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-02-15      | N/A      | 0.0000% | $75242751.00       | $36126001.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-05-15      | N/A      | 0.0000% | $21801367.00       | $8125086.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-05-15      | N/A      | 0.0000% | $115559150.00      | $54604471.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $28626506.00       | $13334856.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-11-15      | N/A      | 0.0000% | $73164555.00       | $33568995.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-02-15      | N/A      | 0.0000% | $53483356.00       | $24174369.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $10878400.00       | $4848372.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-08-15      | N/A      | 0.0000% | $46040267.00       | $20189347.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $13163379.00       | $5683025.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-11-15      | N/A      | 0.0000% | $44465997.00       | $16121680.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-02-15      | N/A      | 0.0000% | $106329897.00      | $38031545.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-05-15      | N/A      | 0.0000% | $101759499.00      | $40181773.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-08-15      | N/A      | 0.0000% | $79941367.00       | $31114379.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-11-15      | N/A      | 0.0000% | $109108266.00      | $41856549.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-02-15      | N/A      | 0.0000% | $127448592.00      | $48154538.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-08-15      | N/A      | 0.0000% | $94032667.00       | $34545251.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-05-15      | N/A      | 0.0000% | $15172190.00       | $5356268.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-08-15      | N/A      | 0.0000% | $12348303.00       | $4302358.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-11-15      | N/A      | 0.0000% | $10992885.00       | $3776374.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $71562105.00       | $24290539.99       | U.S. Treasuries (including strips) |

### Security 243: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1GOXK2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GOXK2_3.75_1209
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $10099964.00       | $10437129.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1086434.00        | $637636.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $5657475.00        | $4747032.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2596799.00        | $2148247.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $16040.00          | $13299.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $677055.00         | $456632.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $16149427.00       | $15677695.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2275027.00        | $2313219.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $104076865.00      | $94766649.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $11196475.00       | $10276473.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.0000%  | 0.0000% | $70823154.00       | $64524967.09       | Agency Mortgage-Backed Securities |

### Security 244: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GPUS5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GPUS5_3.62_0605
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $10200.00          | $10150.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $9033600.00        | $7832965.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 4.0000%  | 0.0000% | $152600.00         | $153790.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $3000.00           | $3007.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $404526800.00      | $399999938.45      | U.S. Treasuries (including strips) |

### Security 245: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.630000%
- **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: ARP1GTTE0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1GTTE0_3.63_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2026-07-29      | 1.0600%  | 0.0000% | $20000000.00       | $19981466.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2042-05-09      | 4.7500%  | 0.0000% | $65000.00          | $60819.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-06-10      | 4.0000%  | 0.0000% | $20000000.00       | $19858115.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2030-06-14      | 4.1250%  | 0.0000% | $20000000.00       | $20368925.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2038-08-23      | 4.0400%  | 0.0000% | $3100000.00        | $2864943.53        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-09-23      | 1.5700%  | 0.0000% | $15000000.00       | $13456175.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-04-26      | 1.4000%  | 0.0000% | $20000000.00       | $18527026.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-02-01      | 2.4800%  | 0.0000% | $20000000.00       | $17232377.78       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-02-23      | 2.9400%  | 0.0000% | $15000000.00       | $14019450.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-08      | 3.0000%  | 0.0000% | $22089000.00       | $20664458.30       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-05-17      | 4.3700%  | 0.0000% | $30000000.00       | $29535980.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-06-01      | 3.4500%  | 0.0000% | $20000000.00       | $20236406.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-09-17      | 3.9700%  | 0.0000% | $15000000.00       | $15173216.66       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-10-08      | 3.7100%  | 0.0000% | $2000000.00        | $2010351.67        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-11-03      | 3.7300%  | 0.0000% | $20000000.00       | $19853137.78       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-09-16      | 4.0000%  | 0.0000% | $35000000.00       | $34807363.89       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-04-07      | 4.0000%  | 0.0000% | $57000.00          | $56835.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-10-27      | 0.8000%  | 0.0000% | $16177000.00       | $15986776.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-22      | 4.5000%  | 0.0000% | $39865000.00       | $39863604.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $72811.00          | $36915.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $5188360.00        | $1611938.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1700%  | 0.0000% | $52902.00          | $53128.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2126500.00        | $2167959.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $131165.00         | $109539.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $40230.00          | $41166.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3900%  | 0.0000% | $51315.00          | $52323.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $4223400.00        | $4269053.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1484894.00        | $1550922.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 3.5000%  | 0.0000% | $195473664.00      | $177292311.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 4.5000%  | 0.0000% | $1742284.00        | $54011.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 4.5000%  | 0.0000% | $1652525.00        | $21364.43          | Agency Mortgage-Backed Securities |

### Security 246: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **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: ARP1GWNP4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1GWNP4_3.65_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $22159200.00       | $14242096.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $25000000.00       | $13895548.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $20130200.00       | $14620785.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $126500.00         | $103916.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $612000.00         | $514717.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $5812700.00        | $4947867.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $1130000.00        | $897765.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $65300.00          | $61995.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $2278200.00        | $2194610.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-08-15      | 4.2500%  | 0.0000% | $5850600.00        | $5255749.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $685700.00         | $634778.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $3714900.00        | $3553690.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $11071000.00       | $11145509.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $2216000.00        | $2220799.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 4.6250%  | 0.0000% | $121600.00         | $116487.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-02-15      | 4.7500%  | 0.0000% | $4500000.00        | $4399817.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-05-15      | 5.0000%  | 0.0000% | $9535000.00        | $9585909.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $98559500.00       | $100098508.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $800917400.00      | $792006009.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-11-15      | 6.5000%  | 0.0000% | $2495900.00        | $2533734.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-11-15      | 6.1250%  | 0.0000% | $100000.00         | $103301.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-08-15      | 5.5000%  | 0.0000% | $74600.00          | $78083.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-08-15      | 6.1250%  | 0.0000% | $7000000.00        | $7549139.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $100000.00         | $65399.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $2151100.00        | $1508698.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $3391900.00        | $2510046.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $458300.00         | $285632.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $8714600.00        | $4107509.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $187.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $4000.00           | $2515.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2036-02-15      | 4.5000%  | 0.0000% | $439000.00         | $449384.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-02-15      | 4.7500%  | 0.0000% | $200500.00         | $208526.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | 3.5000%  | 0.0000% | $2100.00           | $1901.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $2500000.00        | $2299843.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $400.00            | $305.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $3163000.00        | $2715534.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $15929100.00       | $13736118.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $236900.00         | $186520.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $1517900.00        | $1140995.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $29000.00          | $19816.98          | U.S. Treasuries (including strips) |

### Security 247: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.630000%
- **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: ARP1GWSA2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1GWSA2_3.63_0605
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $48000.00          | $45803.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $106243500.00      | $119526005.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $2334000.00        | $2341768.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 3.5000%  | 0.0000% | $900.00            | $899.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $389629000.00      | $388085349.17      | U.S. Treasuries (including strips) |

### Security 248: Natixis SA

- **C.1 - Title:** Natixis SA 3.730000%
- **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: ARP1H1D80, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1H1D80_3.73_1022
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $1112.00           | $306.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1016.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1018.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 4.6700%  | 0.0000% | $1023.00           | $1025.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.2700%  | 0.0000% | $4578211.00        | $4518703.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $21208327.00       | $11011284.75       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 1.6250%  | 0.0000% | $200.00            | $199.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 1.6250%  | 0.0000% | $900.00            | $897.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $800.00            | $791.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 3.8750%  | 0.0000% | $42076000.00       | $42804844.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $6120400.00        | $6112649.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-15      | 4.1250%  | 0.0000% | $37000000.00       | $37695026.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-01-15      | 1.7500%  | 0.0000% | $900.00            | $963.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.92            | U.S. Treasuries (including strips) |

### Security 249: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1H57D7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1H57D7_3.63_0605
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $7949800.00        | $4132624.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $95.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $300.00            | $88.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $25100.00          | $7283.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $84615900.00       | $80705675.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 1.1250%  | 0.0000% | $67234500.00       | $63215850.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $50825000.00       | $47763862.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $50070000.00       | $47068079.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 2.7500%  | 0.0000% | $11624500.00       | $11347742.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $74760000.00       | $75341602.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.6250%  | 0.0000% | $12784300.00       | $12715334.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $515241400.00      | $516608961.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $7705300.00        | $7640172.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $183.28            | $118.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $172.90            | $169.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $142.02            | $56.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $158.77            | $58.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $1436197.10        | $452224.00         | U.S. Treasuries (including strips) |

### Security 250: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **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: ARP1H5C74, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1H5C74_3.69_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $120000.00         | $119825.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $2000.00           | $1947.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-15      | 3.5000%  | 0.0000% | $4912800.00        | $4924342.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.6250%  | 0.0000% | $400.00            | $397.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-28      | 3.7500%  | 0.0000% | $10047000.00       | $9825254.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-28      | 3.7500%  | 0.0000% | $69726200.00       | $68187286.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-15      | 3.8750%  | 0.0000% | $38976200.00       | $38819678.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 4.0000%  | 0.0000% | $62300.00          | $62944.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $30391500.00       | $30725385.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-09-30      | 3.6250%  | 0.0000% | $13020000.00       | $12746626.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $49998400.00       | $50769681.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $19001200.00       | $18992482.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $6800.00           | $6726.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $49999300.00       | $49805134.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $17352400.00       | $17410080.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 3.8750%  | 0.0000% | $49999300.00       | $50132008.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $8307800.00        | $8403855.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.8750%  | 0.0000% | $5900.00           | $6002.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 3.5000%  | 0.0000% | $8407200.00        | $8433504.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-05-15      | 3.3750%  | 0.0000% | $60501300.00       | $57215169.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $45296100.00       | $45689546.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $201.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $9385100.00        | $9518593.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-15      | 4.5000%  | 0.0000% | $3130100.00        | $3163604.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-05-15      | 4.3750%  | 0.0000% | $64314000.00       | $64496291.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 4.3750%  | 0.0000% | $24999800.00       | $25384573.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 1.2500%  | 0.0000% | $7388600.00        | $6943592.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.2500%  | 0.0000% | $1600.00           | $1589.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $886.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $800.00            | $792.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 2.8750%  | 0.0000% | $17571700.00       | $17033366.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $99995000.00       | $96518236.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 4.6250%  | 0.0000% | $8132300.00        | $7866028.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 1.5000%  | 0.0000% | $49999100.00       | $49965998.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $10581200.00       | $10436892.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $900.00            | $881.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $29202700.00       | $29379158.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 1.6250%  | 0.0000% | $4999700.00        | $4986314.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 0.5000%  | 0.0000% | $3358000.00        | $3243586.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $1200.00           | $1050.04           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $41354100.00       | $39455051.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $600.00            | $571.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $18696100.00       | $13190336.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $63.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 1.8750%  | 0.0000% | $400.00            | $222.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $152.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $81.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $1799900.00        | $1399549.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $270400.00         | $197852.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $999700.00         | $934252.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $306100.00         | $250996.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $47408400.00       | $39806363.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $288.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $8988700.00        | $8811173.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $32700.00          | $29779.37          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $92.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $24436700.00       | $23549331.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $390.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $1500.00           | $1040.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-05-15      | 2.3750%  | 0.0000% | $2920200.00        | $1811121.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $2600.00           | $1885.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-08-15      | 2.0000%  | 0.0000% | $126200.00         | $71849.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $108.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 2.0000%  | 0.0000% | $2000.00           | $1376.47           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2035-11-01      | 4.7400%  | 0.0000% | $20477600.00       | $20615571.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 4.2700%  | 0.0000% | $5479400.00        | $5408179.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $18214399.00       | $15309164.31       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-06-18      | N/A      | 0.0000% | $1800.00           | $1796.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-08-20      | N/A      | 0.0000% | $26742600.00       | $26520903.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2027-03-18      | N/A      | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2036-02-15      | 4.5000%  | 0.0000% | $12999700.00       | $13285834.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $4122300.00        | $3968599.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $178.89            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1970.00           | $150.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.9600%  | 0.0000% | $3932655.00        | $3781078.68        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $158.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $1058600.00        | $811562.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $160.68            | U.S. Treasuries (including strips) |

### Security 251: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.790000%
- **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: ARP1H92D4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1H92D4_3.79_0428
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-28
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $3490327.00        | $3352150.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2078413.00        | $1982672.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1284971.00        | $1203605.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1080545.00        | $1039365.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $2090062.00        | $2004902.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2082086.00        | $2060090.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $2030286.00        | $1997991.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $2034208.00        | $1948009.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $2185099.00        | $2094715.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 7.0000%  | 0.0000% | $1453848.00        | $1540848.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1124122.00        | $1138609.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $2202478.00        | $2257499.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $88332.00          | $84591.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1175380.00        | $1186538.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1317735.00        | $1332099.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1687908.00        | $1665951.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.1300%  | 0.0000% | $634248.00         | $585851.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1031608.00        | $987409.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.0000%  | 0.0000% | $358365.00         | $333260.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1001083.00        | $958011.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $234000.00         | $229099.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $10677679.00       | $10647341.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $4361372.00        | $4414132.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $502324.00         | $480619.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0470%  | 0.0000% | $634639.00         | $593073.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $3432684.00        | $3410716.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $860624.00         | $821824.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $77151.00          | $73872.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $4650911.00        | $4426683.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $3137392.00        | $2986579.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $46714173.00       | $45667655.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $35717519.00       | $34695659.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 3.5000%  | 0.0000% | $276956.00         | $249060.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $26343680.00       | $24935637.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 7.0000%  | 0.0000% | $2035293.00        | $1730231.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $2549260.00        | $2461784.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $18000000.00       | $17401865.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $100000.00         | $95901.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $51019.00          | $47133.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1650615.00        | $1618278.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $33863117.00       | $31496434.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $33809433.00       | $30553991.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $16060002.00       | $15601549.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $53084186.00       | $51798909.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $21000000.00       | $20911463.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $27159325.00       | $25827049.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $65000000.00       | $61536357.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $58477049.00       | $55560890.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $9044619.00        | $9341266.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $42251183.00       | $40446277.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.0000%  | 0.0000% | $13244036.00       | $12204263.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $12998229.00       | $12234811.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.0000%  | 0.0000% | $5571217.00        | $5131724.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $18184045.00       | $17240298.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1189414.00        | $1146380.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1130018.00        | $931652.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1439022.00        | $1377075.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1254365.00        | $1260725.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2705572.00        | $2637474.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $14858605.00       | $14669309.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1355976.00        | $1372161.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1174210.00        | $1124981.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1111437.00        | $1064790.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $2755507.00        | $2822836.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1236355.00        | $978333.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $913689.00         | $876457.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1269651.00        | $1217126.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $13237497.00       | $13012146.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $5152366.00        | $5052686.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $2982128.00        | $2873547.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1288070.00        | $1311636.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $11062313.00       | $10754175.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1322278.00        | $1075750.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $340410.00         | $345724.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $3364126.00        | $3331615.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $2322794.00        | $2348143.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1056494.00        | $1080153.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1384893.00        | $1365517.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2457867.00        | $2387493.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1717138.00        | $1697021.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2948114.00        | $2831631.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1580137.00        | $1520037.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1491500.00        | $1470188.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $1357792.00        | $1310783.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $2611378.00        | $2733854.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1397285.00        | $1341370.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1957130.00        | $1929590.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1826907.00        | $1435067.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1650923.00        | $1624963.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $2862077.00        | $2832330.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1305721.00        | $1244967.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1680000.00        | $1343530.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $3326625.00        | $3188960.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $3956022.00        | $2312773.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $2811088.00        | $2935966.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $5068678.00        | $5167457.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2589955.00        | $2622235.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $6604221.00        | $6660553.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $3854511.00        | $3697380.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1004829.00        | $962026.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $10038395.00       | $9858331.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1496487.00        | $1436949.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1365755.00        | $1445546.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.5000%  | 0.0000% | $1821359.00        | $1919914.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1270155.00        | $1337424.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1004744.00        | $962756.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1128000.00        | $1179279.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1515107.00        | $1454753.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1773850.00        | $1702267.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1435.00           | $1373.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $490.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $1450820.00        | $1429379.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $5677205.00        | $5547763.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1993265.00        | $1910869.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $3081529.00        | $3033578.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $2700997.00        | $2658402.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $940930.00         | $894490.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.0000%  | 0.0000% | $5440830.00        | $5075572.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $145178.00         | $138735.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.0000%  | 0.0000% | $1582375.00        | $1615240.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $398744.00         | $381557.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $80922.00          | $77280.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.0000%  | 0.0000% | $5034015.00        | $4693947.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $1119859.00        | $1072262.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 4.5000%  | 0.0000% | $2384744.00        | $2295102.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $2142053.00        | $2017621.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $1085525.00        | $1031509.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $9934159.00        | $9503041.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $173333.00         | $162200.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.0000%  | 0.0000% | $4034036.00        | $3755157.70        | Agency Mortgage-Backed Securities |

### Security 252: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **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: ARP1HBUM8, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1HBUM8_3.70_0605
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $148105000.00      | $112724719.13      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $75000000.00       | $75331044.07       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-10      | 4.6260%  | 0.0000% | $61150000.00       | $61339447.73       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 5.5000%  | 0.0000% | $1550000.00        | $322728.39         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.0000%  | 0.0000% | $47512561.00       | $10916649.03       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 5.8050%  | 0.0000% | $12275000.00       | $12571282.29       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-05-25      | 5.0500%  | 0.0000% | $8680000.00        | $8903108.79        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-05-25      | 6.4250%  | 0.0000% | $16045000.00       | $17149172.33       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.0960%  | 0.0000% | $56887844.00       | $17023555.35       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $887340.45         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-04-01      | 3.5000%  | 0.0000% | $3400000.00        | $2392184.14        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $10019000.00       | $8728818.13        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-01-01      | 5.1700%  | 0.0000% | $1000000.00        | $12236.28          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-07-01      | 5.8700%  | 0.0000% | $1950000.00        | $26124.95          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $2540000.00        | $2031994.28        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $201615000.00      | $156301138.10      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $4935000.00        | $4114005.56        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $8490000.00        | $6985844.34        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $25000.00          | $2898.91           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2500000.00        | $710222.83         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-08-01      | 2.7500%  | 0.0000% | $25000.00          | $8440.78           | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $16773633.29       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $19592469.09       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-03-10      | 3.1870%  | 0.0000% | $9800000.00        | $1330295.24        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $20260000.00       | $14557159.97       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $87500000.00       | $67266174.01       | Agency Mortgage-Backed Securities |

### Security 253: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **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: ARP1HBUN6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1HBUN6_3.71_0605
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1616000.00        | $1635939.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $2272727.00        | $418806.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.3055%  | 0.0000% | $15000000.00       | $664880.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.9571%  | 0.0000% | $25909775.00       | $1826335.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1579160.00        | $1486894.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.9571%  | 0.0000% | $35714860.00       | $2070543.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $1136363.00        | $172648.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.0200%  | 0.0000% | $50000000.00       | $31450.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $4545454.00        | $775767.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $70897.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $28462.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $236174.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2249%  | 0.0000% | $39024835.00       | $1528801.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $77153.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $49891.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5749%  | 0.0000% | $45000000.00       | $818989.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.5749%  | 0.0000% | $50000000.00       | $1468626.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.3249%  | 0.0000% | $22500000.00       | $1255934.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2249%  | 0.0000% | $20552847.00       | $815632.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.8749%  | 0.0000% | $50000000.00       | $932328.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $9337.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $35091.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $9677.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $24508.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $49531.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $197611.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1780935.00        | $57622.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $74724.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $25049.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $95373.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $83928.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.9249%  | 0.0000% | $50000000.00       | $487559.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $243070.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $22470.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $14739.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $7396.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $12228.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $24785.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $964741.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6249%  | 0.0000% | $64166296.00       | $1823606.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $146786.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $31723.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $395222.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9090909.00        | $1561359.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.6749%  | 0.0000% | $110666666.00      | $1537021.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $269994.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $236120.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $211053.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $19198.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3749%  | 0.0000% | $60000000.00       | $1451822.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $28448.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $47113.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $7416.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6749%  | 0.0000% | $30000000.00       | $1046468.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5749%  | 0.0000% | $50000000.00       | $1644626.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7749%  | 0.0000% | $30000000.00       | $1106211.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $74457.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.2749%  | 0.0000% | $50000000.00       | $1161005.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.5249%  | 0.0000% | $40000000.00       | $293974.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $234691.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $31966.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8549%  | 0.0000% | $40000000.00       | $750656.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $27734.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $65027.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $175717.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $554360.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.6749%  | 0.0000% | $50562255.00       | $1253716.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $579234.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $579234.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.6249%  | 0.0000% | $360000000.00      | $1947248.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2266564.00        | $439842.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $286786.00         | $20161.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1587500.00        | $114586.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.6749%  | 0.0000% | $100000000.00      | $858265.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $37633.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $3970.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8249%  | 0.0000% | $100000000.00      | $1163815.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.8637%  | 0.0000% | $19820000.00       | $1432820.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.7062%  | 0.0000% | $27380000.00       | $1673672.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.7956%  | 0.0000% | $2690000.00        | $183600.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0082%  | 0.0000% | $77663932.00       | $328699.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8932%  | 0.0000% | $83930000.00       | $5472712.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.3592%  | 0.0000% | $124065942.00      | $1590099.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.3329%  | 0.0000% | $850000.00         | $57122.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 3.1749%  | 0.0000% | $32000000.00       | $1157673.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.4749%  | 0.0000% | $25000000.00       | $124318.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.6749%  | 0.0000% | $36390000.00       | $453335.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $111847.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $46343.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1420846.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 2.2383%  | 0.0000% | $277777.00         | $10642.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 0.1049%  | 0.0000% | $40315110.00       | $251176.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $301476.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $73490.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $251744.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $57915422.00       | $419373.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $652.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $132279.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $573275.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $20000000.00       | $34329.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $69990.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $5194.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $117149.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $101829622.00      | $911457.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $339937.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.2949%  | 0.0000% | $12000000.00       | $141084.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6749%  | 0.0000% | $1000000.00        | $26841.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6749%  | 0.0000% | $1000000.00        | $25968.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.6749%  | 0.0000% | $1000000.00        | $25967.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.4749%  | 0.0000% | $25000000.00       | $484907.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $177903.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $251164.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.6749%  | 0.0000% | $54572337.00       | $1013002.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $43771.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8249%  | 0.0000% | $15000000.00       | $353951.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $61257.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $26709.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 2.5749%  | 0.0000% | $29166665.00       | $1477618.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $448090.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 0.5249%  | 0.0000% | $100000000.00      | $1032627.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.1249%  | 0.0000% | $15000000.00       | $218990.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.3749%  | 0.0000% | $5190000.00        | $313304.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0249%  | 0.0000% | $215000.00         | $22971.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 3.3497%  | 0.0000% | $4166667.00        | $1733828.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $145752.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $11201.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3749%  | 0.0000% | $70000000.00       | $1828745.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.3749%  | 0.0000% | $30000000.00       | $603432.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5249%  | 0.0000% | $15000000.00       | $537832.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4749%  | 0.0000% | $10000000.00       | $345657.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $85548.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $357390.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6949%  | 0.0000% | $75000000.00       | $1350206.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $51080.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $3395.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.5749%  | 0.0000% | $25000000.00       | $159533.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 3.4249%  | 0.0000% | $15000000.00       | $326567.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $17567.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $44982.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $88572.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.2249%  | 0.0000% | $24679500.00       | $936450.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $28327.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $65652.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $85688.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $41023.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $61545.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.9249%  | 0.0000% | $10000000.00       | $365831.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $172363.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $171424.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $69704.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $69214.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.5549%  | 0.0000% | $50000000.00       | $1560121.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-12-20      | 2.5671%  | 0.0000% | $64674849.00       | $1566102.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.9023%  | 0.0000% | $2970000.00        | $209343.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.9631%  | 0.0000% | $39760000.00       | $3115812.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.9218%  | 0.0000% | $60070000.00       | $4643682.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $833333.00         | $59612.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.7000%  | 0.0000% | $45514845.00       | $604450.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $43796.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $91470.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2749%  | 0.0000% | $25000000.00       | $1018718.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.4749%  | 0.0000% | $45000000.00       | $1086901.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $768030.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $54914.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $231022.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $178340.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.3749%  | 0.0000% | $90000000.00       | $1966921.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $78139.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.4249%  | 0.0000% | $40000000.00       | $1788468.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.9812%  | 0.0000% | $9000000.00        | $46305.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.8717%  | 0.0000% | $50000000.00       | $265110.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.4042%  | 0.0000% | $9100000.00        | $49855.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 2.0958%  | 0.0000% | $13312000.00       | $67361.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $146.43            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $652.61            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $333426.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $536.98            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $71773.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $30379.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $13486.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $29349.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $3572.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $23734.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $33451.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.9379%  | 0.0000% | $10000000.00       | $389663.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $2027.64           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.4379%  | 0.0000% | $24462155.00       | $990909.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $193881.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $10754.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1879%  | 0.0000% | $10625546.00       | $262529.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $906583.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4879%  | 0.0000% | $47400308.00       | $302052.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $13251.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $5468.51           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $5868.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $61374.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $8956.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $39262.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $74512.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 6.0000%  | 0.0000% | $8307078.00        | $113767.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $5525000.00        | $568335.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $512886.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $343517.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.9879%  | 0.0000% | $26136191.00       | $261105.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.9079%  | 0.0000% | $28433000.00       | $338106.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $536961.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $40136.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $2416000.00        | $309934.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7879%  | 0.0000% | $74139548.00       | $749519.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.6379%  | 0.0000% | $70118899.00       | $718298.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $32124.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $565821.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $25069.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.4379%  | 0.0000% | $50000000.00       | $340572.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $39619.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $7577.86           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $46208.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $4074.79           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $60526.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6379%  | 0.0000% | $3000000.00        | $25327.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $146780.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.1879%  | 0.0000% | $82000000.00       | $1249174.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.6879%  | 0.0000% | $58746045.00       | $471342.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5379%  | 0.0000% | $40000000.00       | $763816.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $11773.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $46804.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $10883.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $49226.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $139701.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3879%  | 0.0000% | $25000000.00       | $333501.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $106797.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $482361.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $480.72            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 6.0000%  | 0.0000% | $4692010.00        | $82622.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3379%  | 0.0000% | $50000000.00       | $854981.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.5879%  | 0.0000% | $55000000.00       | $1295518.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 6.0000%  | 0.0000% | $5402375.00        | $115316.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.0000%  | 0.0000% | $25000000.00       | $718662.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6879%  | 0.0000% | $50666667.00       | $967459.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7879%  | 0.0000% | $38000000.00       | $375854.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $45440.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $329993.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $98164.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $28740.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $19259.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $37580.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $235279.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $56777.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $48450.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $37169.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $95838.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $86141.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5406%  | 0.0000% | $18000000.00       | $173908.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5895%  | 0.0000% | $18080000.00       | $228292.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.4758%  | 0.0000% | $22343000.00       | $114983.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9693%  | 0.0000% | $2898000.00        | $38356.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6233%  | 0.0000% | $160000000.00      | $887546.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 1.1362%  | 0.0000% | $110300000.00      | $1596063.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.5899%  | 0.0000% | $194098741.00      | $789801.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8071%  | 0.0000% | $31250000.00       | $161513.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6726%  | 0.0000% | $153600000.00      | $550959.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4588%  | 0.0000% | $2566000.00        | $5493.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6528%  | 0.0000% | $13700000.00       | $91117.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7595%  | 0.0000% | $34581000.00       | $242947.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7365%  | 0.0000% | $15000000.00       | $68336.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.4329%  | 0.0000% | $100000.00         | $1982.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.3329%  | 0.0000% | $200000.00         | $3408.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $120833.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.3829%  | 0.0000% | $3145000.00        | $74305.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8159%  | 0.0000% | $1566000.00        | $10730.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.1362%  | 0.0000% | $14348938.00       | $94966.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $87370.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $383104.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-06-16      | 0.4133%  | 0.0000% | $39388000.00       | $266686.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5205%  | 0.0000% | $10270000.00       | $61008.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4132%  | 0.0000% | $839000.00         | $5087.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6212%  | 0.0000% | $42920000.00       | $437176.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6164%  | 0.0000% | $63505104.00       | $424056.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5857%  | 0.0000% | $20000000.00       | $362736.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.5914%  | 0.0000% | $50067180.00       | $621065.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $134494000.00      | $364272.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.3940%  | 0.0000% | $23503901.00       | $223408.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-03-20      | 2.5879%  | 0.0000% | $4928000.00        | $58337.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.4595%  | 0.0000% | $55270998.00       | $185197.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.7893%  | 0.0000% | $18261779.00       | $343379.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8123%  | 0.0000% | $50590001.00       | $873716.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.5092%  | 0.0000% | $26187556.00       | $617091.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7306%  | 0.0000% | $51548315.00       | $168729.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.8833%  | 0.0000% | $20136422.00       | $140489.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 2.3995%  | 0.0000% | $24543000.00       | $217033.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.5206%  | 0.0000% | $8990000.00        | $82769.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 2.1425%  | 0.0000% | $37253678.00       | $287008.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8261%  | 0.0000% | $48280052.00       | $334232.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 1.5001%  | 0.0000% | $31851405.00       | $918673.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.4510%  | 0.0000% | $6923000.00        | $70940.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6344%  | 0.0000% | $138465286.00      | $494147.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9838%  | 0.0000% | $150000000.00      | $740612.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4269%  | 0.0000% | $96712448.00       | $405357.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7217%  | 0.0000% | $120000000.00      | $558324.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7491%  | 0.0000% | $60771193.00       | $881353.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8007%  | 0.0000% | $20953405.00       | $498954.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.4876%  | 0.0000% | $98884949.00       | $237299.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9319%  | 0.0000% | $33100000.00       | $1336705.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $45598.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 0.8032%  | 0.0000% | $20375000.00       | $579207.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $291295.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.7899%  | 0.0000% | $87000000.00       | $662233.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.8840%  | 0.0000% | $42405000.00       | $1444251.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1339%  | 0.0000% | $7500000.00        | $376198.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9873%  | 0.0000% | $60968934.00       | $1601601.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2712%  | 0.0000% | $15500000.00       | $1167841.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2391%  | 0.0000% | $10555000.00       | $323807.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5283%  | 0.0000% | $45071000.00       | $376042.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5864%  | 0.0000% | $67000000.00       | $742278.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.6329%  | 0.0000% | $61380000.00       | $242895.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $672764.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.5619%  | 0.0000% | $35000000.00       | $285656.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6508%  | 0.0000% | $70000000.00       | $777910.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $596491.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.2749%  | 0.0000% | $30000000.00       | $1233371.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5749%  | 0.0000% | $50000000.00       | $1704615.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.5249%  | 0.0000% | $21605608.00       | $1517681.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $166241.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $29200.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $122666.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.9749%  | 0.0000% | $50000000.00       | $1475756.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $7574.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $44420.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $15309.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1576.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.2249%  | 0.0000% | $50000000.00       | $1077000.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $856.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5749%  | 0.0000% | $25000000.00       | $288514.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $484481.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2438.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.5749%  | 0.0000% | $20000000.00       | $396990.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 2.2249%  | 0.0000% | $20000000.00       | $415454.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.1949%  | 0.0000% | $30000000.00       | $701674.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2749%  | 0.0000% | $46526598.00       | $1700836.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.9749%  | 0.0000% | $33695566.00       | $548998.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $63045.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $20999.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $71245.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $49796.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $233861.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $68988.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $81096.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.0749%  | 0.0000% | $50000000.00       | $407132.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9749%  | 0.0000% | $10000000.00       | $158473.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $5531.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $89608.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $13326684.00       | $830517.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.9249%  | 0.0000% | $30000000.00       | $299894.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $129866.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5001%  | 0.0000% | $192307.00         | $15756.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.0749%  | 0.0000% | $14918139.00       | $249637.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7749%  | 0.0000% | $18126000.00       | $430542.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5749%  | 0.0000% | $20000000.00       | $489403.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.2549%  | 0.0000% | $25000000.00       | $686897.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.6249%  | 0.0000% | $30000000.00       | $1452078.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $8655.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $81258.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $19309.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $95827.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7749%  | 0.0000% | $48888889.00       | $886125.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.5249%  | 0.0000% | $60000000.00       | $2069609.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $29213.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $29213.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $29213.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $29213.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25127.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $25117.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0749%  | 0.0000% | $50342430.00       | $1800613.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $18935.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3249%  | 0.0000% | $5172000.00        | $190267.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.9249%  | 0.0000% | $10000000.00       | $302786.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1249%  | 0.0000% | $35000000.00       | $1237090.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5749%  | 0.0000% | $10000000.00       | $249128.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $43877.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $314578.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.3749%  | 0.0000% | $50000000.00       | $1237079.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $17527.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1249%  | 0.0000% | $3965000.00        | $152053.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $38021202.00       | $1451373.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.2249%  | 0.0000% | $90000000.00       | $1324683.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $95559.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $166517.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $63820.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $65552.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $161185.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5749%  | 0.0000% | $30000000.00       | $935665.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2249%  | 0.0000% | $19000000.00       | $827334.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.2249%  | 0.0000% | $35000000.00       | $403851.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $61021.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $16371.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.5749%  | 0.0000% | $20800000.00       | $1713626.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.3249%  | 0.0000% | $4018103.00        | $185276.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.0249%  | 0.0000% | $20679545.00       | $1736090.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0749%  | 0.0000% | $42314319.00       | $1219157.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 0.1329%  | 0.0000% | $45000000.00       | $128987.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.3829%  | 0.0000% | $1698000.00        | $39515.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $14549.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.3829%  | 0.0000% | $18715770.00       | $428520.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $262710.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $141519.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.2829%  | 0.0000% | $1704000.00        | $89612.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.1411%  | 0.0000% | $2521085.00        | $6556.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1008633.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1281042.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $99233.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.2329%  | 0.0000% | $75000000.00       | $210864.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21393.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $182305.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $65373689.00       | $134602.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.4829%  | 0.0000% | $5500000.00        | $86391.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 1.3171%  | 0.0000% | $58785697.00       | $786687.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1108022.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1599000.00        | $12649.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $22752607.00       | $51728.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5197000.00        | $32004.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0329%  | 0.0000% | $7900000.00        | $94717.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $15370.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $393366.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5829%  | 0.0000% | $100000.00         | $7532.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $204965.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $383967.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $2495.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $12410.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $100606.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1500000.00        | $138205.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7102.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $26978.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $2233.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 0.0329%  | 0.0000% | $52650000.00       | $713298.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 0.0329%  | 0.0000% | $3406000.00        | $45205.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0273%  | 0.0000% | $15866343.00       | $479867.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $90148.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $468841.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $528935.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $800000.00         | $50959.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $18337137.00       | $951.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $16750.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8347%  | 0.0000% | $4283780.00        | $128395.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6729%  | 0.0000% | $6994179.00        | $63069.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $83624.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $3547.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 0.1749%  | 0.0000% | $47979314.00       | $605496.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 0.0329%  | 0.0000% | $2250000.00        | $27497.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $27000000.00       | $99682.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $40312.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $13432.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5829%  | 0.0000% | $1768000.00        | $139126.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $45968.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $43782.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $133093.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $377481.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0946%  | 0.0000% | $4983354.00        | $177924.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9109%  | 0.0000% | $51721.00          | $1359.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 0.0749%  | 0.0000% | $340000.00         | $5843.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 1.2274%  | 0.0000% | $41547073.00       | $1333720.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.4078%  | 0.0000% | $50149207.00       | $306740.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0658%  | 0.0000% | $15700000.00       | $250886.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.5014%  | 0.0000% | $15000000.00       | $582517.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-11-20      | 1.9068%  | 0.0000% | $49862267.00       | $1774214.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.6689%  | 0.0000% | $8476000.00        | $140804.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.9118%  | 0.0000% | $44530436.00       | $1766167.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 0.7814%  | 0.0000% | $5733000.00        | $190985.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.8776%  | 0.0000% | $10924364.00       | $98547.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6375%  | 0.0000% | $1540000.00        | $74239.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | N/A      | 0.0000% | $53010043.00       | $36976.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.9247%  | 0.0000% | $11564324.00       | $146869.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.1312%  | 0.0000% | $86443221.00       | $79910.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $52460.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $327779.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $3872000.00        | $24523.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3049%  | 0.0000% | $30000000.00       | $2045479.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $152748.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5249%  | 0.0000% | $100000000.00      | $1769211.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8749%  | 0.0000% | $25960000.00       | $778912.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2272727.00        | $334469.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0500%  | 0.0000% | $33360446.00       | $46562.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.0200%  | 0.0000% | $20000000.00       | $10944.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.8571%  | 0.0000% | $8369515.00        | $164244.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 0.0500%  | 0.0000% | $100000000.00      | $147755.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5749%  | 0.0000% | $5000000.00        | $103521.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1277000.00        | $276383.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3524522.00        | $639858.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $4724937.00        | $739639.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0249%  | 0.0000% | $36521096.00       | $1741794.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1500%  | 0.0000% | $47642451.00       | $121155.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $46487681.00       | $40151.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2761428.00        | $436551.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2000%  | 0.0000% | $35965002.00       | $166014.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $5454545.00        | $785611.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.0300%  | 0.0000% | $15000000.00       | $9392.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 0.2300%  | 0.0000% | $30000000.00       | $148303.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 0.6749%  | 0.0000% | $30000000.00       | $468601.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.3749%  | 0.0000% | $25000000.00       | $569586.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 6.0000%  | 0.0000% | $900573.00         | $884617.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $25086.00          | $18062.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $582727.00         | $125653.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.5000%  | 0.0000% | $181818.00         | $24112.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $332000.00         | $240416.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.6749%  | 0.0000% | $30000000.00       | $477597.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $130000000.00      | $154400.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0300%  | 0.0000% | $80000000.00       | $54564.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $70000000.00       | $79712.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5907500.00        | $1070056.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $5058.00           | $3685.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1250%  | 0.0000% | $253958.00         | $1028.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $35519.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $277953.00         | $283269.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $30000000.00       | $40734.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $67890.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $682727.00         | $209819.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $53897.00          | $28278.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $190909.00         | $40476.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $834625.00         | $156939.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0200%  | 0.0000% | $20000000.00       | $15165.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0500%  | 0.0000% | $30000000.00       | $56856.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.0300%  | 0.0000% | $40000000.00       | $45477.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | N/A      | 0.0000% | $20000000.00       | $17568.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 2.0749%  | 0.0000% | $24000000.00       | $1685716.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6749%  | 0.0000% | $110000000.00      | $1556639.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7500%  | 0.0000% | $51000.00          | $46440.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 0.6449%  | 0.0000% | $50000000.00       | $785028.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $954000.00         | $696029.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $6972700.00        | $917737.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 0.0600%  | 0.0000% | $50000000.00       | $64543.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2697083.00        | $329650.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 0.1100%  | 0.0000% | $50000000.00       | $144255.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.5000%  | 0.0000% | $1136363.00        | $174126.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $100912.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2083333.00        | $270817.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $22070.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $127292.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $19079.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $111184.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $222368.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0300%  | 0.0000% | $200000000.00      | $70367.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $122500000.00      | $72066.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $44858.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7749%  | 0.0000% | $100951220.00      | $1648150.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $208333.00         | $14558.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.3749%  | 0.0000% | $120000000.00      | $1678616.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 3.5749%  | 0.0000% | $16200000.00       | $1525214.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2760625.00        | $247047.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $2272727.00        | $208060.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $107205.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.4751%  | 0.0000% | $10000.00          | $10339.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.5249%  | 0.0000% | $50010000.00       | $1873395.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $987000.00         | $206097.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $24496666.00       | $134804.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.3749%  | 0.0000% | $18781751.00       | $903716.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $9921161.00        | $25015.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $423962.00         | $61939.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $17458859.00       | $27262.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.0500%  | 0.0000% | $20989179.00       | $18374.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.5751%  | 0.0000% | $6000.00           | $6029.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.3249%  | 0.0000% | $45250681.00       | $1566452.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4138855.00        | $765464.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $869757.00         | $100115.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3936531.00        | $523184.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1899693.00        | $317298.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5633013.00        | $1189553.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $73251.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11140.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $256429.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $153480.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $299279.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $849.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1086625.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $94393.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $7251.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.5379%  | 0.0000% | $15000000.00       | $195198.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $171675.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | N/A      | 0.0000% | $19104644.00       | $7250765.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.6379%  | 0.0000% | $100000000.00      | $3816018.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $180021.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 4.2916%  | 0.0000% | $4152591.00        | $2378641.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 1.9879%  | 0.0000% | $50043784.00       | $1006000.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.5211%  | 0.0000% | $39412051.00       | $1042662.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2879%  | 0.0000% | $1841091.00        | $50964.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6218317.00        | $895094.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8249%  | 0.0000% | $30000000.00       | $1491229.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $4545454.00        | $505211.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $727272.00         | $70086.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8400%  | 0.0000% | $22838000.00       | $87661.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.4551%  | 0.0000% | $1700000.00        | $2196.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0787%  | 0.0000% | $19007000.00       | $8075.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 2.1490%  | 0.0000% | $107060003.00      | $648582.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8905%  | 0.0000% | $3636000.00        | $4857.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6138%  | 0.0000% | $62614494.00       | $380261.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.6532%  | 0.0000% | $36772864.00       | $250995.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3687%  | 0.0000% | $947000.00         | $1222.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.1443%  | 0.0000% | $58002227.00       | $269.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.4781%  | 0.0000% | $1497000.00        | $22783.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 4.6251%  | 0.0000% | $5000000.00        | $446834.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3848%  | 0.0000% | $47207427.00       | $240048.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.6876%  | 0.0000% | $18947000.00       | $67007.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.2095%  | 0.0000% | $50000001.00       | $237128.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4259%  | 0.0000% | $121565875.00      | $215176.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9046%  | 0.0000% | $22783581.00       | $106582.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.6670%  | 0.0000% | $96882694.00       | $152328.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.5730%  | 0.0000% | $4585000.00        | $17788.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.6693%  | 0.0000% | $35000000.00       | $36420.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $64738.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.6714%  | 0.0000% | $12830316.00       | $116.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 4.9999%  | 0.0000% | $3000000.00        | $55.71             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.3029%  | 0.0000% | $5970310.00        | $55991.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $0.27              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $72181.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6942%  | 0.0000% | $10010000.00       | $39619.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4274%  | 0.0000% | $60000000.00       | $58708.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5047%  | 0.0000% | $14686909.00       | $20020.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5753%  | 0.0000% | $151310000.00      | $235617.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.76              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2717%  | 0.0000% | $31600000.00       | $20253.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | 0.0001%  | 0.0000% | $16751815.00       | $1841.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6389%  | 0.0000% | $132320000.00      | $301420.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1035%  | 0.0000% | $176495000.00      | $55514.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $21.15             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $225456174.00      | $277.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1592%  | 0.0000% | $7233000.00        | $9882.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6001%  | 0.0000% | $41095000.00       | $82316.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1902%  | 0.0000% | $90888774.00       | $41254.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $18.95             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1479%  | 0.0000% | $45683000.00       | $24725.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $28.90             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9085%  | 0.0000% | $35100000.00       | $2937.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.0988%  | 0.0000% | $17467174.00       | $5308.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.4204%  | 0.0000% | $8648000.00        | $7322.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $4.40              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0696%  | 0.0000% | $182710000.00      | $6947.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.5776%  | 0.0000% | $32233402.00       | $22634.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 2.3329%  | 0.0000% | $22927823.00       | $228616.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 2.3105%  | 0.0000% | $23542857.00       | $200420.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.7829%  | 0.0000% | $5224358.00        | $38857.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $14043.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3554%  | 0.0000% | $7384000.00        | $36039.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $21037.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3072%  | 0.0000% | $6230000.00        | $75148.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1233%  | 0.0000% | $44717000.00       | $298120.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.7053%  | 0.0000% | $34000000.00       | $592299.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.2220%  | 0.0000% | $1100000.00        | $535.19            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $263442.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-07-25      | 1.0142%  | 0.0000% | $5930000.00        | $290088.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.3672%  | 0.0000% | $9719789.00        | $65899.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4042%  | 0.0000% | $1411000.00        | $65398.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.1208%  | 0.0000% | $88898767.00       | $3299104.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $3407.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3158%  | 0.0000% | $49886810.00       | $565206.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $32748.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $163250.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $51065.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 1.9165%  | 0.0000% | $70000000.00       | $4181124.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3389.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $4000000.00        | $769.53            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $87041.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | N/A      | 0.0000% | $35000000.00       | $29553.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $122143.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $106918.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $26470.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $19484.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1310772.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7412%  | 0.0000% | $6389030.00        | $576081.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $321588.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $59417.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $170848.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $33959.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $77840.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.6771%  | 0.0000% | $400000.00         | $107815.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | 0.1008%  | 0.0000% | $7240773.00        | $187410.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $286275.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 0.0879%  | 0.0000% | $22038475.00       | $187478.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.5000%  | 0.0000% | $39672154.00       | $2933975.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $563962.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $162897.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $8675.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $2041.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.3428%  | 0.0000% | $7000000.00        | $131009.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.3895%  | 0.0000% | $180000000.00      | $3903466.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2307%  | 0.0000% | $107116213.00      | $1515926.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5645%  | 0.0000% | $1250000.00        | $223729.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.0000%  | 0.0000% | $2180131.00        | $1486617.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.8687%  | 0.0000% | $974273.00         | $467245.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0879%  | 0.0000% | $30769235.00       | $879750.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $22964.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $31482.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.7879%  | 0.0000% | $15000000.00       | $374024.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0376%  | 0.0000% | $29850000.00       | $512230.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $160429.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1246278.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3697%  | 0.0000% | $122750000.00      | $3353553.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $709418.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3471826.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0879%  | 0.0000% | $59474698.00       | $1511686.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.5379%  | 0.0000% | $25000000.00       | $384856.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.7379%  | 0.0000% | $30254955.00       | $1000138.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $15405.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $44371.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2531.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $28506.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $45255.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1313.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.7379%  | 0.0000% | $25000000.00       | $427091.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6879%  | 0.0000% | $60000000.00       | $1061309.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2879%  | 0.0000% | $20000000.00       | $379643.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $31146.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.2879%  | 0.0000% | $2504910.00        | $78475.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2879%  | 0.0000% | $68397376.00       | $2338642.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.4879%  | 0.0000% | $26901946.00       | $1156425.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $214164.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.0379%  | 0.0000% | $50000000.00       | $1986571.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $696759.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.7879%  | 0.0000% | $54747000.00       | $1470037.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $86360.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.3379%  | 0.0000% | $47618946.00       | $733888.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $49772.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.2879%  | 0.0000% | $90200000.00       | $2550813.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $5763.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7879%  | 0.0000% | $104766702.00      | $2129277.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $60050.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $17778.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $32880.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.4179%  | 0.0000% | $50000000.00       | $1842247.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $2736.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $4750.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $9845.46           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $86155.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $58147.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.8379%  | 0.0000% | $35000000.00       | $1550407.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $80116.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.2879%  | 0.0000% | $177633466.00      | $5523576.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.3879%  | 0.0000% | $31339944.00       | $511498.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $49125.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $149991.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.1879%  | 0.0000% | $25000000.00       | $417509.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.4179%  | 0.0000% | $71726826.00       | $631698.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $188117.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $50974.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $147406.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $27466.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 6.0000%  | 0.0000% | $11573710.00       | $373225.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $649421.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $13026.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $84981.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $22429.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 2.1379%  | 0.0000% | $160000000.00      | $4210853.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2000%  | 0.0000% | $105000000.00      | $228906.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $1892.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $12500000.00       | $35137.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.4879%  | 0.0000% | $10000000.00       | $72187.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.5379%  | 0.0000% | $50000000.00       | $448909.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $82835.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.9879%  | 0.0000% | $25050000.00       | $656246.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4221408.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 3.4879%  | 0.0000% | $50000000.00       | $2787024.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $8150.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $35227.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $23566.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $9466.27           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $1867308.00        | $326166.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.0579%  | 0.0000% | $96000000.00       | $2220282.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.3379%  | 0.0000% | $54677680.00       | $1655828.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $12937.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.2879%  | 0.0000% | $75000000.00       | $1540384.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20167.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 3.3453%  | 0.0000% | $300000.00         | $33694.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.8927%  | 0.0000% | $34114911.00       | $43761.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.5000%  | 0.0000% | $35038180.00       | $1651.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $17193615.00       | $462.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-09-15      | 3.5000%  | 0.0000% | $13774292.00       | $9.58              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 4.0000%  | 0.0000% | $41266071.00       | $139.50            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $14590983.00       | $1864.41           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $232.48            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 3.5000%  | 0.0000% | $13542857.00       | $1764.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-15      | 4.0000%  | 0.0000% | $25304885.00       | $564.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $4513.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $700.87            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-15      | 2.5000%  | 0.0000% | $12000000.00       | $2060.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-01-15      | 2.5000%  | 0.0000% | $19400000.00       | $5437.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 2.5000%  | 0.0000% | $3899999.00        | $1037.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-04-15      | 3.0000%  | 0.0000% | $16703515.00       | $5862.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.0000%  | 0.0000% | $14987288.00       | $4147.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 3.5000%  | 0.0000% | $11077125.00       | $1913.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-15      | 2.5000%  | 0.0000% | $8000000.00        | $2973.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-06-15      | 2.5000%  | 0.0000% | $6600000.00        | $1821.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $2300000.00        | $55.78             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $96985.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $91725.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $1.18              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 5.5000%  | 0.0000% | $7974587.00        | $68384.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $80668.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-15      | 3.5000%  | 0.0000% | $12471428.00       | $14844.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $5548.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | 3.5000%  | 0.0000% | $12514215.00       | $2515.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $560807.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.0000%  | 0.0000% | $13180042.00       | $785.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-15      | 4.0000%  | 0.0000% | $4000000.00        | $5809342.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1729236.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $2461.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $363542.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.2729%  | 0.0000% | $32110000.00       | $37814.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | 0.1927%  | 0.0000% | $87729140.00       | $380534.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9429%  | 0.0000% | $45392838.00       | $1530486.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9144%  | 0.0000% | $2368000.00        | $77352.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.0103%  | 0.0000% | $534000.00         | $18683.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7588%  | 0.0000% | $2000000.00        | $56409.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $43688.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.6249%  | 0.0000% | $50000000.00       | $1410857.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.2249%  | 0.0000% | $10000000.00       | $163207.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $4575.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $90693.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $59008.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.8549%  | 0.0000% | $20000000.00       | $382085.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $7905.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $21884.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $78100.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $7013.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $82374.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $73352.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 3.0249%  | 0.0000% | $82236891.00       | $1736137.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $31736.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $127103.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $52828.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $254987.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $2400.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.6049%  | 0.0000% | $50000000.00       | $1052589.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $12012.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $180353.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $6952.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $137534.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 2.4249%  | 0.0000% | $50000000.00       | $1156674.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 3.0249%  | 0.0000% | $21555943.00       | $1192920.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.6749%  | 0.0000% | $25000000.00       | $495712.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $246251.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $150941.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $41264.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $93796.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $19428.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $26332.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $13399.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $86371.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8749%  | 0.0000% | $10000000.00       | $122180.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $27923.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $21777.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $66657.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $366694.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.4749%  | 0.0000% | $15000000.00       | $1112270.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.5749%  | 0.0000% | $34138395.00       | $1204269.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2749%  | 0.0000% | $29100000.00       | $1428551.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $479181.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.7749%  | 0.0000% | $80000000.00       | $824925.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $185651.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $140698.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $42322.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $734802.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 5.5000%  | 0.0000% | $2869870.00        | $248633.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $292673.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $15982.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $153543.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $520413.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $937653.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $224089.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $32012.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $90168.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $470112.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $23180.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $46640.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $202295.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $115222.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $59474.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3329%  | 0.0000% | $48182959.00       | $1323402.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | N/A      | 0.0000% | $25000000.00       | $22635800.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | N/A      | 0.0000% | $6600000.00        | $6471425.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | N/A      | 0.0000% | $228737721.00      | $16090783.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-16      | N/A      | 0.0000% | $8904063.00        | $8159567.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | N/A      | 0.0000% | $60000.00          | $49038.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-20      | 3.5000%  | 0.0000% | $11074030.00       | $671.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $3427000.00        | $64410.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-09-16      | 2.5000%  | 0.0000% | $24900000.00       | $2522.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $470981.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.4495%  | 0.0000% | $187842399.00      | $2321.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0668%  | 0.0000% | $50000000.00       | $14008.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2007%  | 0.0000% | $7787000.00        | $2687.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.7061%  | 0.0000% | $83000000.00       | $229642.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4492%  | 0.0000% | $6230000.00        | $1301.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3059%  | 0.0000% | $2570000.00        | $3152.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3214%  | 0.0000% | $4700000.00        | $31232.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5015%  | 0.0000% | $69800000.00       | $27465.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $101.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3444.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.0910%  | 0.0000% | $20110000.00       | $5293.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1221%  | 0.0000% | $20130000.00       | $6817.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2299%  | 0.0000% | $2550000.00        | $9016.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4580%  | 0.0000% | $974000.00         | $439.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6824%  | 0.0000% | $31620000.00       | $84584.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $267.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $124.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0083%  | 0.0000% | $1840000.00        | $1232.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5862%  | 0.0000% | $7250000.00        | $36346.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.0113%  | 0.0000% | $160000000.00      | $3406.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $210.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5841%  | 0.0000% | $70404789.00       | $156599.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1684%  | 0.0000% | $32327393.00       | $5151.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0309%  | 0.0000% | $186970000.00      | $1925.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0247%  | 0.0000% | $150896202.00      | $6633.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.3329%  | 0.0000% | $24000000.00       | $125803.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.4329%  | 0.0000% | $13861142.00       | $14263.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.9436%  | 0.0000% | $3154000.00        | $11003.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 0.9358%  | 0.0000% | $32519064.00       | $53592.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.4829%  | 0.0000% | $43933666.00       | $65023.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $9116.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4878%  | 0.0000% | $244000.00         | $561.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2067%  | 0.0000% | $15280000.00       | $15921.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.1061%  | 0.0000% | $44160000.00       | $19879.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1472%  | 0.0000% | $5550000.00        | $7.34              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2491%  | 0.0000% | $40670000.00       | $57282.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4617%  | 0.0000% | $4500000.00        | $12086.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8716%  | 0.0000% | $1315000.00        | $3564.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.5489%  | 0.0000% | $5915000.00        | $23378.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $96.54             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1214%  | 0.0000% | $67275564.00       | $31578.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1752%  | 0.0000% | $2369000.00        | $1123.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3560%  | 0.0000% | $53026847.00       | $13895.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $48870.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.4605%  | 0.0000% | $81620726.00       | $395278.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7058%  | 0.0000% | $212570560.00      | $118162.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-02-20      | 4.0000%  | 0.0000% | $26831725.00       | $444.69            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 1.3304%  | 0.0000% | $73086544.00       | $1050.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.3829%  | 0.0000% | $72207000.00       | $91554.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-05-20      | 4.0000%  | 0.0000% | $11049609.00       | $13741.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $62822.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-16      | 3.5000%  | 0.0000% | $376496.00         | $487441.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $3493.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $1000000.00        | $29467.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.3605%  | 0.0000% | $11167583.00       | $2321.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $17360904.00       | $65196.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.8829%  | 0.0000% | $59403599.00       | $394739.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2450%  | 0.0000% | $2689000.00        | $4151.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.7448%  | 0.0000% | $125239007.00      | $960105.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2918%  | 0.0000% | $5831000.00        | $11090.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1601%  | 0.0000% | $18723000.00       | $2351.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4931%  | 0.0000% | $23000000.00       | $95271.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7193%  | 0.0000% | $288270000.00      | $123370.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3555%  | 0.0000% | $276832000.00      | $743307.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0131%  | 0.0000% | $155389291.00      | $5274.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $62.02             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1535%  | 0.0000% | $65000000.00       | $32171.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3667%  | 0.0000% | $2873000.00        | $586.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3410%  | 0.0000% | $657000.00         | $33.03             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.1654%  | 0.0000% | $15248565.00       | $18780.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-06-20      | 2.5075%  | 0.0000% | $17909885.00       | $82006.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5443%  | 0.0000% | $125765018.00      | $1292609.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.6915%  | 0.0000% | $50699000.00       | $618410.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.4853%  | 0.0000% | $21567000.00       | $130423.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4776%  | 0.0000% | $10000000.00       | $89435.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4941%  | 0.0000% | $7837000.00        | $29818.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4343%  | 0.0000% | $3360000.00        | $11857.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.1754%  | 0.0000% | $39705000.00       | $44534.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-11-16      | 0.7234%  | 0.0000% | $33180300.00       | $226636.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $741791.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.7380%  | 0.0000% | $11295000.00       | $80438.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4898%  | 0.0000% | $42818289.00       | $161559.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.6599%  | 0.0000% | $124450000.00      | $423025.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6875%  | 0.0000% | $35563000.00       | $254293.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5615%  | 0.0000% | $10000000.00       | $123077.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6349%  | 0.0000% | $27650000.00       | $221171.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $144156.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 3.0749%  | 0.0000% | $50000000.00       | $941934.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 1.1585%  | 0.0000% | $30000000.00       | $1811591.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 0.2585%  | 0.0000% | $50000000.00       | $994609.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $233679.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $13082.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $46091.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $16832.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $33295.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $4372.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3249%  | 0.0000% | $3235000.00        | $102582.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.7249%  | 0.0000% | $10000000.00       | $275061.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $62832.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $357809.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $106372.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $269937.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $328914.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $151215.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $133547.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $996000.00         | $126309.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.2749%  | 0.0000% | $60000000.00       | $1492720.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $207816.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.5749%  | 0.0000% | $25000000.00       | $257917.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $1785.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $14824.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10015.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $61145.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $48879.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $80423.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $80712.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $13715.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $68848.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8049%  | 0.0000% | $10000000.00       | $380420.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.4249%  | 0.0000% | $43658507.00       | $1672499.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $10937784.00       | $956183.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6749%  | 0.0000% | $25000000.00       | $661402.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.9249%  | 0.0000% | $45000000.00       | $426118.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $27442.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $47494.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $16146.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $28880.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.3967%  | 0.0000% | $102000000.00      | $1225819.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.7237%  | 0.0000% | $100000000.00      | $1133201.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.1090%  | 0.0000% | $78665828.00       | $1250909.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.0882%  | 0.0000% | $156350000.00      | $2269638.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 4.0000%  | 0.0000% | $18647509.00       | $94.86             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 4.5000%  | 0.0000% | $18786795.00       | $37413.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $541.41            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.7734%  | 0.0000% | $18594286.00       | $89283.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $300000.00         | $436780.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.9234%  | 0.0000% | $2483600.00        | $16533.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.4234%  | 0.0000% | $14970686.00       | $137438.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $35950.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $87433105.00       | $5333.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-05-25      | 3.5000%  | 0.0000% | $7819714.00        | $389.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.9436%  | 0.0000% | $2181819.00        | $565528.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $91597.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $5203.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $83745.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 2.5000%  | 0.0000% | $10227310.00       | $2489.05           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $85.80             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $12800.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $6806134.00        | $8493003.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $2703.50           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 2.4234%  | 0.0000% | $200000.00         | $3668.05           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 2.4234%  | 0.0000% | $25931200.00       | $15753.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.6911%  | 0.0000% | $277000000.00      | $1096211.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.2112%  | 0.0000% | $175000000.00      | $9210.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.9681%  | 0.0000% | $83532611.00       | $87113.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $2660.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0372%  | 0.0000% | $710330958.00      | $62935.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-06-25      | 3.5000%  | 0.0000% | $1213594.00        | $1431923.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $97920.00          | $101348.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 2.2234%  | 0.0000% | $67238023.00       | $352493.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.6244%  | 0.0000% | $20000000.00       | $253227.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.1294%  | 0.0000% | $4059992.00        | $186613.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.2985%  | 0.0000% | $345000.00         | $1682.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.2315%  | 0.0000% | $25000000.00       | $46318.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.2379%  | 0.0000% | $10000000.00       | $186627.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.8486%  | 0.0000% | $23972632.00       | $148545.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.8579%  | 0.0000% | $86641645.00       | $212269.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.4171%  | 0.0000% | $19000000.00       | $111977.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.7092%  | 0.0000% | $129352688.00      | $955770.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.2187%  | 0.0000% | $10000000.00       | $733831.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.5904%  | 0.0000% | $10617723.00       | $126428.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.3600%  | 0.0000% | $105056777.00      | $50845.07          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 2.0000%  | 0.0000% | $100000.00         | $67536.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 1.3041%  | 0.0000% | $5600000.00        | $223572.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.9597%  | 0.0000% | $19404255.00       | $260169.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.4306%  | 0.0000% | $28871368.00       | $196702.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6242%  | 0.0000% | $55100000.00       | $66936.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $166825.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 0.4879%  | 0.0000% | $44000000.00       | $942183.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8297%  | 0.0000% | $4075000.00        | $133725.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.8871%  | 0.0000% | $12500000.00       | $266742.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $49517.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $482023.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | 0.0379%  | 0.0000% | $48224639.00       | $413910.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $50989.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $290562.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2907%  | 0.0000% | $156262.00         | $11511.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $15165.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $23017.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $565839.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $124242.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $20650.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $48175.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $46.53             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $5.97              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $5751.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3975%  | 0.0000% | $303515873.00      | $18812.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.90              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $0.29              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1318.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $49.22             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $5.94              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $180.05            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $11008.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.4105%  | 0.0000% | $19801000.00       | $12365.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.3605%  | 0.0000% | $885000.00         | $25474.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $147768.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8294%  | 0.0000% | $41106136.00       | $16365.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.1089%  | 0.0000% | $4500000.00        | $37451.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.6656%  | 0.0000% | $40081161.00       | $104704.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.7398%  | 0.0000% | $2828000.00        | $18268.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.9364%  | 0.0000% | $2643000.00        | $13216.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.2459%  | 0.0000% | $6434000.00        | $37237.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.5852%  | 0.0000% | $1036000.00        | $5980.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.4792%  | 0.0000% | $38214880.00       | $189883.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0363%  | 0.0000% | $208000.00         | $2889.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3319%  | 0.0000% | $1157000.00        | $4866.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 2.3846%  | 0.0000% | $9026000.00        | $44336.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7043%  | 0.0000% | $9850000.00        | $44143.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $45146.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $81859.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $41357.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.3749%  | 0.0000% | $50000000.00       | $1778554.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $51723.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1000%  | 0.0000% | $17000000.00       | $22264.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $133619.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $5369.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $26684.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $15000000.00       | $39737.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $169877.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $46984.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $87526.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $150000000.00      | $71312.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $187500.00         | $17088.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 6.0000%  | 0.0000% | $1041667.00        | $82158.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $80000000.00       | $87244.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $20317.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $13088.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $258153.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $124292.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $88312.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $106896.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $117937.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $114006.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.3249%  | 0.0000% | $50000000.00       | $618157.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $135638.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $60288.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $196328.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $384239.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $5725000.00        | $600519.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $274555.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $86432.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $63000000.00       | $264428.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $180262.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $391735.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $394841.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $506681.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $376210.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $2085.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $766.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $28701143.00       | $165719.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $18500000.00       | $138590.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.1749%  | 0.0000% | $96000000.00       | $709953.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $1122749.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $454779.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $881740.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $5157.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $787935.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $19286.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $421244.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $164429.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $43323.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $16527.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $100000000.00      | $404373.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $291661.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.6249%  | 0.0000% | $50000000.00       | $569963.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.7989%  | 0.0000% | $4863186.00        | $180058.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.8979%  | 0.0000% | $115680000.00      | $8627269.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8776%  | 0.0000% | $3200000.00        | $166386.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9924%  | 0.0000% | $855000.00         | $50459.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.9706%  | 0.0000% | $21420000.00       | $1054895.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7869%  | 0.0000% | $33000000.00       | $1469391.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9342%  | 0.0000% | $3330000.00        | $175711.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8226%  | 0.0000% | $10295000.00       | $522239.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0117%  | 0.0000% | $31860000.00       | $1856357.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 1.4223%  | 0.0000% | $540000.00         | $44202.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-11-16      | 0.8362%  | 0.0000% | $37728000.00       | $1830597.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7199%  | 0.0000% | $17393000.00       | $704251.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6026%  | 0.0000% | $4500000.00        | $375745.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.7000%  | 0.0000% | $8300000.00        | $166701.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8860%  | 0.0000% | $9148000.00        | $453014.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $14111.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $19642.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9393%  | 0.0000% | $1478000.00        | $54818.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0561%  | 0.0000% | $661000.00         | $21610.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8770%  | 0.0000% | $1304000.00        | $38084.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $49000000.00       | $1560573.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7992%  | 0.0000% | $41426000.00       | $1490162.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1632%  | 0.0000% | $7400000.00        | $457158.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.9029%  | 0.0000% | $2500000.00        | $99652.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7875%  | 0.0000% | $17393308.00       | $752641.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6068%  | 0.0000% | $19129000.00       | $570913.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.7637%  | 0.0000% | $43000000.00       | $1545220.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0873%  | 0.0000% | $44177162.00       | $954641.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2844%  | 0.0000% | $7020246.00        | $194647.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.0190%  | 0.0000% | $23262877.00       | $300252.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.3431%  | 0.0000% | $30602794.00       | $26200.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2298%  | 0.0000% | $28607880.00       | $1249526.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.4289%  | 0.0000% | $4669000.00        | $112149.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2694%  | 0.0000% | $14635149.00       | $633021.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9207%  | 0.0000% | $16000000.00       | $522852.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9127%  | 0.0000% | $11700000.00       | $103987.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1018%  | 0.0000% | $17157604.00       | $726156.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.9074%  | 0.0000% | $23205000.00       | $626489.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.4137%  | 0.0000% | $8700000.00        | $53712.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0450%  | 0.0000% | $15293749.00       | $399056.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5792%  | 0.0000% | $12977576.00       | $405227.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1452%  | 0.0000% | $5049054.00        | $27460.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.1244%  | 0.0000% | $45512037.00       | $830825.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.5271%  | 0.0000% | $28703471.00       | $598883.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8263%  | 0.0000% | $2500000.00        | $127854.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.0085%  | 0.0000% | $20819882.00       | $75.93             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9946%  | 0.0000% | $25345000.00       | $1534173.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0347%  | 0.0000% | $5212000.00        | $289593.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7973%  | 0.0000% | $3000000.00        | $154998.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1448%  | 0.0000% | $1223000.00        | $69440.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.0085%  | 0.0000% | $197271706.00      | $636.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $50000000.00       | $31991.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $88819.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.4829%  | 0.0000% | $48400735.00       | $118331.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 0.0829%  | 0.0000% | $100000000.00      | $345086.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 0.0529%  | 0.0000% | $50000000.00       | $27886.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8033%  | 0.0000% | $355551.00         | $16284.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-16      | 0.0085%  | 0.0000% | $15600000.00       | $18.42             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9163%  | 0.0000% | $26100000.00       | $1517964.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8818%  | 0.0000% | $7164000.00        | $367663.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.0085%  | 0.0000% | $99260632.00       | $368.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8672%  | 0.0000% | $1371000.00        | $69034.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $180500.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.7967%  | 0.0000% | $10000000.00       | $475801.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9040%  | 0.0000% | $10570000.00       | $577081.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0687%  | 0.0000% | $19000000.00       | $1439247.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9934%  | 0.0000% | $10000000.00       | $533665.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9897%  | 0.0000% | $10700000.00       | $542443.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4283%  | 0.0000% | $10500000.00       | $727681.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4330%  | 0.0000% | $22500000.00       | $1571795.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8832%  | 0.0000% | $39000000.00       | $2128082.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7004%  | 0.0000% | $10000000.00       | $432206.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9070%  | 0.0000% | $6270000.00        | $333880.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9668%  | 0.0000% | $1382000.00        | $82509.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7103%  | 0.0000% | $18858000.00       | $1012518.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9813%  | 0.0000% | $3600000.00        | $193455.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9976%  | 0.0000% | $11000000.00       | $665533.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.0085%  | 0.0000% | $92000000.00       | $100.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6396%  | 0.0000% | $22400000.00       | $893506.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8018%  | 0.0000% | $374000.00         | $18633.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5700%  | 0.0000% | $7000000.00        | $267307.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1088150.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7034%  | 0.0000% | $17300000.00       | $859590.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8228%  | 0.0000% | $14918000.00       | $895882.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0220%  | 0.0000% | $330000.00         | $21223.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6990%  | 0.0000% | $5100000.00        | $247879.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3320%  | 0.0000% | $535000.00         | $45918.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8438%  | 0.0000% | $580000.00         | $32510.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.6137%  | 0.0000% | $10000000.00       | $438894.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9554%  | 0.0000% | $770000.00         | $51177.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-16      | 1.6085%  | 0.0000% | $35000000.00       | $1918534.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.5571%  | 0.0000% | $15000000.00       | $753874.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7621%  | 0.0000% | $5347000.00        | $314770.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $215109.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $66603.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $136940.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $264065.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $166665.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $337640.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $63032.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $105512.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $350399.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4749%  | 0.0000% | $170000000.00      | $717443.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8749%  | 0.0000% | $80516000.00       | $1592234.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.3879%  | 0.0000% | $16050000.00       | $897962.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1500%  | 0.0000% | $15000000.00       | $45567.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $100000000.00      | $94905.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $236484.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.2000%  | 0.0000% | $195000000.00      | $707930.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $195373.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.3879%  | 0.0000% | $102718523.00      | $984643.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $471868.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.5379%  | 0.0000% | $21088668.00       | $1319041.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $1872535.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $778838.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 5.5000%  | 0.0000% | $38687908.00       | $4554712.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 1.4379%  | 0.0000% | $41000000.00       | $1342292.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.0500%  | 0.0000% | $9000000.00        | $18329.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $3000000.00        | $36788.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1228.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.5629%  | 0.0000% | $250997935.00      | $3560.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.7734%  | 0.0000% | $21244584.00       | $1685.29           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-04-25      | 4.5000%  | 0.0000% | $1600000.00        | $273652.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.5000%  | 0.0000% | $1900000.00        | $312788.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.9234%  | 0.0000% | $3050000.00        | $287.90            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-05-15      | N/A      | 0.0000% | $1000000.00        | $2796.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-15      | N/A      | 0.0000% | $600000.00         | $4808.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-04-25      | 4.5000%  | 0.0000% | $278929.00         | $18171.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 6.5000%  | 0.0000% | $7100000.00        | $182.51            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 2.2734%  | 0.0000% | $3918472.00        | $1660.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 4.5000%  | 0.0000% | $3373000.00        | $602557.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 5.5000%  | 0.0000% | $56842171.00       | $2532249.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-11-15      | N/A      | 0.0000% | $2715000.00        | $92702.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.5000%  | 0.0000% | $1300000.00        | $235140.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 2.2727%  | 0.0000% | $18300000.00       | $1161.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.5000%  | 0.0000% | $600000.00         | $161963.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.9927%  | 0.0000% | $100000000.00      | $10834.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4672%  | 0.0000% | $86271611.00       | $27686.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 5.5000%  | 0.0000% | $30227272.00       | $58125.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 4.5000%  | 0.0000% | $500000.00         | $238601.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 4.5000%  | 0.0000% | $1100000.00        | $188472.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 2.4853%  | 0.0000% | $25531180.00       | $187707.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 4.5000%  | 0.0000% | $500000.00         | $79629.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $438757.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $107154.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 2.7703%  | 0.0000% | $11678000.00       | $531661.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.0636%  | 0.0000% | $50000.00          | $24370.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $6229.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $978.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1487%  | 0.0000% | $3913000.00        | $2.01              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7890%  | 0.0000% | $9000000.00        | $76.75             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 1.5979%  | 0.0000% | $6000000.00        | $242.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.29              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0001%  | 0.0000% | $92307606.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $6.91              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $836980.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $16000000.00       | $1701525.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.4635%  | 0.0000% | $47897951.00       | $95538.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.6487%  | 0.0000% | $34242459.00       | $12880.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.2530%  | 0.0000% | $38232128.00       | $85965.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.4898%  | 0.0000% | $17039817.00       | $7617.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.7863%  | 0.0000% | $12068141.00       | $45.20             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.5920%  | 0.0000% | $58505000.00       | $47205.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6352%  | 0.0000% | $30058530.00       | $41147.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.1066%  | 0.0000% | $128064500.00      | $69185.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.4975%  | 0.0000% | $120000000.00      | $15361.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7471%  | 0.0000% | $1100000.00        | $898.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $3750000.00        | $44991.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 2.5000%  | 0.0000% | $25011927.00       | $1398.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.3658%  | 0.0000% | $2659000.00        | $34084.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6339%  | 0.0000% | $21066040.00       | $414406.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3414%  | 0.0000% | $25812000.00       | $269915.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2066%  | 0.0000% | $500000.00         | $3378.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5791%  | 0.0000% | $67120667.00       | $72245.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5298%  | 0.0000% | $1183000.00        | $3247.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.4860%  | 0.0000% | $1500000.00        | $1806.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2635%  | 0.0000% | $19428364.00       | $72245.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.9205%  | 0.0000% | $80000000.00       | $243859.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.9627%  | 0.0000% | $46268225.00       | $213988.59         | Agency Collateralized Mortgage Obligation |

### Security 254: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.710000%
- **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: ARP1HBUO4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1HBUO4_3.71_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.1500%  | 0.0000% | $50000000.00       | $169225.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.0500%  | 0.0000% | $250000000.00      | $272406.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.0879%  | 0.0000% | $50000000.00       | $161106.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2047-08-15      | 2.0912%  | 0.0000% | $6393674.00        | $389582.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | N/A      | 0.0000% | $180000000.00      | $1053869.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | N/A      | 0.0000% | $30000000.00       | $42015.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.0500%  | 0.0000% | $100000000.00      | $140092.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 6.5000%  | 0.0000% | $22120807.00       | $5108892.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-05-25      | 1.8379%  | 0.0000% | $60295689.00       | $1949619.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-01-25      | 5.5000%  | 0.0000% | $1390667.00        | $284080.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 1.3532%  | 0.0000% | $40000000.00       | $1205934.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 1.2575%  | 0.0000% | $155000000.00      | $6363946.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 1.4789%  | 0.0000% | $101080944.00      | $3649761.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-04-25      | 0.1500%  | 0.0000% | $10292604.00       | $41300.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-03-25      | 0.1000%  | 0.0000% | $32078176.00       | $90014.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 0.2000%  | 0.0000% | $50000000.00       | $313211.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 1.0408%  | 0.0000% | $810000000.00      | $3007244.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 0.0100%  | 0.0000% | $710000000.00      | $210238.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 1.0026%  | 0.0000% | $125000000.00      | $3388174.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 0.0500%  | 0.0000% | $50000000.00       | $62327.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 1.6405%  | 0.0000% | $100000000.00      | $4818027.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 5.5000%  | 0.0000% | $5745681.00        | $1122299.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 2.0379%  | 0.0000% | $100000000.00      | $4828938.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 0.6379%  | 0.0000% | $50000000.00       | $837795.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-01-25      | 2.0379%  | 0.0000% | $162262630.00      | $5528545.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $100126.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-04-25      | 5.5000%  | 0.0000% | $8456357.00        | $1031778.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 1.7879%  | 0.0000% | $81509670.00       | $3475633.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.1800%  | 0.0000% | $217275508.00      | $1336641.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 5.5000%  | 0.0000% | $24644545.00       | $4064630.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 1.3679%  | 0.0000% | $145760886.00      | $3455343.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 0.2500%  | 0.0000% | $75000000.00       | $332513.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2047-10-25      | 2.4734%  | 0.0000% | $117305846.00      | $2176654.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-09-25      | 2.3234%  | 0.0000% | $78844345.00       | $2835750.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3654653.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $4995760.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 1.1379%  | 0.0000% | $101315018.00      | $1548083.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $2603274.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 2.3379%  | 0.0000% | $109383481.00      | $3376671.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-01-25      | 3.3879%  | 0.0000% | $57048000.00       | $1215790.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-06-25      | 2.2879%  | 0.0000% | $75000000.00       | $2069105.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 2.2379%  | 0.0000% | $49499688.00       | $1072054.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.7879%  | 0.0000% | $50000000.00       | $626148.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 3.3879%  | 0.0000% | $12600000.00       | $691439.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $139049.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-08-25      | 6.0000%  | 0.0000% | $45189500.00       | $6431087.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-11-25      | 2.9879%  | 0.0000% | $36703385.00       | $2624714.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-04-25      | 5.5000%  | 0.0000% | $9495636.00        | $676633.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-11-25      | 5.5000%  | 0.0000% | $2219377.00        | $395295.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 2.9879%  | 0.0000% | $6250000.00        | $595312.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 2.9879%  | 0.0000% | $21955400.00       | $2236691.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 2.9879%  | 0.0000% | $7500000.00        | $623274.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 0.0200%  | 0.0000% | $32000000.00       | $23994.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-02-25      | 6.0000%  | 0.0000% | $1770895.00        | $256898.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 0.8879%  | 0.0000% | $76000000.00       | $1098139.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 1.4379%  | 0.0000% | $30500000.00       | $1218322.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-09-25      | 0.0500%  | 0.0000% | $51000000.00       | $66650.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 6.0000%  | 0.0000% | $416667.00         | $42923.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 3.4379%  | 0.0000% | $15483059.00       | $1456821.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 0.0500%  | 0.0000% | $15483058.00       | $22195.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $864958.00         | $176969.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 6.0000%  | 0.0000% | $5043752.00        | $1065026.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 3.4879%  | 0.0000% | $43508274.00       | $4154008.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-10-25      | 2.1379%  | 0.0000% | $25000000.00       | $1194790.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 6.0000%  | 0.0000% | $7000000.00        | $1427018.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 6.0000%  | 0.0000% | $5031250.00        | $1026297.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 6.0000%  | 0.0000% | $4352416.00        | $876102.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 5.5000%  | 0.0000% | $5735032.00        | $923785.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 5.5000%  | 0.0000% | $636364.00         | $94175.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-10-25      | 5.5000%  | 0.0000% | $1447201.00        | $254191.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 5.5000%  | 0.0000% | $10100000.00       | $829749.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2035-08-25      | 0.5020%  | 0.0000% | $30000000.00       | $347655.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-01-25      | 0.2020%  | 0.0000% | $103067204.00      | $486076.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2036-01-25      | 0.2020%  | 0.0000% | $59999999.00       | $282966.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2033-01-25      | 0.2624%  | 0.0000% | $50000000.00       | $776023.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-02-25      | 6.0000%  | 0.0000% | $11291000.00       | $2427677.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-02-25      | 1.0379%  | 0.0000% | $104701778.00      | $3530956.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 6.0000%  | 0.0000% | $21963152.00       | $4043903.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 0.9579%  | 0.0000% | $96982544.00       | $3114995.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 6.0000%  | 0.0000% | $4100833.00        | $592464.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 0.0879%  | 0.0000% | $150000000.00      | $1242729.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | N/A      | 0.0000% | $150000000.00      | $595199.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 1.8879%  | 0.0000% | $68300253.00       | $3186085.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 5.5000%  | 0.0000% | $2985818.00        | $623007.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 0.6079%  | 0.0000% | $30000000.00       | $515843.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-08-25      | 5.5000%  | 0.0000% | $1637410.00        | $224519.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 0.7879%  | 0.0000% | $60000000.00       | $1333374.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 0.6879%  | 0.0000% | $120419886.00      | $2335568.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 0.0500%  | 0.0000% | $50000000.00       | $78689.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 0.1000%  | 0.0000% | $200000000.00      | $626550.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-07-25      | 5.5000%  | 0.0000% | $3950409.00        | $437022.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 0.2000%  | 0.0000% | $10000000.00       | $64489.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 5.5000%  | 0.0000% | $100000.00         | $18602.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 5.5000%  | 0.0000% | $2727272.00        | $520531.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-01-25      | 3.2379%  | 0.0000% | $23116400.00       | $1913368.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 5.5000%  | 0.0000% | $659091.00         | $139917.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.5000%  | 0.0000% | $227273.00         | $45464.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 0.1041%  | 0.0000% | $40000000.00       | $404062.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 0.0800%  | 0.0000% | $25000000.00       | $31347.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 0.3011%  | 0.0000% | $75000000.00       | $1006984.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | N/A      | 0.0000% | $5000000.00        | $25975.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-09-25      | 2.3234%  | 0.0000% | $67482958.00       | $2304640.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-11-25      | 2.3234%  | 0.0000% | $61023860.00       | $1260690.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-12-25      | 5.5000%  | 0.0000% | $3019318.00        | $403917.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 0.8789%  | 0.0000% | $65804739.00       | $1624959.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 0.1000%  | 0.0000% | $30000000.00       | $81093.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 5.5000%  | 0.0000% | $90909.00          | $17642.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 1.7278%  | 0.0000% | $64593236.00       | $2938150.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 1.3789%  | 0.0000% | $193473877.00      | $5446716.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 1.1008%  | 0.0000% | $100000000.00      | $2812231.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 1.2522%  | 0.0000% | $130000000.00      | $4177827.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 0.8630%  | 0.0000% | $191875591.00      | $5197505.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 1.2058%  | 0.0000% | $192188136.00      | $5214058.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 1.2062%  | 0.0000% | $60608405.00       | $2535432.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 0.0500%  | 0.0000% | $142188136.00      | $156485.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-06-25      | 0.2500%  | 0.0000% | $141875591.00      | $910667.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 2.3379%  | 0.0000% | $94428253.00       | $5649018.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.7379%  | 0.0000% | $81760575.00       | $1475462.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $2940363.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-03-15      | 2.2427%  | 0.0000% | $30959344.00       | $2177248.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 1.0879%  | 0.0000% | $135827942.00      | $2697151.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 1.4379%  | 0.0000% | $205000000.00      | $3049597.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 2.2379%  | 0.0000% | $76849463.00       | $3255152.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 0.0500%  | 0.0000% | $290500000.00      | $157240.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 0.0500%  | 0.0000% | $190500000.00      | $103647.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 0.0500%  | 0.0000% | $190500000.00      | $78171.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-02-25      | 1.5379%  | 0.0000% | $225000000.00      | $3256974.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 1.7879%  | 0.0000% | $150000000.00      | $4715016.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 1.7879%  | 0.0000% | $100000000.00      | $3630128.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-07-25      | 5.0000%  | 0.0000% | $1445007.00        | $127998.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 1.8379%  | 0.0000% | $25000000.00       | $1116873.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 6.0000%  | 0.0000% | $25346417.00       | $3588052.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-01-25      | 6.0000%  | 0.0000% | $250000.00         | $27573.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 6.0000%  | 0.0000% | $2708459.00        | $440593.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 6.0000%  | 0.0000% | $708333.00         | $70910.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-09-25      | 3.4379%  | 0.0000% | $32122363.00       | $2817128.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $39583.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-05-25      | 6.0000%  | 0.0000% | $447916.00         | $60788.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-01-25      | 6.0000%  | 0.0000% | $6895000.00        | $707571.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-07-25      | 5.5000%  | 0.0000% | $7079126.00        | $683864.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 2.9379%  | 0.0000% | $62467855.00       | $4632633.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 2.9379%  | 0.0000% | $42754489.00       | $3847695.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-05-25      | 6.0000%  | 0.0000% | $4583333.00        | $518398.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 3.4879%  | 0.0000% | $75000000.00       | $6663098.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 2.1379%  | 0.0000% | $27000000.00       | $1433410.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 0.0500%  | 0.0000% | $62467855.00       | $126317.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-07-25      | 5.5000%  | 0.0000% | $13372480.00       | $1106830.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 2.9879%  | 0.0000% | $3750000.00        | $337790.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2036-10-25      | 5.5000%  | 0.0000% | $2958545.00        | $546081.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 1.8379%  | 0.0000% | $84063488.00       | $4374617.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-01-25      | 1.7879%  | 0.0000% | $57733661.00       | $1065372.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 0.1000%  | 0.0000% | $70000000.00       | $264409.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-08-25      | 5.5000%  | 0.0000% | $1281817.00        | $127409.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 5.5000%  | 0.0000% | $28448544.00       | $5365180.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 0.2879%  | 0.0000% | $190000000.00      | $2434595.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 3.1879%  | 0.0000% | $23750000.00       | $2488495.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 0.0500%  | 0.0000% | $50000000.00       | $59648.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2036-08-25      | 6.0000%  | 0.0000% | $5871802.00        | $910524.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 5.5000%  | 0.0000% | $4068183.00        | $765469.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-03-25      | 5.5000%  | 0.0000% | $7096307.00        | $881001.93         | Agency Collateralized Mortgage Obligation |

### Security 255: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **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: ARP1HEWU2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HEWU2_3.74_1104
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $678039.00         | $600883.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $149576.00         | $126008.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $13312168.00       | $10483277.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $458911.00         | $246573.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.0000%  | 0.0000% | $210000.00         | $182590.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $3905574.00        | $3459767.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $1185000.00        | $1033811.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $7197261.00        | $6250705.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1228900.00        | $981828.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 3.5000%  | 0.0000% | $1360598.00        | $1173718.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.0000%  | 0.0000% | $75806.00          | $66815.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1827341.00        | $1520308.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $2152645.00        | $1783497.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $4647772.00        | $3766090.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $348000.00         | $294565.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1771275.00        | $1796704.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $2039050.00        | $2106985.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1206101.00        | $1098250.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1074099.00        | $525063.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3838021.00        | $3324937.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $903.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $293000.00         | $275072.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $2135904.00        | $1361254.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $2200980.00        | $2294001.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $786001.00         | $686251.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1599656.00        | $1113615.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 3.5000%  | 0.0000% | $85061.00          | $72167.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.0000%  | 0.0000% | $325000.00         | $287103.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $140000.00         | $123866.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $2206640.00        | $1955483.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1167518.00        | $923657.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.0000%  | 0.0000% | $12276450.00       | $10811928.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 3.5000%  | 0.0000% | $509926.00         | $439174.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3000000.00        | $2800706.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $90845.00          | $80659.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $3511608.00        | $2953331.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $3733568.00        | $3314938.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1001317.00        | $805762.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3363085.00        | $3349569.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $96561.00          | $81283.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1518532.00        | $1297087.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $4416441.00        | $3971421.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $80000.00          | $73149.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000923.00        | $1040310.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1070989.00        | $1044581.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1050336.00        | $1085752.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $2340865.00        | $2448000.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2413773.00        | $2468067.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2101693.00        | $1330291.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $672704.00         | $414738.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $10125130.00       | $6264557.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $4398166.00        | $4248737.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1754700.00        | $1485268.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $144459.00         | $62991.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $10790000.00       | $9278238.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $380590.00         | $322558.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1953149.00        | $1775694.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $1147697.00        | $876640.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1157594.00        | $1092861.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 7.0000%  | 0.0000% | $1282500.00        | $1054024.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5387897.00        | $4270888.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3065024.00        | $3050774.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2200480.00        | $1856193.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $3233832.00        | $2541410.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $3190876.00        | $2566914.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1099677.00        | $1077213.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1170892.00        | $1197577.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 3.5000%  | 0.0000% | $75000.00          | $62330.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $500000.00         | $439246.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $608000.00         | $505728.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $7885114.00        | $6672247.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 7.0000%  | 0.0000% | $7436632.00        | $5987038.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $13598524.00       | $13148896.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $22007137.00       | $21252970.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1949.00           | $1945.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $21606000.00       | $19468496.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $310000.00         | $288560.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $5849552.00        | $5423478.64        | Agency Mortgage-Backed Securities |

### Security 256: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.760000%
- **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: ARP1HFXU8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HFXU8_3.76_0105
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $2255104.00        | $2346081.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2426075.00        | $2478109.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1039150.00        | $1062307.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $3174533.00        | $3230103.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1224768.00        | $829500.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $3016278.00        | $3104999.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1758935.00        | $1802411.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $586.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1441403.00        | $1481966.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1537074.00        | $1577109.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $108177.00         | $89491.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $2839606.00        | $2928742.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $4241626.00        | $3531413.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $7064159.00        | $6700056.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1154125.00        | $1187955.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1439525.00        | $1475739.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $3385650.00        | $3462098.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1720996.00        | $1314576.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1192626.00        | $844156.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $836547.00         | $847452.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2563.00           | $2606.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1175008.00        | $1147896.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1542196.00        | $1596818.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1735086.00        | $1758542.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $7365805.00        | $6932621.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1032500.00        | $1053136.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $9776508.00        | $8071280.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $24061156.00       | $21408173.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $115854454.00      | $105490672.57      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $3347614.00        | $3072544.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $16309467.00       | $15170850.05       | Agency Mortgage-Backed Securities |

### Security 257: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HNFB3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HNFB3_3.67_0811
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $504595.00         | $515366.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $932.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $17881.00          | $15011.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $75979522.00       | $69626119.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1125131.00        | $1178898.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1226724.00        | $1250774.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $14367810.00       | $14121804.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $8201543.00        | $7984249.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1480000.00        | $1119485.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $6072575.00        | $4563341.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $4970570.00        | $4988908.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1662050.00        | $1715288.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1457386.00        | $985513.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1249554.00        | $1288788.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1034091.00        | $1063518.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $5083208.00        | $5140188.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1030942.00        | $883361.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $4288551.00        | $4093491.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $1182044.00        | $860676.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $1074335.00        | $1029474.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2882194.00        | $2395027.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1117356.00        | $1143827.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4697084.00        | $3761702.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2860369.00        | $2951630.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $3820980.00        | $3514504.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1577667.00        | $1672251.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $3699613.00        | $2681884.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $9347108.00        | $9106368.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $5534663.00        | $4229736.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1177345.00        | $1250000.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $2397124.00        | $2473462.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $38000000.00       | $33772957.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.0000%  | 0.0000% | $13795082.00       | $12632881.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $1658555.00        | $1557955.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 3.5000%  | 0.0000% | $491663.00         | $430614.50         | Agency Mortgage-Backed Securities |

### Security 258: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.790000%
- **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: ARP1HQA13, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HQA13_3.79_0216
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5818753.00        | $5207502.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1460000.00        | $1311910.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 4.5000%  | 0.0000% | $8620389.00        | $7996100.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $4779520.00        | $4564190.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $3016949.00        | $2391191.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $891.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $3656572.00        | $3214158.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1722738.00        | $1451796.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $3691504.00        | $3479512.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 6.5000%  | 0.0000% | $117710514.00      | $82053345.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $14733673.00       | $12968691.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $201998.00         | $175988.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $86452.00          | $65736.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $8055366.00        | $5707627.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1423.00           | $795.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $1278032.00        | $955731.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1059837.00        | $937463.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $26776611.00       | $24117147.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $41778.00          | $27304.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $7333245.00        | $6322638.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $37520015.00       | $35886577.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $77941663.00       | $55346439.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $3585000.00        | $3317257.64        | Agency Mortgage-Backed Securities |

### Security 259: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HQKO2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1HQKO2_3.64_0605
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $103900149.20      | $53054013.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $1730000.00        | $429256.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $60000.00          | $14739.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $234000.00         | $117700.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $35981000.02       | $17542860.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $436978.45         | $209804.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $2054000.00        | $493637.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1119031.62        | $417048.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $27.32             | $12.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $20.89             | $9.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $17643007.09       | $7863276.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $16610000.00       | $7283734.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $40.32             | $17.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $28.94             | $11.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $1.01              | $0.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.11              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $546222.98         | $215687.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $27.39             | $10.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $2197752.79        | $843110.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $122.57            | $45.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2933158.81        | $1063451.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $588980.00         | $210663.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $15770170.62       | $5417510.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $100.81            | $34.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $591.40            | $198.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $7525867.15        | $2463592.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $0.62              | $0.20              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $27.60             | $8.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $8.95              | $2.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $34.93             | $10.71             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $5977058.11        | $1814790.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $1954188.93        | $570251.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $6140000.00        | $1761971.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $55.57             | $15.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $919880.45         | $249203.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $149559300.00      | $34951111.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $217864900.00      | $50411759.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $20238000.00       | $4637011.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2056-02-15      | N/A      | 0.0000% | $67442400.00       | $15306794.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $403900.00         | $431237.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $84935400.00       | $89964689.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $421154100.00      | $417817884.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 3.8750%  | 0.0000% | $302983500.00      | $302737619.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $133638.11         | $100147.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $26612.15          | $19459.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $973834.64         | $677590.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $33.95             | $23.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $647046.27         | $427894.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $65.52             | $42.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $8253224.37        | $5028739.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $1.15              | $0.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $4286056.24        | $3328336.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $146.89            | $106.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $38249271.85       | $26957857.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $30296061.19       | $20806819.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $587.20            | $577.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $3.08              | $2.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $547000.00         | $516335.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $2.95              | $2.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $1.68              | $1.55              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $45000.00          | $40707.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $78.79             | $52.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $4490977.39        | $2930488.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $4685865.64        | $4148256.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $7653323.85        | $6632821.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $1823100.00        | $1651343.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $66010900.00       | $43272125.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $12619300.00       | $6657791.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $29943200.00       | $15565673.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $19281300.00       | $9877752.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $100.00            | $44.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $98415600.00       | $42662473.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $800000.00         | $341878.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $10000000.00       | $4208580.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $65400000.00       | $27145578.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $23500000.00       | $9612510.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $9261500.00        | $3737117.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $300.00            | $119.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $100.00            | $39.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $69052800.00       | $26692290.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $6162100.00        | $2351962.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $4710000.00        | $1771586.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $40203300.00       | $14915745.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $32400.00          | $11404.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $7473900.00        | $2564765.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $196079400.00      | $66291503.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $2496200.00        | $821918.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $12861900.00       | $4182869.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $86314300.00       | $27688677.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $10807100.00       | $3427839.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $3863000.00        | $1207844.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $372120000.00      | $113375661.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2000.00           | $588.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $1900.00           | $551.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $4319300.00        | $2173571.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $12724300.00       | $3638246.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $550400.00         | $155199.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $1450000.00        | $403948.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $23580300.00       | $6491963.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $3078400.00        | $837660.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $4167200.00        | $1119805.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $10038800.00       | $2667178.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $1145000.00        | $300491.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $3564000.00        | $925071.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $32288100.00       | $8285513.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $104369100.00      | $26472804.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $1548000.00        | $389289.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $321094000.00      | $79971992.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $701000.00         | $172551.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $150813800.00      | $36817418.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $15520800.00       | $3743849.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $1931000.00        | $460645.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $2899000.00        | $684848.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $4285774.51        | $3634559.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $279.52            | $234.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $76.07             | $62.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $9751069.81        | $6193489.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $29406014.92       | $18169859.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $35658035.63       | $21427769.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $8301000.00        | $4916848.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $1119916.30        | $300025.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $12.79             | $7.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $3157000.00        | $832541.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $2280000.00        | $593340.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $148.15            | $38.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $125.00            | $66.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951314.95        | $4711623.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $55062548.32       | $28558190.69       | U.S. Treasuries (including strips) |

### Security 260: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.620000%
- **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: ARP1HSP21, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HSP21_3.62_0605
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2048-01-20      | 3.5000%  | 0.0000% | $477000.00         | $52522.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1068772.00        | $123622.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $1002.00           | $132.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $85000.00          | $11607.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $221000.00         | $37080.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-15      | 4.3900%  | 0.0000% | $51550.00          | $49275.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $92561.00          | $12296.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $8444224.00        | $670970.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $526750.00         | $43122.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $51578885.00       | $51774642.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $874259.00         | $862381.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1983123.00        | $136204.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $9659000.00        | $592130.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3354977.00        | $3119890.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4686906.00        | $4522019.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $249674891.00      | $245927130.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2998899.00        | $3024999.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $6077040.00        | $6002654.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11586774.00       | $11568601.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2015.00           | $2036.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $9215632.00        | $8433296.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $29464117.00       | $24515762.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $19657503.00       | $20212997.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 7.0000%  | 0.0000% | $2977000.00        | $3116220.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3642820.00        | $3619810.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3221979.00        | $3218637.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.5000%  | 0.0000% | $2690140.00        | $2670606.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $871372.00         | $201722.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.0000%  | 0.0000% | $293517.00         | $44621.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3186880.00        | $3256134.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.5000%  | 0.0000% | $31842.00          | $8732.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.5000%  | 0.0000% | $174478.00         | $16216.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-09-15      | 2.4100%  | 0.0000% | $292204.00         | $241081.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $422846.00         | $69228.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1453042.00        | $750597.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $889480.00         | $457950.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1765695.00        | $1810247.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2332546.00        | $2493066.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $5120.00           | $5261.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $6764300.00        | $6947584.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $3381142.00        | $3447551.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3114397.00        | $3254180.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2470444.00        | $2622482.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $56000.00          | $13338.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $834000.00         | $193722.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3267216.00        | $3331308.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $24981418.00       | $25676260.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $24325018.00       | $24400679.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $4020180.00        | $4203626.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $149891050.00      | $147240601.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $5000.00           | $5254.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 5.5000%  | 0.0000% | $2015.00           | $2034.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $3416630.00        | $3572755.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $3826014.00        | $3932209.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2931243.00        | $3064926.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3074355.00        | $3051746.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $2364.00           | $2357.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $68204.00          | $69639.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $3490458.00        | $3565988.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1700553.00        | $1691277.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $1481.00           | $1522.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $1931.00           | $2018.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $24494651.00       | $25605011.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3241555.00        | $3343320.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3306987.00        | $3309459.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3079189.00        | $3186872.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $6484965.00        | $4494034.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $629059.00         | $68759.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $38995999.00       | $6677807.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $20000000.00       | $19592049.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4005394.00        | $4080212.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3012578.00        | $3077915.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $12713400.00       | $2105898.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.0000%  | 0.0000% | $3163857.00        | $354031.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $2406084.00        | $450903.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 2.5000%  | 0.0000% | $103450.00         | $65375.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $24975.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $2799497.00        | $185930.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3077327.00        | $3142277.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $3000000.00        | $123018.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3102410.00        | $3152246.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $2965443.00        | $3038672.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 3.5000%  | 0.0000% | $175000.00         | $11161.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $4250881.00        | $250032.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.5000%  | 0.0000% | $203378.00         | $12977.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $900000.00         | $64122.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $5687468.00        | $352227.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $18549957.00       | $2325624.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $176994.00         | $20639.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $300000.00         | $30235.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $194981.00         | $13946.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 2.5000%  | 0.0000% | $200000.00         | $56581.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $899998.00         | $10341.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 6.0000%  | 0.0000% | $75000.00          | $291.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $612480.00         | $42892.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $500000.00         | $52967.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $4000.00           | $371.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $842414.00         | $69425.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $1008208.00        | $146118.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $175000.00         | $13047.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $6700000.00        | $749704.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 7.0000%  | 0.0000% | $73299.00          | $73.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-15      | 6.0000%  | 0.0000% | $100001.00         | $1414.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.5000%  | 0.0000% | $335000.00         | $2710.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 7.5000%  | 0.0000% | $810000.00         | $339.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 6.5000%  | 0.0000% | $375000.00         | $424.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 7.0000%  | 0.0000% | $78312.00          | $101.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $3854974.00        | $968.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 7.5000%  | 0.0000% | $50327.00          | $23.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-15      | 5.5000%  | 0.0000% | $3058901.00        | $90891.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-15      | 5.5000%  | 0.0000% | $269470.00         | $3543.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-15      | 6.0000%  | 0.0000% | $83768.00          | $621.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3431110.00        | $3488664.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $52931.00          | $321.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2017360.00        | $2113762.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $1284906.00        | $8898.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 6.0000%  | 0.0000% | $89649.00          | $1145.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $585000.00         | $48725.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 4.0000%  | 0.0000% | $206595.00         | $20308.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $17289188.00       | $17733829.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $23031896.00       | $23617069.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $8672063.00        | $8827563.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3684759.00        | $3859465.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 5.5000%  | 0.0000% | $210002.00         | $861.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.5000%  | 0.0000% | $125089.00         | $497.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $1428887.00        | $21568.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $59851.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $69141.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 5.0000%  | 0.0000% | $250000.00         | $2220.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $47748.00          | $267.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $7199792.00        | $501334.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4002.00           | $3984.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3181301.00        | $3159609.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $25045000.00       | $2069641.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $3424477.00        | $247987.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $16200000.00       | $1355324.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $710000.00         | $58199.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $3303164.00        | $3297498.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $3014471.00        | $3089337.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.5000%  | 0.0000% | $3669348.00        | $3657694.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $328946.00         | $38219.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $100000.00         | $9283.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $376079.00         | $41767.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3060229.00        | $3098669.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $23816541.00       | $24880118.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $1063372.00        | $72235.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $1200000.00        | $80274.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $141142.00         | $13096.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 5.0000%  | 0.0000% | $1134442.00        | $32292.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $5142.00           | $123.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $1272036.00        | $14075.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $6000.00           | $131.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $2116000.00        | $156738.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $109892.00         | $100717.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $824321.00         | $497629.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $293205.00         | $247719.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2274314.00        | $2315144.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $3238572.00        | $3232606.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $4739.00           | $4902.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $21238044.00       | $21825711.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2124.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2483188.00        | $2609648.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3509515.00        | $3611203.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $2996067.00        | $3145345.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2530248.00        | $2510907.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $119560.00         | $125027.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2392535.00        | $2553327.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1835000.00        | $1881365.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3585420.00        | $3401040.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.5300%  | 0.0000% | $721028.00         | $739314.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $4722672.00        | $4816517.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3023587.00        | $3076277.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $367628.00         | $376891.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 5.5000%  | 0.0000% | $5120.00           | $5155.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $2908686.00        | $3035064.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3014606.00        | $3076416.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $302367.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $3157172.00        | $1867576.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-15      | 3.0000%  | 0.0000% | $101620.00         | $29256.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $1495000.00        | $194987.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $429265.00         | $57691.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $471561545.00      | $51129915.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $774997.00         | $75832.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1769474.00        | $189689.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $900031.00         | $100401.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $3110500.00        | $314215.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.5000%  | 0.0000% | $952000.00         | $73292.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.0000%  | 0.0000% | $2996480.00        | $277368.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 5.5000%  | 0.0000% | $21013.00          | $218.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 5.5000%  | 0.0000% | $299000.00         | $2219.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 7.0000%  | 0.0000% | $39000.00          | $323.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 5.5000%  | 0.0000% | $149000.00         | $1386.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $43395.00          | $2068.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $4402280.00        | $290516.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $435288.00         | $4113.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-20      | 6.0000%  | 0.0000% | $13252.00          | $129.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 7.5000%  | 0.0000% | $573931.00         | $1021.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $181981.00         | $1875.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $99000.00          | $1155.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $1275000.00        | $106438.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $6000.00           | $268.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-20      | 5.5000%  | 0.0000% | $3000.00           | $34.36             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 3.5000%  | 0.0000% | $82955.00          | $5543.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $189981.00         | $9442.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 5.5000%  | 0.0000% | $24594.00          | $933.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $3174190.00        | $405841.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.5000%  | 0.0000% | $140238.00         | $7428.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $895411.00         | $71677.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $880000.00         | $62480.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $215557.00         | $9618.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 6.0000%  | 0.0000% | $797517.00         | $7882.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.0000%  | 0.0000% | $475000.00         | $1815.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $909994.00         | $120212.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $547000.00         | $82975.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 5.5000%  | 0.0000% | $737508.00         | $30129.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 4.0000%  | 0.0000% | $700000.00         | $34220.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $71539.00          | $9093.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $998000.00         | $186348.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 5.5000%  | 0.0000% | $125000.00         | $657.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-15      | 6.0000%  | 0.0000% | $57843.00          | $138.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $4531.00           | $80.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 6.0000%  | 0.0000% | $60000.00          | $31.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-15      | 6.0000%  | 0.0000% | $59273.00          | $191.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $689371.00         | $3942.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $98107.00          | $1626.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $8070.00           | $93.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $725000.00         | $743965.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $3300000.00        | $3104651.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.4200%  | 0.0000% | $725000.00         | $745886.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.7900%  | 0.0000% | $700000.00         | $736248.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1500%  | 0.0000% | $8699000.00        | $8683685.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1000%  | 0.0000% | $14501800.00       | $14584379.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-15      | 6.0000%  | 0.0000% | $105647.00         | $2911.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-15      | 6.0000%  | 0.0000% | $26000.00          | $177.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $38000.00          | $496.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $2928642.00        | $32944.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $39000.00          | $605.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $1112781.00        | $10950.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-15      | 6.0000%  | 0.0000% | $100000.00         | $361.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 5.0000%  | 0.0000% | $1306051.00        | $28890.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-15      | 6.0000%  | 0.0000% | $75000.00          | $1097.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.6300%  | 0.0000% | $625000.00         | $651467.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $295000.00         | $156.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.3700%  | 0.0000% | $720000.00         | $735988.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $725000.00         | $743965.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-15      | 5.5000%  | 0.0000% | $259000.00         | $2247.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $725000.00         | $735301.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 6.0000%  | 0.0000% | $250622.00         | $27475.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.5000%  | 0.0000% | $383174.00         | $4073.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $2903.00           | $5.67              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-15      | 6.0000%  | 0.0000% | $45603.00          | $747.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $92748.00          | $1703.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-15      | 5.5000%  | 0.0000% | $34000.00          | $2629.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-15      | 6.0000%  | 0.0000% | $74000.00          | $629.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.0000%  | 0.0000% | $795480.00         | $6019.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 6.0000%  | 0.0000% | $107516.00         | $486.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $2153.00           | $33.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $70515.00          | $1288.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $140870.00         | $1045.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-15      | 6.0000%  | 0.0000% | $67243.00          | $1057.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $138227.00         | $974.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-15      | 6.0000%  | 0.0000% | $32955.00          | $411.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $47437.00          | $272.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-15      | 6.0000%  | 0.0000% | $667213.00         | $2538.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-15      | 6.0000%  | 0.0000% | $178912.00         | $1467.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $332749.00         | $4821.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-15      | 6.0000%  | 0.0000% | $49000.00          | $229.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-15      | 6.0000%  | 0.0000% | $59385.00          | $2501.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-15      | 6.0000%  | 0.0000% | $195188.00         | $2775.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-15      | 6.0000%  | 0.0000% | $115236.00         | $1396.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-15      | 6.0000%  | 0.0000% | $4005.00           | $78.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-15      | 6.5000%  | 0.0000% | $13166.00          | $222.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-15      | 6.0000%  | 0.0000% | $49000.00          | $60.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-15      | 6.0000%  | 0.0000% | $395000.00         | $3829.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-15      | 6.5000%  | 0.0000% | $670610.00         | $1793.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-15      | 6.0000%  | 0.0000% | $524000.00         | $2656.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-15      | 6.5000%  | 0.0000% | $2758.00           | $7.90              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-15      | 6.0000%  | 0.0000% | $1006.00           | $4.37              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-15      | 6.0000%  | 0.0000% | $2957680.00        | $14750.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-15      | 6.0000%  | 0.0000% | $50000.00          | $587.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-15      | 6.5000%  | 0.0000% | $1066123.00        | $3696.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-15      | 6.0000%  | 0.0000% | $24000.00          | $225.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-15      | 6.0000%  | 0.0000% | $29231.00          | $1846.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.0000%  | 0.0000% | $24000.00          | $227.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.5000%  | 0.0000% | $25008.00          | $511.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.5000%  | 0.0000% | $121558.00         | $703.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-15      | 6.5000%  | 0.0000% | $3000.00           | $42.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.0000%  | 0.0000% | $534503.00         | $4405.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-15      | 6.0000%  | 0.0000% | $17728.00          | $234.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-15      | 6.0000%  | 0.0000% | $5000.00           | $82.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-06-15      | 6.5000%  | 0.0000% | $961746.00         | $3458.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-15      | 6.0000%  | 0.0000% | $49000.00          | $303.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-15      | 6.0000%  | 0.0000% | $6000.00           | $544.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.0000%  | 0.0000% | $199000.00         | $3630.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.0000%  | 0.0000% | $24000.00          | $275.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-15      | 6.0000%  | 0.0000% | $49000.00          | $211.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-15      | 6.5000%  | 0.0000% | $4000.00           | $33.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-15      | 6.5000%  | 0.0000% | $4000.00           | $89.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-15      | 6.0000%  | 0.0000% | $24000.00          | $116.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-15      | 6.0000%  | 0.0000% | $15142.00          | $73.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-15      | 5.5000%  | 0.0000% | $6860744.00        | $42460.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-15      | 5.5000%  | 0.0000% | $135950.00         | $1785.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-15      | 6.0000%  | 0.0000% | $496000.00         | $4290.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-15      | 6.0000%  | 0.0000% | $499000.00         | $3742.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $3002.00           | $18.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-15      | 7.0000%  | 0.0000% | $497628.00         | $1224.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-15      | 5.5000%  | 0.0000% | $15693207.00       | $58733.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.0000%  | 0.0000% | $1135111.00        | $661071.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 5.4800%  | 0.0000% | $44500.00          | $45345.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1896940.00        | $2006698.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1353911.00        | $1431568.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3007420.00        | $3165957.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 4.6700%  | 0.0000% | $798000.00         | $773087.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.6300%  | 0.0000% | $625000.00         | $650102.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $276408.00         | $280285.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $3743095.00        | $3600380.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2325819.00        | $2439683.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1522030.00        | $1607748.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $292082.00         | $296179.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $2686461.00        | $2810950.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-15      | 6.0000%  | 0.0000% | $1946512.00        | $1174142.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $14700726.00       | $13627609.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-15      | 6.0100%  | 0.0000% | $18125.00          | $18769.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1933840.00        | $1312018.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $5033824.00        | $3236809.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $2557344.00        | $1534269.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.7000%  | 0.0000% | $6456690.00        | $6711079.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $500000.00         | $72341.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.5000%  | 0.0000% | $24000.00          | $322.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.3500%  | 0.0000% | $28196.00          | $28718.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $144885.00         | $104019.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $475000.00         | $58403.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-15      | 6.0000%  | 0.0000% | $32051.00          | $538.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 6.5000%  | 0.0000% | $227424.00         | $1755.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $24000.00          | $305.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 7.0000%  | 0.0000% | $43956.00          | $505.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.5000%  | 0.0000% | $30000.00          | $239.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-15      | 5.5000%  | 0.0000% | $57000.00          | $485.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $6000.00           | $54.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-15      | 6.0000%  | 0.0000% | $1929744.00        | $7637.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $162412.00         | $1588.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-15      | 6.5000%  | 0.0000% | $70584.00          | $527.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-15      | 7.5000%  | 0.0000% | $99000.00          | $2747.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 5.5000%  | 0.0000% | $1552040.00        | $17417.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 5.5000%  | 0.0000% | $208361.00         | $2564.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 6.5000%  | 0.0000% | $353059.00         | $4034.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 6.5000%  | 0.0000% | $4000.00           | $188.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $4000.00           | $188.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $4000.00           | $180.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $338619.00         | $3743.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $190730.00         | $2386.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 5.5000%  | 0.0000% | $455459.00         | $3173.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 5.5000%  | 0.0000% | $1287033.00        | $18772.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.5000%  | 0.0000% | $15464835.00       | $382402.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 6.0000%  | 0.0000% | $8005.00           | $172.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $851261.00         | $12275.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-15      | 5.0000%  | 0.0000% | $5000.00           | $146.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 6.0000%  | 0.0000% | $156350.00         | $4881.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-15      | 6.0000%  | 0.0000% | $4000.00           | $222.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 3.0000%  | 0.0000% | $998996.00         | $1193.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $165061.00         | $2266.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $1334057.00        | $9784.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-15      | 6.0000%  | 0.0000% | $118477.00         | $1172.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $134108.00         | $791.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-15      | 6.5000%  | 0.0000% | $1031047.00        | $6778.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-15      | 6.5000%  | 0.0000% | $5084.00           | $26.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-15      | 6.0000%  | 0.0000% | $24000.00          | $303.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-15      | 6.5000%  | 0.0000% | $5003.00           | $23.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-15      | 6.0000%  | 0.0000% | $24000.00          | $1173.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 6.0000%  | 0.0000% | $325000.00         | $2659.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $115649.00         | $961.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-15      | 6.0000%  | 0.0000% | $34715.00          | $305.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-15      | 6.0000%  | 0.0000% | $69034.00          | $1549.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-15      | 5.5000%  | 0.0000% | $100002.00         | $1525.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 4.5000%  | 0.0000% | $2535169.00        | $84161.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $349000.00         | $1137.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.5000%  | 0.0000% | $99000.00          | $3042.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $75000.00          | $44488.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 6.5000%  | 0.0000% | $3007.00           | $28.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $1752000.00        | $147140.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 4.5000%  | 0.0000% | $90672.00          | $4579.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 6.0000%  | 0.0000% | $2000.00           | $60.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $30908.00          | $853.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $333000.00         | $19770.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 7.0000%  | 0.0000% | $90296.00          | $47.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $26688.00          | $80.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 5.5000%  | 0.0000% | $50000.00          | $586.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 5.5000%  | 0.0000% | $60115.00          | $653.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 5.5000%  | 0.0000% | $453276.00         | $312.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $3000.00           | $99.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.0000%  | 0.0000% | $65941.00          | $1390.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-20      | 7.5000%  | 0.0000% | $4000.00           | $110.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 7.5000%  | 0.0000% | $2534683.00        | $17303.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 5.5000%  | 0.0000% | $91336.00          | $764.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 7.0000%  | 0.0000% | $29699.00          | $19.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-15      | 6.0000%  | 0.0000% | $24000.00          | $200.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-15      | 6.0000%  | 0.0000% | $24000.00          | $208.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 7.0000%  | 0.0000% | $212700.00         | $95.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-15      | 6.0000%  | 0.0000% | $199000.00         | $179.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $229000.00         | $124.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-15      | 6.0000%  | 0.0000% | $101978.00         | $139.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $3001.00           | $12.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 1.5000%  | 0.0000% | $62725.00          | $6770.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $183839.00         | $908.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.5000%  | 0.0000% | $340000.00         | $15180.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $12250000.00       | $1104275.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $287916.00         | $14899.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $365000.00         | $47537.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.0000%  | 0.0000% | $3450000.00        | $181347.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $315000.00         | $20456.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-12-20      | 3.5000%  | 0.0000% | $793859.00         | $55754.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.0000%  | 0.0000% | $128146.00         | $4125.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.5000%  | 0.0000% | $1994.00           | $32.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.0000%  | 0.0000% | $500000.00         | $20268.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $23453097.00       | $758088.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1292000.00        | $43431.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.4400%  | 0.0000% | $625000.00         | $642923.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.4400%  | 0.0000% | $622000.00         | $639837.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $379246.00         | $388806.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3053555.00        | $3050809.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.5000%  | 0.0000% | $5040.00           | $5244.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $9760585.00        | $10034763.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $6101008.00        | $6239877.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 3.0000%  | 0.0000% | $518987.00         | $46720.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $2884024.00        | $294275.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $2257020.00        | $263616.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $310000.00         | $42509.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $314348.00         | $34625.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1000000.00        | $98964.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $5483398.00        | $467349.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $358000.00         | $29494.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $14995000.00       | $1884230.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $276152.00         | $30988.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $580000.00         | $59314.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $3155110.00        | $144224.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-15      | 6.0000%  | 0.0000% | $57725.00          | $1682.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-15      | 6.5000%  | 0.0000% | $114753.00         | $2752.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $94108.00          | $2983.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $234680.00         | $9799.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $22152395.00       | $733490.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1329000.00        | $42780.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $12100000.00       | $439882.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $99000.00          | $3801.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $382173.00         | $250927.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $23944038.00       | $24302331.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-05-15      | 5.3400%  | 0.0000% | $2417184.00        | $2430723.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $24673424.00       | $25382061.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 3.5000%  | 0.0000% | $1008756.00        | $82012.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $52743.00          | $32141.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $652300.00         | $668254.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $4738928.00        | $165545.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $956316.00         | $45845.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $10250000.00       | $1675495.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $1833768.00        | $389891.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $964461.00         | $649015.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $196000.00         | $155910.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $2525000.00        | $1673076.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $1682610.00        | $1272331.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $140738242.00      | $73058262.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $795000.00         | $383977.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $216598.00         | $109817.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1020000.00        | $132106.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $1009374.00        | $621108.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $35000.00          | $11548.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-15      | 5.5000%  | 0.0000% | $416669.00         | $3276.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $565000.00         | $37219.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $995000.00         | $211468.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $695000.00         | $162850.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $2245000.00        | $485817.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $75000.00          | $19171.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 1.5000%  | 0.0000% | $510910.00         | $243772.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $149522.00         | $43845.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $73000.00          | $16493.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $420000.00         | $130657.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $504000.00         | $231875.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1000000.00        | $37082.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.0000%  | 0.0000% | $2184982.00        | $110252.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $50000.00          | $82.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 6.0000%  | 0.0000% | $33508.00          | $94.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $129745.00         | $20971.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $295307.00         | $35881.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 4.5000%  | 0.0000% | $26370.00          | $978.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 4.5000%  | 0.0000% | $17066.00          | $2091.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 4.0000%  | 0.0000% | $149793.00         | $26247.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 6.5000%  | 0.0000% | $99000.00          | $1490.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $1000000.00        | $45981.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $49277.00          | $626.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $158092.00         | $216.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $255487.00         | $58.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $150000.00         | $114.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-15      | 8.0000%  | 0.0000% | $767196.00         | $171.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.0000%  | 0.0000% | $50000.00          | $316.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $40000.00          | $142.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $1300000.00        | $133770.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $565000.00         | $1807.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-15      | 4.5000%  | 0.0000% | $3832835.00        | $227490.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $378046.00         | $107023.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.0000%  | 0.0000% | $75700.00          | $237.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.0000%  | 0.0000% | $745000.00         | $513.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.5000%  | 0.0000% | $276928.00         | $391.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $295000.00         | $90529.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $14995000.00       | $2016682.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $3260000.00        | $415434.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $39166611.00       | $3242586.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $10000000.00       | $324425.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $9385000.00        | $997742.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $26000000.00       | $2101579.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $2990000.00        | $199825.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 5.0000%  | 0.0000% | $334300.00         | $24292.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $883406.00         | $93434.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $2539000.00        | $79533.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5040.00           | $5119.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $2399114.00        | $289723.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $945844.00         | $81869.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $766272.00         | $66075.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $177000.00         | $17035.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $3010.00           | $159.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $47095.00          | $2261.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $3000.00           | $830.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $2142.00           | $2203.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3120.00           | $3191.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $5120.00           | $5202.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $68002244.00       | $69955245.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $5121.00           | $5348.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 5.0000%  | 0.0000% | $190000.00         | $2292.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.5000%  | 0.0000% | $117000.00         | $1961.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.0000%  | 0.0000% | $896000.00         | $11252.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $5137.00           | $68.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $2921754.00        | $3107132.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $2968144.00        | $3158712.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $2142770.00        | $2240258.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 7.0000%  | 0.0000% | $2107552.00        | $2202840.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2953000.00        | $3003675.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2511804.00        | $2551713.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2590899.00        | $2711243.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $4217445.00        | $3877474.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $1040830.00        | $999373.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $71764110.00       | $71347170.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $11063321.00       | $10961979.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $28543837.00       | $28205159.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1468585.00        | $1456224.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1001.00           | $990.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 5.5000%  | 0.0000% | $2000.00           | $12.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-15      | 6.0000%  | 0.0000% | $30467.00          | $392.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-15      | 6.5000%  | 0.0000% | $4000.00           | $34.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-15      | 6.0000%  | 0.0000% | $163111.00         | $1125.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $304467.00         | $4631.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $771856.00         | $809729.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 3.8300%  | 0.0000% | $14554291.00       | $13400619.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 3.8300%  | 0.0000% | $982543.00         | $895782.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1756624.00        | $1876022.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3036471.00        | $3088530.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5016.00           | $4505.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2502360.00        | $2546098.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 4.0000%  | 0.0000% | $4181232.00        | $421465.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3000.00           | $3052.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1023542.00        | $156217.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $1926208.00        | $253411.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $93434.00          | $11326.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1545054.00        | $221646.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $4500881.00        | $372177.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $270709.00         | $31020.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $325000.00         | $27480.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $57138.00          | $6067.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $6440920.00        | $823613.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $170528.00         | $18809.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $5059932.00        | $375547.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $4558900.00        | $288086.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $19170368.00       | $1062116.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $10785000.00       | $1104818.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-15      | 2.5000%  | 0.0000% | $60295.00          | $12608.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-15      | 2.5000%  | 0.0000% | $259518.00         | $32969.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $10640000.00       | $1277124.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $8661.00           | $8903.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3040.00           | $3104.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $184782.00         | $188385.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $77636677.00       | $43514401.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-15      | 4.5000%  | 0.0000% | $564331.00         | $7449.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $982211.00         | $85771.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-15      | 3.0000%  | 0.0000% | $1000000.00        | $79877.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-15      | 2.5000%  | 0.0000% | $1019837.00        | $110669.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $1000000.00        | $84122.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $1643000.00        | $183865.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 4.5000%  | 0.0000% | $190197.00         | $7560.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $4958303.00        | $341529.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 6.0000%  | 0.0000% | $78690.00          | $3170.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 4.5000%  | 0.0000% | $24000.00          | $304.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 6.0000%  | 0.0000% | $4212.00           | $317.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 4.5000%  | 0.0000% | $10065000.00       | $271582.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $6886.00           | $93.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $10000000.00       | $637276.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $7000.00           | $762.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $12938.00          | $1433.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $3000.00           | $120.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-15      | 6.0000%  | 0.0000% | $36297.00          | $2082.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 6.5000%  | 0.0000% | $37168.00          | $436.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $2258000.00        | $107697.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $367434.00         | $23159.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-15      | 6.0000%  | 0.0000% | $107189.00         | $6251.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 6.0000%  | 0.0000% | $158759.00         | $4352.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-15      | 4.5000%  | 0.0000% | $115770.00         | $5236.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $120000.00         | $609.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $8519477.00        | $8702033.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 5.5000%  | 0.0000% | $300000.00         | $4045.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 6.5000%  | 0.0000% | $208757.00         | $3481.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 6.5000%  | 0.0000% | $75000.00          | $880.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1012.00           | $1021.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $100000.00         | $418.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $6003734.00        | $26669.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $399998.00         | $1225.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-15      | 6.0000%  | 0.0000% | $5027.00           | $204.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.5000%  | 0.0000% | $30000.00          | $121.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-15      | 6.0000%  | 0.0000% | $125695.00         | $1580.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $297073.00         | $1628.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-15      | 6.0000%  | 0.0000% | $74130.00          | $783.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $7494427.00        | $764753.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $3095278.00        | $180305.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $2000003.00        | $126366.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $300000.00         | $32787.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $500000.00         | $35942.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 6.0000%  | 0.0000% | $30000.00          | $196.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $975000.00         | $4523.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-15      | 6.0000%  | 0.0000% | $3000.00           | $143.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 4.5000%  | 0.0000% | $805312.00         | $116283.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $518250.00         | $31773.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $268261.00         | $21608.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $742466.00         | $47398.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.0000%  | 0.0000% | $4000.00           | $422.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.5000%  | 0.0000% | $1023.00           | $30.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-15      | 4.5000%  | 0.0000% | $4903190.00        | $78378.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-15      | 4.5000%  | 0.0000% | $5603029.00        | $437784.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $1299541.00        | $348784.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 5.5000%  | 0.0000% | $4003.00           | $203.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 6.0000%  | 0.0000% | $24000.00          | $1428.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $5000.00           | $542.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 7.5000%  | 0.0000% | $492437.00         | $2264.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1587220.00        | $168683.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 5.0000%  | 0.0000% | $3009.00           | $467.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $191462.00         | $2753.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.0000%  | 0.0000% | $30213.00          | $1670.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $2184760.00        | $747333.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $4000.00           | $1864.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $343623.00         | $209552.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $4000.00           | $2596.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1799000.00        | $1358222.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $4000.00           | $3032.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $4000.00           | $2881.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $3096470.00        | $2103873.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1706663.00        | $1114627.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $7225848.00        | $5426819.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1572053.00        | $1601259.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3391383.00        | $3377531.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3535065.00        | $3523709.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $716861.00         | $2924.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $3001.00           | $350.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 6.5000%  | 0.0000% | $2065787.00        | $99991.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 6.0000%  | 0.0000% | $95063.00          | $4873.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $10030.00          | $112.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $14005.00          | $126.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $190000.00         | $7593.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-15      | 6.0000%  | 0.0000% | $36498.00          | $402.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $5000.00           | $253.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $100002.00         | $514.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 4.0000%  | 0.0000% | $300000.00         | $24354.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 6.0000%  | 0.0000% | $240935.00         | $2676.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-15      | 4.0000%  | 0.0000% | $4212720.00        | $485513.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-15      | 4.0000%  | 0.0000% | $602010.00         | $55329.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-15      | 4.5000%  | 0.0000% | $1738969.00        | $33619.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $255416.00         | $130775.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $157474.00         | $4815.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 4.5000%  | 0.0000% | $692964.00         | $33412.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 4.5000%  | 0.0000% | $4000.00           | $588.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1666430.00        | $409582.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $27483.00          | $1745.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $5976.00           | $990.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $605024.00         | $38066.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $9850000.00        | $830857.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $210746.00         | $14157.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $81000.00          | $5762.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $540649.00         | $52628.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1112725.00        | $66334.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $152000.00         | $1320.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $69000.00          | $724.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-20      | 5.5000%  | 0.0000% | $208000.00         | $2165.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 5.5000%  | 0.0000% | $10073.00          | $141.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $38000.00          | $526.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $3007.00           | $35.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $43990.00          | $22111.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $933000.00         | $17563.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 5.5000%  | 0.0000% | $8000.00           | $152.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 3.5000%  | 0.0000% | $10154194.00       | $791884.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $500000.00         | $31579.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-03-20      | 3.5000%  | 0.0000% | $12678404.00       | $867411.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $26125.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $14811000.00       | $1246787.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 4.0000%  | 0.0000% | $320000.00         | $24295.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 4.5000%  | 0.0000% | $315000.00         | $21163.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.0000%  | 0.0000% | $28999.00          | $38.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 6.0000%  | 0.0000% | $758983.00         | $9423.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.0000%  | 0.0000% | $83393.00          | $106.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $815183.00         | $333504.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.5000%  | 0.0000% | $112037.00         | $796.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $3895000.00        | $445551.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 2.5000%  | 0.0000% | $306384.00         | $72006.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-15      | 4.0000%  | 0.0000% | $1499342.00        | $69548.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1007538.00        | $73790.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-15      | 4.0000%  | 0.0000% | $1178147.00        | $177033.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-15      | 4.0000%  | 0.0000% | $658564.00         | $72537.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $68600.00          | $77.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-15      | 7.0000%  | 0.0000% | $216000.00         | $157.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 7.0000%  | 0.0000% | $116800.00         | $185.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-15      | 6.0000%  | 0.0000% | $24000.00          | $475.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $114474.00         | $7915.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $42261.00          | $3201.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-15      | 4.5000%  | 0.0000% | $175000.00         | $5175.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 7.0000%  | 0.0000% | $182900.00         | $74.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-15      | 4.5000%  | 0.0000% | $170896.00         | $2277.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 4.5000%  | 0.0000% | $4042490.00        | $121859.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-15      | 4.0000%  | 0.0000% | $95000.00          | $11113.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $5100000.00        | $2163291.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $1627054.00        | $928452.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $293762642.00      | $155511880.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $74856.00          | $37007.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $50042200.00       | $27409656.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $42040086.00       | $23040188.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $163929952.00      | $94704329.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1400%  | 0.0000% | $724000.00         | $720851.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $3236343.00        | $3243870.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $143702576.00      | $80113483.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $533200.00         | $241.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $27586.00          | $423.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $12699000.00       | $8853136.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $59495272.00       | $33754027.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $595000.00         | $352547.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $168626885.00      | $99860496.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $90000.00          | $55870.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $221474.00         | $131870.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.5000%  | 0.0000% | $141000.00         | $92904.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $18552.00          | $431.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1020000.00        | $43036.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $175000.00         | $7020.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 5.1000%  | 0.0000% | $1219626.00        | $1204005.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 5.5000%  | 0.0000% | $89092.00          | $3466.12           | Agency Mortgage-Backed Securities |

### Security 261: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HYWA2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1HYWA2_3.75_1119
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $3307.00           | $2269.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $74816.00          | $77926.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $8714078.00        | $8386348.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3347114.00        | $2675473.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $102067475.00      | $91856952.59       | Agency Mortgage-Backed Securities |

### Security 262: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.620000%
- **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: ARP1HZF26, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HZF26_3.62_0605
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2047-06-20      | 4.0000%  | 0.0000% | $149102848.00      | $13577372.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $2168000.00        | $196695.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $1401000.00        | $125396.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $2570000.00        | $218828.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $515101696.00      | $80201002.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $7082.00           | $448.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $45726400.00       | $10801046.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $116679255.00      | $70509970.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $561810176.00      | $366156104.16      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $20739801.00       | $12747067.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $3500000.00        | $1734744.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 5.0000%  | 0.0000% | $75000.00          | $19123.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $155445760.00      | $92054660.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $335000.00         | $132267.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.7800%  | 0.0000% | $563425.00         | $584422.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $10994700.00       | $1004283.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $6210.00           | $218.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-15      | 4.0000%  | 0.0000% | $911955.00         | $316710.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 3.5000%  | 0.0000% | $3223305.00        | $93486.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1513352.00        | $705682.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-15      | 4.0000%  | 0.0000% | $1110803.00        | $126818.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.3800%  | 0.0000% | $202050.00         | $204551.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6000%  | 0.0000% | $525000.00         | $549393.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6900%  | 0.0000% | $249995.00         | $257684.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-09-15      | 5.6000%  | 0.0000% | $467909.00         | $480450.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $685970.00         | $716190.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $590609.00         | $582779.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $5439814.00        | $4382604.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $5000.00           | $5122.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $4210344.00        | $4202994.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1676.00           | $1670.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $6217297.00        | $6052777.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $5120.00           | $5349.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $5358834.00        | $5399513.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 6.5000%  | 0.0000% | $323845.00         | $338584.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-03-15      | 5.3100%  | 0.0000% | $6682494.00        | $6657387.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2612924.00        | $2791787.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $6186576.00        | $6263491.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $8747925.00        | $8704597.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $1616572.00        | $1612082.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $82131.00          | $81866.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $5040.00           | $5146.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $7239643.00        | $7396979.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.5000%  | 0.0000% | $21294318.00       | $22258890.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $5120.00           | $5261.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $10774160.00       | $11083601.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 5.5000%  | 0.0000% | $13164912.00       | $13289528.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $6788512.00        | $6840345.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.0000%  | 0.0000% | $1920.00           | $1891.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $6347276.00        | $6517490.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $22250999.00       | $22832494.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $3819811.00        | $3989786.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $22964012.00       | $23605720.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $9122286.00        | $7929030.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1006.00           | $1016.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $61441647.00       | $43429801.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $228459.00         | $223128.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $7397704.00        | $6783892.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4383755.00        | $3657187.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $7768.00           | $7797.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $6027992.00        | $6198371.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $1091708.00        | $1132622.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $4103016.00        | $3819326.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $14699940.00       | $14965078.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1449114.00        | $1522820.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $8614399.00        | $8790379.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2715577.00        | $2748787.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $2691020.00        | $2333047.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $11167825.00       | $11425139.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $7171630.00        | $7326920.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $6274318.00        | $6422165.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $21022115.00       | $21616887.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-15      | 4.5000%  | 0.0000% | $2369544.00        | $290391.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $945326.00         | $42272.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.5000%  | 0.0000% | $571152.00         | $19016.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-15      | 4.0000%  | 0.0000% | $895000.00         | $73385.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-15      | 4.5000%  | 0.0000% | $17560576.00       | $518897.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $15240.00          | $5213.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $60825966.00       | $60206165.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-15      | 6.0000%  | 0.0000% | $1238014.00        | $24279.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $725711.00         | $27111.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 2.5000%  | 0.0000% | $430166.00         | $130981.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 4.5000%  | 0.0000% | $656660.00         | $46341.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1005688.00        | $141524.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $7060949.00        | $838492.47         | Agency Mortgage-Backed Securities |

### Security 263: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I33L7, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1I33L7_3.65_0603
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-01-15      | 1.1250%  | 0.0000% | $836100.00         | $892644.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $25046800.00       | $24804677.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $11653800.00       | $11920754.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $13372300.00       | $13914830.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $25002000.00       | $24576632.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-15      | 1.1250%  | 0.0000% | $1000.00           | $1006.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $19552000.00       | $19477194.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-08-06      | N/A      | 0.0000% | $44115300.00       | $43824227.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-23      | N/A      | 0.0000% | $47477700.00       | $47228916.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-16      | N/A      | 0.0000% | $400.00            | $399.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-21      | N/A      | 0.0000% | $5475200.00        | $5447769.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $61998000.00       | $42913729.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $6558000.00        | $4481370.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $478500.00         | $312937.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $8900.00           | $6322.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $65815000.00       | $51245465.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $65999700.00       | $46613723.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $914100.00         | $569707.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $900.00            | $524.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $135885000.00      | $64047566.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $3129900.00        | $2011640.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $75056500.00       | $50386500.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $2603600.00        | $2068516.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $7176800.00        | $6330283.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $2743100.00        | $2463963.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $1726600.00        | $1631641.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $96189100.00       | $89045900.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-05-15      | 5.0000%  | 0.0000% | $1137900.00        | $1143975.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $600.00            | $817.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $16122300.00       | $15969235.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $41144100.00       | $36537028.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $1990500.00        | $2130096.95        | U.S. Treasuries (including strips) |

### Security 264: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I5VX5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I5VX5_3.64_0601
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $177213900.00      | $178500045.07      | U.S. Treasuries (including strips) |

### Security 265: Natixis SA

- **C.1 - Title:** Natixis SA 3.690000%
- **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: ARP1I7LB0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1I7LB0_3.69_0828
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-18      | N/A      | 0.0000% | $102205700.00      | $102000062.10      | U.S. Treasuries (including strips) |

### Security 266: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I7ZB5, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1I7ZB5_3.67_0601
- **C.18 - Value (incl. sponsor support):** $890090196.08
- **C.18.a - Value (excl. sponsor support):** $890090196.08
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $120000000.00      | $89388000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $580000000.00      | $556104000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $410000000.00      | $262400000.00      | U.S. Treasuries (including strips) |

### Security 267: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9896, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I9896_3.63_0601
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2055-08-15      | 4.7500%  | 0.0000% | $550999900.00      | $537657544.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $170720600.00      | $232763257.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $581600000.00      | $546979485.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $481707400.00      | $533971011.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $548343200.00      | $559831402.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $511668800.00      | $526609800.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $587800000.00      | $581408761.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-09-30      | 3.8750%  | 0.0000% | $531100000.00      | $522976073.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $552750000.00      | $554048622.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $506255600.00      | $503754067.99      | U.S. Treasuries (including strips) |

### Security 268: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98A3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I98A3_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-18      | N/A      | 0.0000% | $48170000.00       | $48073081.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $237438100.00      | $221150230.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $200000000.00      | $205630794.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $496053000.00      | $506343666.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $491880000.00      | $492532031.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $7410400.00        | $7373783.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-28      | 3.7500%  | 0.0000% | $50000000.00       | $48896459.78       | U.S. Treasuries (including strips) |

### Security 269: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98B1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I98B1_3.61_0601
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $38726000.00       | $38925111.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49700406.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49700406.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49700406.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $49700406.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-01      | 3.5000%  | 0.0000% | $49897300.00       | $49598322.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.3750%  | 0.0000% | $50000000.00       | $50257077.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50203462.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $47644800.00       | $47838678.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50895602.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $33711100.00       | $34314935.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48855297.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48855297.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50423075.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48855297.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48855297.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $33642900.00       | $34294961.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50969092.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49979678.29       | U.S. Treasuries (including strips) |

### Security 270: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.630000%
- **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: ARP1I98D7, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I98D7_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $9216.00           | $4471.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $572.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $601.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $3024.00           | $1706.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $10792.00          | $4419.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1001.00           | $603.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $575.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $620.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $605.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1171.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $580.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $623.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1269.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $21001280.00       | $13632000.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $213506927.00      | $155825787.74      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $24970629.00       | $18424489.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $695.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $538.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $486.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1581.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $773.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1099.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $3072.00           | $2408.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $203711575.00      | $157714843.95      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $755.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1435.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $4224.00           | $3220.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $754.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $767.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $3430406.00        | $2226810.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1018.00           | $718.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $698.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7681456.00        | $4885553.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $806.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $832.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $728.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1535.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $709.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $598.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $914.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $603.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $465.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $686.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $655.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $947.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $754.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $559.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $936.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $653.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $709.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $636.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $604.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $591.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3723700.00        | $2393889.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $697.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $710.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $796.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $653.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $493.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $719.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $555.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $848.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $830.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $572.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $857.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1905.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $630.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $719.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $862.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $741.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $19480992.00       | $15300881.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $949.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $736.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $865.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $685.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $985.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $826.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $765.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $596.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $998.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $851.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $608.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $684.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $967.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20091807.00       | $15761408.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $595.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $852.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $20815168.00       | $14999396.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 4.0000%  | 0.0000% | $1024.00           | $328.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $4749923.00        | $3596293.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $18454000.00       | $13756043.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-01      | 4.5000%  | 0.0000% | $14407585.00       | $14035023.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $801.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $704.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $440.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $1013.00           | $6.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $100.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $97.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $1024.00           | $117.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 2.5000%  | 0.0000% | $1069.00           | $231.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $214.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1023.00           | $103.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $116.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $573000.00         | $51738.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $233.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $92.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $150.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $116.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 4.5000%  | 0.0000% | $1024.00           | $46.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $133.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $285.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $99988608.00       | $15270414.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $278000.00         | $34298.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $263.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $55498048.00       | $13370075.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $28108453.00       | $5389003.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $242.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $80567799.00       | $15437453.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $381500.00         | $95949.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $157.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 4.5000%  | 0.0000% | $1024.00           | $32.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.5000%  | 0.0000% | $7170.00           | $303.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $132.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $100.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $134.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $317.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $129406.00         | $14983.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $609.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $701.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $895.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $422.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $631.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $964.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $5087718.00        | $5146303.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $990.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2082.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $994.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $770.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1507.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $9874618.00        | $4731536.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $651.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $5239065.00        | $5141955.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $892.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $984.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $4934688.00        | $4552402.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $5047228.00        | $5051674.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $1008.00           | $152.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $35406.00          | $6937.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $1024.00           | $143.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1024.00           | $222.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $223.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.5000%  | 0.0000% | $1008.00           | $122.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 3.0000%  | 0.0000% | $291891.00         | $70464.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $18793728.00       | $4637537.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $1008.00           | $537.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $147.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $201.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1024.00           | $301.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $163.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $926.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $163000.00         | $40958.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $187.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $169.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $683.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $270.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $182.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $72981451.00       | $16665650.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $395450.00         | $47112.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5066501.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $157.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $301.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $374.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $178.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $107.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $299.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $250.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $675.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $352.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $21266030.00       | $5126288.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $227.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $124.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $320.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $322.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $288.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $453.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2118856.00        | $133943.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $552.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $428.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $400.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $937.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $704.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $571.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 5.5000%  | 0.0000% | $1019.00           | $20.48             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-11-01      | 5.0000%  | 0.0000% | $1587.00           | $52.56             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 5.5000%  | 0.0000% | $322186165.00      | $1021647.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-10-01      | 7.0000%  | 0.0000% | $100530848.00      | $1075280.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-04-01      | 6.0000%  | 0.0000% | $140137726.00      | $1508453.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $14985000.00       | $1320209.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $132.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-03-01      | 5.5000%  | 0.0000% | $642659714.00      | $1234766.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 4.5000%  | 0.0000% | $100715017.00      | $3032902.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.5000%  | 0.0000% | $23497141.00       | $1186322.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 4.5000%  | 0.0000% | $31617368.00       | $1146226.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 4.5000%  | 0.0000% | $44076874.00       | $4689179.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $59.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $101.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $155.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $5111274.00        | $1283090.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $4912467.00        | $1213700.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.5000%  | 0.0000% | $4482848.00        | $1273812.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $231.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $329.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $206.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $208.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $242.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $99.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $224.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $31.04             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $70.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $93.74             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $239.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 4.5000%  | 0.0000% | $1000.00           | $34.07             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $122.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $178.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $230.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $313.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $40.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 4.0000%  | 0.0000% | $620496.00         | $145881.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $892.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 6.0000%  | 0.0000% | $1000.00           | $815.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $728.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $1024.00           | $591.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $664.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $22310016.00       | $16009907.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $894.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $22025315.00       | $15840613.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $9902.00           | $4597.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $6266192.00        | $4640849.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1179038.00        | $637833.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $22746816.00       | $15236031.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 7.0000%  | 0.0000% | $1008.00           | $788.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $289.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $169.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $183.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $273.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1024.00           | $142.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $198.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.5000%  | 0.0000% | $1008.00           | $125.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $107.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $45532483.00       | $5645443.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $78.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $144.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $1024.00           | $139.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $143.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $158.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 4.0000%  | 0.0000% | $1008.00           | $167.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $118.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $230.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $294.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $203.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $253.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $346.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $333.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.5000%  | 0.0000% | $1008.00           | $220.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 4.0000%  | 0.0000% | $1024.00           | $152.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 4.0000%  | 0.0000% | $1008.00           | $252.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $542960.00         | $130762.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $229.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $335.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $360.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $43.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.0000%  | 0.0000% | $1008.00           | $261.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $250000000.00      | $50343766.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $46876.00          | $8393.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $165.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1008.00           | $240.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $194.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $183.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $350.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $134.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 4.0000%  | 0.0000% | $1024.00           | $139.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $1008.00           | $366.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $433.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $388.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $429.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $372.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $416.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $441.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $331.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $588.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $517.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $467.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $626.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $602.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $609.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $664.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $937.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $585.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $554.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $587.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $890.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $945.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $564.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $806.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $608.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $749.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $859.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $201970408.00      | $164048342.58      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $685.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1827.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1664.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $637.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1441.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $772.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1040.00           | $751.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $28963.00          | $13876.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1008.00           | $763.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1079.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1076.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2158.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1331.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1427.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $1040.00           | $843.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2644.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1475.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $895.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $942.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $810.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $956.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1026.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $691.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $20725910.00       | $15390664.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 7.0000%  | 0.0000% | $2048.00           | $56.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $2048.00           | $27.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $2000.00           | $528.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $2048.00           | $245.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $93.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $2000.00           | $191.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $2048.00           | $51.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 4.5000%  | 0.0000% | $2000.00           | $270.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $823.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1715.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2016.00           | $2057.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1961.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $1033.00           | $741.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2130.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $572.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1847.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $14065219.00       | $13730942.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1008.00           | $166.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $312.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $426.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $21385548.00       | $13609169.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $526.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $10931935.00       | $5525582.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $29622787.00       | $15786386.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $713.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $843.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $560.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $762.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $765.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $681.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $11018652.00       | $9379713.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $17269500.00       | $15342881.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $699.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $692.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $663.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $657.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $635.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $945.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $796.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $597.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $546.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $571.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $940.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $790.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $720.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $613.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $915.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $599.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $876.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $528.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $632.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $872.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $19486320.00       | $11895394.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $456.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $818.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $926.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $709.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $618.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $757.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $856.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $940.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $865.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $796.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $659.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $737.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $939.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $715.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $734.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $901.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $942.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $659.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $770.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $904.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $672.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $726.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $585.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $709.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $865.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $853.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $728.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $709.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $657.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $875.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $911.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $606.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $967.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $657.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $7482049.00        | $5669562.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $907.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $658.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $528.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $639.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $810.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $820.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $921.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $947.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $725.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $669.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $817.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $588.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $699.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $948.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $920.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $8699287.00        | $5340286.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $719.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $940.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $954.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $696.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $745.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $926.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $793.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $890.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $862.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $513.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $787.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $868.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $817.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $460.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $821.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $978.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $875.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1031.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $118.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $241271909.00      | $52028881.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $293.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1025.00           | $71.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $345.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $125.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $64.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $256.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $272.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $596989.00         | $114832.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $4970064.00        | $1860522.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $391.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5917.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4856.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $3002.00           | $3048.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $1005.00           | $1034.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $4706088.00        | $4661464.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1982.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $3001.00           | $2949.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1920.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $4007.00           | $4052.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $3051.00           | $3082.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $1990.00           | $2021.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $948.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1987.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.5000%  | 0.0000% | $4708351.00        | $4764863.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $5273328.00        | $5233171.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1905.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1002.00           | $714.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1852.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1029.00           | $788.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $842.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $844.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $1999.00           | $1480.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $877.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2016.00           | $1624.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1925.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $3072.00           | $2666.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2725.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1139.00           | $985.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2837.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1929.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1792.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $2048.00           | $1909.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $8563712.00        | $7947954.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $996.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1674.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 5.0000%  | 0.0000% | $1016.00           | $1003.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $2752.00           | $2947.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $3024.00           | $742.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2016.00           | $581.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $398.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $2047.00           | $1161.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $604.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $690.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $620.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1505.36           | Agency Mortgage-Backed Securities |

### Security 271: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98E5, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1I98E5_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $14480400.00       | $14293459.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $27568600.00       | $27674344.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $8004900.00        | $8131397.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $1000.00           | $1001.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2036-01-15      | 1.8750%  | 0.0000% | $15990000.00       | $16097436.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $34520700.00       | $34645892.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $197.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $900.00            | $895.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $137491300.00      | $119217649.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $204100.00         | $233891.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $67899800.00       | $64316688.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $33516100.00       | $34096668.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $40047600.00       | $40276536.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $68514000.00       | $67406988.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $34868400.00       | $38651502.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $293.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $200.00            | $193.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $2819800.00        | $2758510.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $31423000.00       | $42196015.12       | U.S. Treasuries (including strips) |

### Security 272: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98G0, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1I98G0_3.61_0601
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-06-11      | N/A      | 0.0000% | $1200.00           | $1198.80           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-07-09      | N/A      | 0.0000% | $3737600.00        | $3723299.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-06-16      | N/A      | 0.0000% | $440000.00         | $439335.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-08-18      | N/A      | 0.0000% | $500.00            | $496.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $9099400.00        | $2196504.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $1273000.00        | $1171080.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $22405200.00       | $22660961.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-11-15      | 3.0000%  | 0.0000% | $4949900.00        | $3720806.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-11-15      | 2.7500%  | 0.0000% | $14999800.00       | $10520277.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $2666600.00        | $1453617.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $446.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $3339000.00        | $3216488.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $66100.00          | $62464.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $3438200.00        | $3429572.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $13481400.00       | $13081097.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $2000000.00        | $2026994.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $13500000.00       | $13086299.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $4507000.00        | $4288349.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 1.2500%  | 0.0000% | $418600.00         | $399266.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $31855900.00       | $30283144.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $15000000.00       | $13024239.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $736500.00         | $729013.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.1250%  | 0.0000% | $2664000.00        | $2658154.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $2414300.00        | $2331225.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $10200000.00       | $10300772.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $8005700.00        | $8058374.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.5000%  | 0.0000% | $6583600.00        | $6510347.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49708279.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2036-01-15      | 1.8750%  | 0.0000% | $2190000.00        | $2205016.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 3.7500%  | 0.0000% | $15000000.00       | $14943791.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2036-02-15      | 4.1250%  | 0.0000% | $650000.00         | $641962.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-15      | 3.5000%  | 0.0000% | $3078900.00        | $3057326.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-03-31      | 4.2500%  | 0.0000% | $3510400.00        | $3530648.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 3.8750%  | 0.0000% | $155400.00         | $155409.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2028-04-30      | 3.7361%  | 0.0000% | $5727400.00        | $5746058.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-15      | 1.2500%  | 0.0000% | $2628000.00        | $2618080.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2036-05-15      | 4.3750%  | 0.0000% | $165000.00         | $164449.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $4999985.76        | $3225210.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $4999988.30        | $3053057.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-29      | 4.1250%  | 0.0000% | $2000000.00        | $2013018.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-04-30      | 4.0000%  | 0.0000% | $600.00            | $595.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $1680500.00        | $1712201.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $13304000.00       | $13503510.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $5000000.00        | $5018776.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 3.8750%  | 0.0000% | $38800.00          | $39265.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-07-15      | 1.8750%  | 0.0000% | $250000.00         | $256574.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 3.6250%  | 0.0000% | $12976400.00       | $12843839.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-15      | 1.1250%  | 0.0000% | $3458000.00        | $3479740.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-11-15      | 4.0000%  | 0.0000% | $1101000.00        | $1066846.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $3000000.00        | $3132086.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $5250000.00        | $5397435.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $7667000.00        | $8118336.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $4000000.00        | $4014893.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $3946100.00        | $4024785.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $20165600.00       | $20550875.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $72522100.00       | $73651858.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $202000.00         | $215408.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-02-15      | 4.6250%  | 0.0000% | $640000.00         | $659570.26         | U.S. Treasuries (including strips) |

### Security 273: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98H8, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I98H8_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $155592000.00      | $96910050.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-05-15      | 5.0000%  | 0.0000% | $36028200.00       | $36198062.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $271147800.00      | $256372831.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $200000000.00      | $197343670.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $245000000.00      | $180185247.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $37516500.00       | $30156268.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $235000000.00      | $222833927.80      | U.S. Treasuries (including strips) |

### Security 274: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98J4, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1I98J4_3.62_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $109925600.00      | $110291002.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $74967800.00       | $74670788.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $985000.00         | $973517.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $69552200.00       | $69064788.76       | U.S. Treasuries (including strips) |

### Security 275: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98K1, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1I98K1_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $182792000.00      | $173813533.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-06-30      | 4.0000%  | 0.0000% | $316948100.00      | $318001663.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $196117600.00      | $195340611.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-04-30      | 4.1250%  | 0.0000% | $335213300.00      | $332844240.15      | U.S. Treasuries (including strips) |

### Security 276: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I98M7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I98M7_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-09-17      | N/A      | 0.0000% | $42545600.00       | $42085001.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $51708100.00       | $40261424.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $154368900.00      | $113112562.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $1021300.00        | $481376.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $7595300.00        | $4221634.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $22043600.00       | $12016414.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $27430400.00       | $24639097.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $829100.00         | $814865.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $30011700.00       | $26668432.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $62500000.00       | $62841479.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $24331800.00       | $23042992.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $60073000.00       | $60746218.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $9341200.00        | $9137202.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $9685800.00        | $9685242.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $24746200.00       | $24768983.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50931193.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $5395900.00        | $5544646.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $106552400.00      | $108562413.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $279460600.00      | $277446079.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $61788000.00       | $61976415.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-15      | 3.5000%  | 0.0000% | $61755900.00       | $61323185.80       | U.S. Treasuries (including strips) |

### Security 277: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.620000%
- **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: ARP1I9AD4, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1I9AD4_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1685000.00        | $1698195.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $347000.00         | $178656.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $375000.00         | $65275.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1130000.00        | $86939.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $1012330.00        | $10447.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $200841000.00      | $47440712.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $83098720.00       | $37887148.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $273157120.00      | $119418419.91      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $107420000.00      | $57328292.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $447874.00         | $199985.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 4.0000%  | 0.0000% | $449996.00         | $36344.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 4.0000%  | 0.0000% | $677519.00         | $58441.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $1538000.00        | $155240.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $305000.00         | $87797.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $7932192.00        | $518469.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $722641.00         | $208382.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $38368256.00       | $38857192.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1044086.00        | $1098901.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $8584240.00        | $8506128.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1131550.00        | $1196962.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1126938.00        | $1187173.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1027086.00        | $1083947.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1422730.00        | $1485473.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1529720.00        | $1556352.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1813132.00        | $1881114.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1503450.00        | $1559035.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1297086.00        | $1349258.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $2508840.00        | $2594548.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $2406528.00        | $2502980.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $20417728.00       | $20704811.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1293574.00        | $1301812.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $13982128.00       | $13883019.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $3957380.00        | $4154434.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.5000%  | 0.0000% | $133673.00         | $138357.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $6819160.00        | $4067792.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 5.1900%  | 0.0000% | $10000000.00       | $10107806.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $865756.00         | $867067.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1840882.00        | $1920888.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3322368.00        | $3482520.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $380794.00         | $398746.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1040414.00        | $1123712.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3472076.00        | $3534427.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1229398.00        | $1316180.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 5.0000%  | 0.0000% | $2297916.00        | $287378.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $9001648.00        | $1256340.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $256000.00         | $106808.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-06-15      | 3.8100%  | 0.0000% | $159427.00         | $143676.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-02-15      | 4.3500%  | 0.0000% | $7430860.00        | $6962169.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-09-15      | 3.8200%  | 0.0000% | $2898136.00        | $2620152.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-06-15      | 3.2000%  | 0.0000% | $5754200.00        | $4981803.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $1192000.00        | $125602.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-01-15      | 5.7000%  | 0.0000% | $5999.00           | $6064.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1761104.00        | $1077326.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $298000.00         | $183873.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $3376160.00        | $2440931.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $8728992.00        | $5291554.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.0000%  | 0.0000% | $228000.00         | $81743.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.0000%  | 0.0000% | $1000000.00        | $629930.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-12-15      | 4.3600%  | 0.0000% | $181150.00         | $169530.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-09-15      | 3.7900%  | 0.0000% | $21149280.00       | $19072952.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-15      | 3.8700%  | 0.0000% | $2448204.00        | $2250671.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $12208300.00       | $11705713.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.5500%  | 0.0000% | $8388.00           | $7974.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1023190.00        | $1076241.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $5380880.00        | $5620795.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $7954016.00        | $8082765.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1134184.00        | $1179767.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1154336.00        | $1174432.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1066114.00        | $1125133.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1002362.00        | $1056959.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1188618.00        | $1234744.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1977400.00        | $2084774.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2641416.00        | $2744423.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3630732.00        | $3769749.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1190982.00        | $1253157.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2619648.00        | $2708872.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $558578.00         | $429983.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $779437.00         | $511545.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2220396.00        | $2325640.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $944394.00         | $994719.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $937511.00         | $951410.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $3025796.00        | $3134654.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1299402.00        | $1301804.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 4.0000%  | 0.0000% | $4250000.00        | $225130.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $2500000.00        | $88214.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $5006168.00        | $5087201.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $10022288.00       | $10190640.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $137928.00         | $5646.63           | Agency Mortgage-Backed Securities |

### Security 278: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.630000%
- **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: ARP1I9AE2, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1I9AE2_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2067-02-15      | 5.7200%  | 0.0000% | $2648503.00        | $2709479.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-08-15      | 5.4100%  | 0.0000% | $2847597.00        | $2809170.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1055147.00        | $747787.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $3530990.00        | $2639122.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-03-15      | 1.9400%  | 0.0000% | $10440000.00       | $7830050.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-05-15      | 2.4400%  | 0.0000% | $4194700.00        | $3375789.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-15      | 5.1700%  | 0.0000% | $1342169.00        | $1345415.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.6000%  | 0.0000% | $160833.00         | $166237.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $1434247.00        | $1020621.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $300000.00         | $134163.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-15      | 4.2500%  | 0.0000% | $5647393.00        | $5323772.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-06-15      | 5.4500%  | 0.0000% | $937500.00         | $940886.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $61000.00          | $7691.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $830000.00         | $55755.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $13490768.00       | $1315308.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $6400000.00        | $451433.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 3.0000%  | 0.0000% | $1055003.00        | $127629.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $296603.00         | $20748.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 4.0000%  | 0.0000% | $702721.00         | $73199.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $407677.00         | $40435.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.3750%  | 0.0000% | $3111719.00        | $199718.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $75000.00          | $14453.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $13963.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1881000.00        | $177158.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $412504000.00      | $31344441.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $369000.00         | $23046.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 2.5000%  | 0.0000% | $30000.00          | $3588.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $13860000.00       | $1212249.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $104000.00         | $7754.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 5.3750%  | 0.0000% | $18900000.00       | $1077820.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 5.5000%  | 0.0000% | $476573.00         | $35336.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $575511.00         | $23430.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1142198.00        | $798579.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $6588819.00        | $4796503.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $123451.00         | $95336.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 2.5000%  | 0.0000% | $94778.00          | $55418.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $2509799.00        | $2195270.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-06-15      | 4.9200%  | 0.0000% | $12219100.00       | $12078331.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.9100%  | 0.0000% | $200000.00         | $212837.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.3900%  | 0.0000% | $1948960.00        | $1959699.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.3900%  | 0.0000% | $3663883.00        | $3696488.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.4700%  | 0.0000% | $1772018.00        | $1802400.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $46285441.00       | $19886531.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $440103.00         | $143395.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 5.5000%  | 0.0000% | $50000.00          | $24017.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $111000.00         | $57703.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $1976675.00        | $627384.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 1.5000%  | 0.0000% | $3781982.00        | $2065572.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $1051977.00        | $589901.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $710108.00         | $554985.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $10632594.00       | $8251093.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $39000.00          | $23968.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.4500%  | 0.0000% | $140723.00         | $142893.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-15      | 3.7900%  | 0.0000% | $57488.00          | $53954.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-15      | 4.1000%  | 0.0000% | $12684.00          | $11838.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-15      | 4.3500%  | 0.0000% | $4613499.00        | $4503902.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 4.3500%  | 0.0000% | $581746.00         | $549257.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-15      | 5.3000%  | 0.0000% | $432272.00         | $439881.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.8500%  | 0.0000% | $50771.00          | $49127.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-15      | 5.2500%  | 0.0000% | $32829.00          | $33136.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $3095039.00        | $334299.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $500000.00         | $360205.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 6.0700%  | 0.0000% | $499437.00         | $525420.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 6.0100%  | 0.0000% | $731875.00         | $762578.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-15      | 5.2300%  | 0.0000% | $58930.00          | $59512.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-15      | 5.5000%  | 0.0000% | $1403402.00        | $1437486.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.0000%  | 0.0000% | $3166516.00        | $3166766.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.0350%  | 0.0000% | $623437.00         | $621666.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-06-15      | 5.0600%  | 0.0000% | $2422766.00        | $2439707.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.6400%  | 0.0000% | $150562.00         | $152571.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-11-15      | 5.5000%  | 0.0000% | $9547215.00        | $9690793.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.3400%  | 0.0000% | $45625.00          | $46143.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.4200%  | 0.0000% | $45898.00          | $46671.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-15      | 5.0000%  | 0.0000% | $840217.00         | $834852.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.5500%  | 0.0000% | $4319764.00        | $4426715.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.6000%  | 0.0000% | $2221056.00        | $2268885.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-02-15      | 5.3200%  | 0.0000% | $2764763.00        | $2810201.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-15      | 5.3000%  | 0.0000% | $42817.00          | $43049.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.0000%  | 0.0000% | $7260522.00        | $7186253.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.4500%  | 0.0000% | $2528806.00        | $2586728.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-01-15      | 11.7000% | 0.0000% | $2939062.00        | $2997422.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.9200%  | 0.0000% | $229699.00         | $223549.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.9400%  | 0.0000% | $313906.00         | $326533.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-12-15      | 5.1600%  | 0.0000% | $1370128.00        | $1352664.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.7000%  | 0.0000% | $29297.00          | $29865.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6500%  | 0.0000% | $26075.00          | $26862.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-04-15      | 5.6500%  | 0.0000% | $1253572.00        | $1291889.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.2600%  | 0.0000% | $235944.00         | $235770.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.7400%  | 0.0000% | $14668650.00       | $14284513.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-07-15      | 4.9500%  | 0.0000% | $225246.00         | $222303.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-06-15      | 5.6300%  | 0.0000% | $965576.00         | $1002703.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $2975837.00        | $2989212.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $2963500.00        | $2976820.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $2185662.00        | $2184551.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 5.2500%  | 0.0000% | $791250.00         | $795652.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-05-15      | 5.2900%  | 0.0000% | $5015313.00        | $5030055.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-06-15      | 5.3500%  | 0.0000% | $3494449.00        | $3518554.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 4.8200%  | 0.0000% | $5447700.00        | $5368108.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 4.8700%  | 0.0000% | $23760000.00       | $23501129.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1275216.00        | $1216439.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-10-15      | 5.9400%  | 0.0000% | $1048291.00        | $1077179.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 4.6300%  | 0.0000% | $6489050.00        | $6288506.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3800%  | 0.0000% | $498250.00         | $509169.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 5.2300%  | 0.0000% | $12500000.00       | $12547350.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1663285.00        | $1740745.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1801859.00        | $1921655.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.1000%  | 0.0000% | $508801.00         | $509084.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-04-15      | 5.5000%  | 0.0000% | $2734568.00        | $2777180.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2200%  | 0.0000% | $330581.00         | $333376.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-05-15      | 5.5100%  | 0.0000% | $2361584.00        | $2420006.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-10-15      | 5.3000%  | 0.0000% | $3623226.00        | $3626168.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.8500%  | 0.0000% | $780644.00         | $812915.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-12-15      | 5.6500%  | 0.0000% | $5145167.00        | $5146141.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-02-15      | 5.6200%  | 0.0000% | $3128472.00        | $3170900.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.1300%  | 0.0000% | $55514.00          | $54987.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.7600%  | 0.0000% | $126876.00         | $131740.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1090632.00        | $1125767.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-04-15      | 5.4500%  | 0.0000% | $6069443.00        | $6174801.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 5.1000%  | 0.0000% | $2222793.00        | $2194324.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3079467.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1600%  | 0.0000% | $1260000.00        | $1256315.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $6202369.00        | $6155616.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 5.0500%  | 0.0000% | $7004000.00        | $6944007.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 4.9300%  | 0.0000% | $1370395.00        | $1330232.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2135800.00        | $2098176.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1227447.00        | $1244549.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $15756283.00       | $15738996.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 5.0300%  | 0.0000% | $20312380.00       | $20288944.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 5.2500%  | 0.0000% | $10500000.00       | $10621688.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2635549.00        | $2799750.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.5000%  | 0.0000% | $2423217.00        | $2604197.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $14808236.00       | $14983328.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2446014.00        | $2570642.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2237090.00        | $2132706.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1851782.00        | $1879310.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 4.9800%  | 0.0000% | $1664718.00        | $1660242.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 4.9800%  | 0.0000% | $1229906.00        | $1226599.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1600%  | 0.0000% | $1565000.00        | $1560423.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1600%  | 0.0000% | $1480000.00        | $1475672.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1600%  | 0.0000% | $2280000.00        | $2273332.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5013784.00        | $2956616.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5700%  | 0.0000% | $48594.00          | $49125.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5700%  | 0.0000% | $42187.00          | $43388.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 4.9500%  | 0.0000% | $4110000.00        | $4086435.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.0000%  | 0.0000% | $3273868.00        | $3271789.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.3000%  | 0.0000% | $830000.00         | $845874.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $156250.00         | $159771.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4900%  | 0.0000% | $466651.00         | $481199.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 5.4000%  | 0.0000% | $587494.00         | $601209.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1073098.00        | $1129862.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.6800%  | 0.0000% | $30121.00          | $31573.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1933411.00        | $2001018.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.5100%  | 0.0000% | $148437.00         | $152636.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 4.9800%  | 0.0000% | $1859906.00        | $1854905.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-01-15      | 4.9800%  | 0.0000% | $1597218.00        | $1592923.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-07-15      | 5.5300%  | 0.0000% | $2770615.00        | $2854639.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.7200%  | 0.0000% | $55268.00          | $56488.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5120815.00        | $5260362.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1085298.00        | $1142287.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $935005.00         | $896220.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 6.0000%  | 0.0000% | $232294.00         | $146777.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.0000%  | 0.0000% | $997886.00         | $841483.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $200000000.00      | $185476283.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $174765433.00      | $90452288.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $338902.00         | $320389.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $25000.00          | $24480.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $24300000.00       | $23264457.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 3.5000%  | 0.0000% | $9191520.00        | $8772667.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1590273.00        | $1569556.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 3.0000%  | 0.0000% | $27475885.00       | $25812708.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-05-15      | 5.3000%  | 0.0000% | $2135234.00        | $2140388.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-03-15      | 5.8100%  | 0.0000% | $1534756.00        | $1606978.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $30299777.00       | $31086594.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1151299.00        | $1176972.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1213363.00        | $1206552.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $867475.00         | $883147.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $12942690.00       | $13158813.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $22563802.00       | $22956632.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-06-15      | 4.9700%  | 0.0000% | $12463800.00       | $12366477.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $2567812.00        | $2556795.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 3.0000%  | 0.0000% | $28753165.00       | $27025667.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 3.5000%  | 0.0000% | $4218435.00        | $4049538.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $749744.00         | $758012.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $9032267.00        | $9554682.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $219318.00         | $225808.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 4.9200%  | 0.0000% | $7031250.00        | $6997768.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-06-15      | 4.8400%  | 0.0000% | $5105097.00        | $5029487.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 4.4570%  | 0.0000% | $12998750.00       | $12524731.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-03-15      | 5.3500%  | 0.0000% | $3463851.00        | $3507520.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 4.9500%  | 0.0000% | $10055827.00       | $10131567.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $19685429.00       | $20100334.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $23832708.00       | $2589490.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $165645.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 8.0000%  | 0.0000% | $65323870.00       | $22401.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $3946101.00        | $142141.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-20      | 5.5000%  | 0.0000% | $310000.00         | $2525.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $306059.00         | $7166.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $10322.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1630196.00        | $187709.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $49979.00          | $1042.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.1250%  | 0.0000% | $1500000.00        | $23634.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $415000.00         | $7726.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.0000%  | 0.0000% | $105000.00         | $2820.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 5.0000%  | 0.0000% | $1500000.00        | $26756.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 5.0000%  | 0.0000% | $2000000.00        | $79132.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 5.0000%  | 0.0000% | $1000000.00        | $18716.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $94166597.00       | $22243119.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $190092384.00      | $52447364.12       | Agency Mortgage-Backed Securities |

### Security 279: BNY Mellon Capital Markets

- **C.1 - Title:** BNY Mellon Capital Markets LLC 3.630000%
- **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: ARP1I9AF9, C.3 - LEI: VJW2DOOHGDT6, C.5 - Other ID: ARP1I9AF9_3.63_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1900000.00        | $1167801.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1500.00           | $1051.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $5135376.00        | $5370332.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $5005.00           | $5069.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1755763.00        | $1741771.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $7925043.00        | $8325310.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $302856.00         | $308248.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $2060855.00        | $2183658.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1300483.00        | $1374274.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1260200.00        | $1252728.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $915676.00         | $910203.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $63520.00          | $63864.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $365670.00         | $386815.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $1149670.00        | $1218986.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $5301914.00        | $4976511.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $341734.00         | $351690.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $4784209.00        | $4756775.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2277.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2404877.00        | $1701699.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $3926.00           | $2294.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $4859.00           | $2994.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $34647.00          | $30561.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2102725.00        | $2082768.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1446930.00        | $1460186.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $3042766.00        | $2438722.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $928661.00         | $903945.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $40937009.00       | $42276085.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $135975.00         | $120849.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $25976.00          | $21847.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $110115.00         | $105430.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $2325034.00        | $2046601.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $1344345.00        | $1389875.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $156065.00         | $158094.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $805576.00         | $728019.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $402844.00         | $398313.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $3076814.00        | $3205574.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $1554583.00        | $1622934.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $49851.00          | $49414.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $1209630.00        | $1268212.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $1131522.00        | $1149248.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $1014899.00        | $1069613.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1018510.00        | $1011187.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1051166.00        | $1042477.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $1281172.00        | $1269678.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $986154.00         | $979017.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $1042050.00        | $1087054.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $1019358.00        | $1064458.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.5000%  | 0.0000% | $736172.00         | $781973.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $7424790.00        | $7544008.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $14100508.00       | $4241094.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $404235.00         | $244281.62         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-08-06      | N/A      | 0.0000% | $2293100.00        | $2277277.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-23      | N/A      | 0.0000% | $105400.00         | $104817.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-30      | N/A      | 0.0000% | $56000.00          | $55651.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-13      | N/A      | 0.0000% | $2165300.00        | $2148930.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-27      | N/A      | 0.0000% | $1303600.00        | $1291880.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-23      | N/A      | 0.0000% | $11400200.00       | $11371585.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-08      | N/A      | 0.0000% | $2045500.00        | $2018417.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-14      | N/A      | 0.0000% | $35141400.00       | $34979046.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-21      | N/A      | 0.0000% | $31122300.00       | $30956729.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-28      | N/A      | 0.0000% | $460300.00         | $457524.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-04      | N/A      | 0.0000% | $166700.00         | $165581.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-08-18      | N/A      | 0.0000% | $467000.00         | $463226.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-08-15      | 6.3750%  | 0.0000% | $200.00            | $209.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2056-02-15      | 4.7500%  | 0.0000% | $8196100.00        | $8003411.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 2.2500%  | 0.0000% | $3517200.00        | $3500285.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-31      | 1.5000%  | 0.0000% | $1000.00           | $989.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 0.5000%  | 0.0000% | $300.00            | $290.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 0.3750%  | 0.0000% | $11000.00          | $10566.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $400.00            | $381.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-31      | 0.7500%  | 0.0000% | $624600.00         | $626689.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 2.5000%  | 0.0000% | $20300.00          | $20159.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $605.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 3.8750%  | 0.0000% | $1400.00           | $1411.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $700.00            | $675.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $95600.00          | $97521.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-15      | 4.6250%  | 0.0000% | $600.00            | $605.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-31      | 4.5000%  | 0.0000% | $106900.00         | $110506.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 4.6250%  | 0.0000% | $247000.00         | $251889.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 4.2500%  | 0.0000% | $5000000.00        | $5099915.47        | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                   | 2030-06-14      | 4.1250%  | 0.0000% | $6500000.00        | $6619900.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $750239.00         | $536093.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $52057.00          | $37965.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-08-26      | N/A      | 0.0000% | $287000.00         | $284414.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $1415461.00        | $853445.07         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-03-17      | 3.8700%  | 0.0000% | $100000.00         | $100130.00         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-03-18      | 4.5400%  | 0.0000% | $8835000.00        | $8846961.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $3888495.00        | $1896326.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.5000%  | 0.0000% | $25697673.00       | $10025031.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2260787.00        | $1397388.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $6000.00           | $3622.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2609055.00        | $2642853.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1015680.00        | $1075284.31        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $1000.00           | $1006.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $200.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-04-30      | 4.1250%  | 0.0000% | $91200.00          | $90555.46          | U.S. Treasuries (including strips) |

### Security 280: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.690000%
- **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: ARP1I9AG7, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1I9AG7_3.69_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $215000000.00      | $10489784.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8525%  | 0.0000% | $300000000.00      | $15506925.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.4568%  | 0.0000% | $313045999.00      | $12139121.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2249%  | 0.0000% | $169486772.00      | $9805979.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | N/A      | 0.0000% | $121788929.00      | $8567364.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 4.2500%  | 0.0000% | $19100000.00       | $17648830.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | N/A      | 0.0000% | $19100000.00       | $18327061.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.7675%  | 0.0000% | $299410649.00      | $15255204.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.6823%  | 0.0000% | $169523837.00      | $10349926.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $10000000.00       | $12277852.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-20      | 0.8502%  | 0.0000% | $124290453.00      | $11005760.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-10-20      | 0.9490%  | 0.0000% | $194991671.00      | $16226022.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 0.8548%  | 0.0000% | $274673296.00      | $21347334.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $14982383.00       | $12621733.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 0.7306%  | 0.0000% | $216330152.00      | $15896345.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4599%  | 0.0000% | $65209968.00       | $6386868.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 2.6249%  | 0.0000% | $185754246.00      | $13878424.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0249%  | 0.0000% | $181179718.00      | $9826377.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $20767864.00       | $14733400.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-05-20      | 0.6050%  | 0.0000% | $145000000.00      | $10209681.19       | Agency Collateralized Mortgage Obligation |

### Security 281: Credit Agricole - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole - Fixed Income Clearing Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9AH5, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1I9AH5_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Credit Agricole - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $613573600.00      | $613621790.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-10-31      | 3.7500%  | 0.0000% | $71999800.00       | $70211192.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8180%  | 0.0000% | $36162600.00       | $36331317.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2028-01-31      | 3.7270%  | 0.0000% | $1000.00           | $1003.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-15      | 3.5000%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $25000000.00       | $24801302.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $927.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $12058000.00       | $12123881.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $20751900.00       | $20956920.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-06-30      | 4.2500%  | 0.0000% | $584400.00         | $597368.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-31      | 4.3750%  | 0.0000% | $148500.00         | $151967.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $25380200.00       | $25457941.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $2844400.00        | $2863055.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $577900.00         | $582094.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-08-15      | 3.0000%  | 0.0000% | $354400.00         | $252330.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $370.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-11-15      | 4.6250%  | 0.0000% | $112000.00         | $105959.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $39627200.00       | $34648112.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $439000.00         | $419163.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $134599000.00      | $126699070.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.1250%  | 0.0000% | $40817500.00       | $40402571.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2037-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 3.7500%  | 0.0000% | $114200.00         | $98477.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $5815400.00        | $4728018.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-05-15      | 3.0000%  | 0.0000% | $30600.00          | $22620.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $622.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $9341000.00        | $4840302.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $2200.00           | $1413.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $527400.00         | $386380.41         | U.S. Treasuries (including strips) |

### Security 282: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9AJ1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I9AJ1_3.62_0601
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $648888100.00      | $653157529.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $61436400.00       | $60842507.56       | U.S. Treasuries (including strips) |

### Security 283: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.690000%
- **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: ARP1I9AM4, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1I9AM4_3.69_0601
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $800000.00         | $778779.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-05-01      | 5.0000%  | 0.0000% | $30999999.00       | $30617331.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 6.0000%  | 0.0000% | $17510240.00       | $3210853.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2056-02-25      | 1.6379%  | 0.0000% | $59125376.00       | $2000611.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.3879%  | 0.0000% | $150000000.00      | $3560299.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.3379%  | 0.0000% | $200000000.00      | $5241075.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $21423264.00       | $18856371.87       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1737.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $300000.00         | $267101.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $2180008.00        | $1735864.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 2.0379%  | 0.0000% | $100000000.00      | $2417195.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $90000.00          | $85168.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 2.0000%  | 0.0000% | $50000000.00       | $2297058.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 2.2879%  | 0.0000% | $44342208.00       | $1446795.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 2.0379%  | 0.0000% | $35000000.00       | $745728.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.1379%  | 0.0000% | $100000000.00      | $3007591.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.5879%  | 0.0000% | $43876351.00       | $1762197.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.8379%  | 0.0000% | $50557440.00       | $819303.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 3.3879%  | 0.0000% | $44895424.00       | $3148080.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 1.3879%  | 0.0000% | $100000000.00      | $2151240.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.7879%  | 0.0000% | $50000000.00       | $3770994.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-01-25      | 5.5000%  | 0.0000% | $9090896.00        | $1604750.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-07-25      | 2.3234%  | 0.0000% | $47997360.00       | $1185464.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $7742341.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8056267.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4253198.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7012798.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1241799.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $4845776.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-01-25      | 6.0000%  | 0.0000% | $17302500.00       | $3210453.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-03-25      | 1.4879%  | 0.0000% | $22055120.00       | $1372349.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 1.4879%  | 0.0000% | $113794944.00      | $3905536.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-02-25      | 1.3879%  | 0.0000% | $500000000.00      | $14741257.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $184137.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $300418.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $389396.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-25      | 3.0000%  | 0.0000% | $22000000.00       | $2359596.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.1572%  | 0.0000% | $69353472.00       | $42829.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $341448.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5222395.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7462813.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3664320.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.6379%  | 0.0000% | $67500000.00       | $2458788.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 1.3879%  | 0.0000% | $50000000.00       | $1363035.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 2.2879%  | 0.0000% | $104121088.00      | $4519363.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-09-25      | 3.4879%  | 0.0000% | $100000000.00      | $5574049.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.4879%  | 0.0000% | $116505472.00      | $4666993.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 2.1879%  | 0.0000% | $102500000.00      | $5716070.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-02-25      | 1.8879%  | 0.0000% | $44029500.00       | $2402578.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6689.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $10457872.00       | $8625937.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $925000.00         | $743283.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 1.5000%  | 0.0000% | $27358000.00       | $14014629.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.0000%  | 0.0000% | $6300250.00        | $3706508.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $31918208.00       | $24838726.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $8000000.00        | $3668271.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $273840.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $385450.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $844889.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 3.0000%  | 0.0000% | $8000.00           | $5864.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 4.5000%  | 0.0000% | $345000.00         | $277706.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.5000%  | 0.0000% | $8826240.00        | $6586466.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1370000.00        | $864980.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $248000.00         | $213747.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.0000%  | 0.0000% | $250000.00         | $185241.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $9429312.00        | $8273713.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1343584.00        | $828504.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 5.0000%  | 0.0000% | $2260912.00        | $189868.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $5337130.00        | $3300500.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $2206548.00        | $1430654.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $810000.00         | $667930.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.5000%  | 0.0000% | $1159440.00        | $785090.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 5.0000%  | 0.0000% | $3268350.00        | $2603328.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $12000.00          | $10427.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 2.5000%  | 0.0000% | $24000.00          | $5594.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 2.5000%  | 0.0000% | $500000.00         | $107521.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $647645.00         | $392068.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $15000000.00       | $11097785.04       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $19694912.00       | $15020162.59       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.5879%  | 0.0000% | $55660000.00       | $1971714.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.9879%  | 0.0000% | $76948000.00       | $1851294.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.5679%  | 0.0000% | $48317696.00       | $1820298.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.0000%  | 0.0000% | $40000.00          | $162.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 5.5000%  | 0.0000% | $892922.00         | $815.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 5.5000%  | 0.0000% | $300000.00         | $11310.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 3.0000%  | 0.0000% | $230000.00         | $2136.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 3.0000%  | 0.0000% | $1125000.00        | $30075.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 2.5000%  | 0.0000% | $700000.00         | $117616.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 4.5000%  | 0.0000% | $605000.00         | $17074.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 4.5000%  | 0.0000% | $610000.00         | $16215.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 3.5000%  | 0.0000% | $221003.00         | $13476.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 3.5000%  | 0.0000% | $8194.00           | $1095.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $250000.00         | $12992.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-07-01      | 5.0000%  | 0.0000% | $1038128.00        | $7635.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.0000%  | 0.0000% | $182705.00         | $2081.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 5.5000%  | 0.0000% | $445467.00         | $2440.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $349000.00         | $42715.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.0000%  | 0.0000% | $132000.00         | $73448.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 3.5000%  | 0.0000% | $86000.00          | $9771.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 5.0000%  | 0.0000% | $16000.00          | $9090.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.0000%  | 0.0000% | $13000.00          | $8843.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $688530.00         | $497531.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $27562.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $299487.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1400000.00        | $858226.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $330000.00         | $256748.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 5.5000%  | 0.0000% | $8000000.00        | $129481.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 5.5000%  | 0.0000% | $50177.00          | $285.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 5.5000%  | 0.0000% | $340000.00         | $3783.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $285262.00         | $3945.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 3.0000%  | 0.0000% | $15000.00          | $1985.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $60107.00          | $5701.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 4.0000%  | 0.0000% | $366000.00         | $21578.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 2.5000%  | 0.0000% | $3000.00           | $443.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 3.5000%  | 0.0000% | $61000.00          | $5362.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-09-01      | 3.0000%  | 0.0000% | $110000.00         | $22017.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $40000.00          | $36759.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $23000.00          | $14653.62          | Agency Mortgage-Backed Securities         |

### Security 284: Citibank NA

- **C.1 - Title:** Citibank NA 3.620000%
- **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: ARP1I9AN2, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1I9AN2_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $259549.00         | $189038.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $734598.00         | $430919.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2631.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $3865.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1384.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $746.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $8000.00           | $4175.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2020.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $672.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1348.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $719.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $7000.00           | $4192.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $6000.00           | $3580.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $11000.00          | $6908.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $686.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $7110.00           | $3268.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $6000.00           | $415.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $1167.00           | $636.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $702.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $776000.00         | $840.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $146000.00         | $96569.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $5000.00           | $3317.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2898.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2719.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2991.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1949.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1359.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $784.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1002.00           | $633.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $740.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $721.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1301.00           | $931.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1440.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4042.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $695.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $6000.00           | $2812.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1377.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1423.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $4000.00           | $2960.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $3772.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $4000.00           | $3036.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $3000.00           | $2165.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1004.00           | $688.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1443.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $767.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1009.00           | $808.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 3.0000%  | 0.0000% | $11000.00          | $1486.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.1090%  | 0.0000% | $30000.00          | $2162.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $212000.00         | $17381.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $77.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $2000.00           | $394.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $18000.00          | $3946.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 6.2120%  | 0.0000% | $144000.00         | $3902.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $19000.00          | $4197.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1330.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $8000.00           | $953.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $5107.00           | $936.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $30000.00          | $3313.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.0000%  | 0.0000% | $14000.00          | $2219.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 4.0000%  | 0.0000% | $2620191.00        | $4.16              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 3.0000%  | 0.0000% | $375000.00         | $3541.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $237.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $164.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $27000.00          | $3750.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $25000.00          | $3284.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $2161.00           | $420.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $2000.00           | $161.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $15000.00          | $32.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 4.0000%  | 0.0000% | $14435.00          | $15.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 6.0000%  | 0.0000% | $9408.00           | $1548.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $5000.00           | $375.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $61.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $13000.00          | $1225.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 5.8580%  | 0.0000% | $53000.00          | $3159.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $55000.00          | $3327.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $152.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-02-01      | 3.0000%  | 0.0000% | $27545.00          | $2291.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $10000.00          | $1273.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1409.00           | $358.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1051.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $19000.00          | $2568.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $360.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 2.5000%  | 0.0000% | $3000.00           | $774.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $26000.00          | $4668.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $51000.00          | $3437.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $3229.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1044.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $12000.00          | $3403.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2981.00           | $1457.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $568.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.3700%  | 0.0000% | $248404.00         | $203788.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.3000%  | 0.0000% | $1910700.00        | $1829277.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $1082.00           | $422.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2546.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2057.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1813.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4535.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 2.5000%  | 0.0000% | $10417.00          | $2387.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $14000.00          | $4034.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $234.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $30000.00          | $5524.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $268.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $2000.00           | $450.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1174.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $4000.00           | $1161.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $4000.00           | $999.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $433.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $531.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $8000.00           | $2861.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 5.1250%  | 0.0000% | $859542.00         | $43.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 5.1250%  | 0.0000% | $9220478.00        | $449.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 5.1250%  | 0.0000% | $3000000.00        | $244.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $642135.00         | $79.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 5.0000%  | 0.0000% | $1000000.00        | $170.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 5.0000%  | 0.0000% | $4000000.00        | $864.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $4274728.00        | $726.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.1250%  | 0.0000% | $20341.00          | $566.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $42135.00          | $960.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1770.00           | $436.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1025.00           | $597.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3606584.00        | $3554234.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1111.00           | $962.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-15      | 3.5000%  | 0.0000% | $13235.00          | $22.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-15      | 3.5000%  | 0.0000% | $375000.00         | $28.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 5.0000%  | 0.0000% | $257000.00         | $2399.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-15      | 4.5000%  | 0.0000% | $25000.00          | $186.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $175000.00         | $1632.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $25457.00          | $266.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $50070.00          | $880.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $165730.00         | $2213.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-15      | 4.5000%  | 0.0000% | $48000.00          | $333.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-15      | 6.0000%  | 0.0000% | $50000.00          | $1973.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-15      | 6.0000%  | 0.0000% | $96602.00          | $955.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-15      | 6.0000%  | 0.0000% | $109240.00         | $644.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $76899.00          | $2437.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-15      | 6.0000%  | 0.0000% | $25324.00          | $456.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 5.5000%  | 0.0000% | $284457.00         | $3478.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 6.0900%  | 0.0000% | $40000.00          | $772.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-15      | 6.0000%  | 0.0000% | $146000.00         | $983.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-15      | 6.0000%  | 0.0000% | $75799.00          | $1392.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-15      | 6.5000%  | 0.0000% | $34990.00          | $1912.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $57823.00          | $1056.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $114708.00         | $851.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-15      | 6.0000%  | 0.0000% | $535155.00         | $4765.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-15      | 6.0000%  | 0.0000% | $225000.00         | $1602.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-15      | 5.0000%  | 0.0000% | $24000.00          | $1555.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-15      | 6.0000%  | 0.0000% | $1184823.00        | $1278.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-15      | 6.0000%  | 0.0000% | $1038244.00        | $4152.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-09-20      | 5.6850%  | 0.0000% | $47327.00          | $0.57              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-20      | 4.8100%  | 0.0000% | $290000.00         | $2191.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $176088.00         | $127.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-15      | 8.5000%  | 0.0000% | $1005702.00        | $495.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 6.7500%  | 0.0000% | $400000.00         | $1521.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 6.0000%  | 0.0000% | $7000.00           | $3.56              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $16000.00          | $2321.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $222.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $19959.00          | $1540.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 5.0000%  | 0.0000% | $50000.00          | $4369.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 4.5000%  | 0.0000% | $8000.00           | $864.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 5.5000%  | 0.0000% | $5000.00           | $46.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 6.0000%  | 0.0000% | $65000.00          | $900.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.0000%  | 0.0000% | $5000.00           | $63.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 5.0000%  | 0.0000% | $31000.00          | $191.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 5.5000%  | 0.0000% | $250000.00         | $1731.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 6.5000%  | 0.0000% | $144628.00         | $1053.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3030.00           | $1634.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.5000%  | 0.0000% | $10575.00          | $4589.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $7000.00           | $3891.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $601000.00         | $340618.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $424.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2316.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $5000.00           | $2356.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $726.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 6.0000%  | 0.0000% | $5000.00           | $1920.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 4.0000%  | 0.0000% | $7000.00           | $5856.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $6000.00           | $4907.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $711.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 5.5000%  | 0.0000% | $5000.00           | $2370.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 5.0000%  | 0.0000% | $8000.00           | $4160.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $7000.00           | $4419.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2397.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 5.5000%  | 0.0000% | $4000.00           | $2040.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7540.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2013.00           | $927.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $878.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1453.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $9000.00           | $3671.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $501.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $11094.00          | $7012.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $16004.00          | $10104.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2504.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $606.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $629.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1191.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2571.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2591.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $1735.00           | $9.29              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.0000%  | 0.0000% | $6000.00           | $47.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 5.0000%  | 0.0000% | $14000.00          | $144.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 6.0000%  | 0.0000% | $192605.00         | $1467.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 4.0000%  | 0.0000% | $53000.00          | $3301.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.0000%  | 0.0000% | $26000.00          | $3841.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 4.0000%  | 0.0000% | $36411.00          | $2283.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-11-01      | 3.5000%  | 0.0000% | $1000.00           | $70.44             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.0000%  | 0.0000% | $45000.00          | $4871.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.5000%  | 0.0000% | $11000.00          | $849.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 4.0000%  | 0.0000% | $5000.00           | $275.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 4.5000%  | 0.0000% | $27328.00          | $1974.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.5000%  | 0.0000% | $55000.00          | $3063.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 4.0000%  | 0.0000% | $6000.00           | $366.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.0000%  | 0.0000% | $5000.00           | $338.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 3.5000%  | 0.0000% | $31000.00          | $2971.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $5000.00           | $456.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 4.0000%  | 0.0000% | $2000.00           | $142.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $19058.00          | $1498.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 4.0000%  | 0.0000% | $12000.00          | $1207.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 4.5000%  | 0.0000% | $31000.00          | $2548.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $17367.00          | $1737.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 3.5000%  | 0.0000% | $32000.00          | $2772.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $33000.00          | $2527.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 3.5000%  | 0.0000% | $3004.00           | $293.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $47000.00          | $4459.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $4000.00           | $390.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $23329.00          | $2098.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $5000.00           | $779.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.5000%  | 0.0000% | $16602.00          | $1219.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 4.5000%  | 0.0000% | $24000.00          | $2518.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 4.5000%  | 0.0000% | $43000.00          | $3084.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.5000%  | 0.0000% | $22000.00          | $2168.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $174.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 4.5000%  | 0.0000% | $9981.00           | $933.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $4000.00           | $784.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.5000%  | 0.0000% | $12000.00          | $1548.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 4.0000%  | 0.0000% | $40129.00          | $3937.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $2438.00           | $489.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $100.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $88.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $1000.00           | $111.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $3000.00           | $318.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $122.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $2000.00           | $53.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 3.0000%  | 0.0000% | $141000.00         | $4759.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $5000.00           | $266.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $29.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $104.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $15000.00          | $481.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 3.0000%  | 0.0000% | $1000.00           | $25.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $388.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.0000%  | 0.0000% | $65000.00          | $1542.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $6000.00           | $73.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.0000%  | 0.0000% | $1000.00           | $51.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $105000.00         | $8186.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-12-01      | 4.0000%  | 0.0000% | $31000.00          | $3046.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $41.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $161883.00         | $3050.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $51956.00          | $856.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $1000.00           | $30.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $102.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $59.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $21000.00          | $568.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $105000.00         | $2698.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 5.0000%  | 0.0000% | $62704.00          | $2652.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $5000.00           | $602.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $1097.00           | $62.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $90.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $885085.00         | $1346.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $28000.00          | $2655.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 3.0000%  | 0.0000% | $55000.00          | $2302.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 3.5000%  | 0.0000% | $37915.00          | $1354.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $8000.00           | $576.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $40000.00          | $3247.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $128000.00         | $1022.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $6000.00           | $488.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 8.0000%  | 0.0000% | $50164.00          | $26.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.7500%  | 0.0000% | $75000.00          | $235.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-15      | 6.5000%  | 0.0000% | $583897.00         | $2727.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 7.0000%  | 0.0000% | $154849.00         | $272.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.5000%  | 0.0000% | $235882.00         | $293.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-15      | 7.5000%  | 0.0000% | $277322.00         | $457.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-15      | 7.0000%  | 0.0000% | $107000.00         | $29.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-15      | 7.5000%  | 0.0000% | $816764.00         | $1566.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.5000%  | 0.0000% | $6114171.00        | $751.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 6.5000%  | 0.0000% | $554000.00         | $266.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 7.5000%  | 0.0000% | $336728.00         | $1444.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-15      | 6.5000%  | 0.0000% | $962000.00         | $1139.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 8.0000%  | 0.0000% | $25779.00          | $45.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-15      | 7.5000%  | 0.0000% | $150000.00         | $330.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 8.0000%  | 0.0000% | $400000.00         | $1798.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 7.5000%  | 0.0000% | $50000.00          | $41.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 8.0000%  | 0.0000% | $479035.00         | $548.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 8.0000%  | 0.0000% | $2300000.00        | $1902.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 8.0000%  | 0.0000% | $1250000.00        | $596.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-15      | 8.0000%  | 0.0000% | $300030.00         | $441.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-15      | 8.0000%  | 0.0000% | $1999800.00        | $3210.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-15      | 8.0000%  | 0.0000% | $352889.00         | $210.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $82000.00          | $114.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $439108.00         | $164.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $91112.00          | $1825.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $25000.00          | $577.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $6054396.00        | $4467.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-15      | 6.0000%  | 0.0000% | $2776130.00        | $2332.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 6.0000%  | 0.0000% | $1140249.00        | $1466.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 7.5000%  | 0.0000% | $25000.00          | $39.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-15      | 7.0000%  | 0.0000% | $32669.00          | $46.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $149556.00         | $171.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $41168.00          | $230.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 7.5000%  | 0.0000% | $958975.00         | $3720.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 7.0000%  | 0.0000% | $70000.00          | $26.83             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 7.5000%  | 0.0000% | $862695.00         | $704.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-15      | 8.0000%  | 0.0000% | $659561.00         | $1178.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 8.0000%  | 0.0000% | $299286.00         | $304.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 7.5000%  | 0.0000% | $1967000.00        | $1941.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-15      | 8.0000%  | 0.0000% | $207633.00         | $245.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $96000.00          | $596.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $2040595.00        | $3100.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.0000%  | 0.0000% | $486000.00         | $570.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 7.5000%  | 0.0000% | $155017.00         | $97.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $25000.00          | $15.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 8.0000%  | 0.0000% | $26232.00          | $0.72              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-15      | 7.5000%  | 0.0000% | $25000.00          | $177.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.0000%  | 0.0000% | $98572.00          | $59.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 8.0000%  | 0.0000% | $255000.00         | $1671.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $50000.00          | $736.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $50000.00          | $273.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-15      | 9.0000%  | 0.0000% | $1289907.00        | $3663.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 8.0000%  | 0.0000% | $160000.00         | $338.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-15      | 8.0000%  | 0.0000% | $142799.00         | $21.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-15      | 7.5000%  | 0.0000% | $2557507.00        | $273.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-15      | 8.0000%  | 0.0000% | $171912.00         | $158.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-15      | 8.5000%  | 0.0000% | $600291.00         | $703.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-15      | 8.0000%  | 0.0000% | $1628776.00        | $767.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-15      | 7.5000%  | 0.0000% | $3119777.00        | $1891.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-15      | 8.0000%  | 0.0000% | $391000.00         | $81.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-15      | 8.5000%  | 0.0000% | $1346703.00        | $98.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-15      | 7.5000%  | 0.0000% | $25050.00          | $37.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $80132.00          | $1328.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-15      | 6.0000%  | 0.0000% | $105633.00         | $2911.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-15      | 4.5000%  | 0.0000% | $410000.00         | $2558.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $130000.00         | $193.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $254718.00         | $249.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $2002585.00        | $4079.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $253093.00         | $613.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $41000.00          | $141.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $1168128.00        | $2499.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-15      | 7.5000%  | 0.0000% | $25000.00          | $599.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-15      | 6.0000%  | 0.0000% | $601531.00         | $2279.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $1430540.00        | $2340.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $1298297.00        | $3779.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-15      | 6.0000%  | 0.0000% | $102192.00         | $218.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $56816.00          | $321.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.0000%  | 0.0000% | $4000.00           | $523.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $2696.00           | $316.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $6000.00           | $651.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $31000.00          | $3206.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $112.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $62000.00          | $4257.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $24000.00          | $3490.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $377.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $107000.00         | $5.03              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.5000%  | 0.0000% | $15000.00          | $869.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.5000%  | 0.0000% | $180000.00         | $9.10              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $550000.00         | $18.92             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $493000.00         | $103.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $3505.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-07-01      | 4.0000%  | 0.0000% | $117000.00         | $532.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $1022079.00        | $230.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-01      | 4.0000%  | 0.0000% | $186000.00         | $193.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 4.0000%  | 0.0000% | $80381.00          | $2.25              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-02-01      | 3.5000%  | 0.0000% | $401984.00         | $3747.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 3.0000%  | 0.0000% | $500000.00         | $2941.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 3.0000%  | 0.0000% | $35000.00          | $869.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 4.0000%  | 0.0000% | $873800.00         | $170.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-06-01      | 2.5000%  | 0.0000% | $40000.00          | $1200.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 4.0000%  | 0.0000% | $24000.00          | $83.92             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $250000.00         | $25.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $435000.00         | $0.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 3.5000%  | 0.0000% | $12000.00          | $336.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-12-01      | 3.5000%  | 0.0000% | $50000.00          | $1735.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 3.5000%  | 0.0000% | $44000.00          | $1467.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 3.5000%  | 0.0000% | $64000.00          | $2425.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $6000.00           | $328.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $5319.00           | $780.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 3.5000%  | 0.0000% | $50000.00          | $1312.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 4.0000%  | 0.0000% | $33000.00          | $1945.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 3.5000%  | 0.0000% | $69262.00          | $226.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-10-01      | 3.0000%  | 0.0000% | $1428.00           | $112.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $8000.00           | $23.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $110000.00         | $163.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 3.0000%  | 0.0000% | $48000.00          | $4683.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 3.0000%  | 0.0000% | $17000.00          | $1724.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $100000.00         | $34.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1694.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $37000.00          | $16.53             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $477.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 3.0000%  | 0.0000% | $3870.00           | $519.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 3.0000%  | 0.0000% | $19000.00          | $1673.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $200000.00         | $1866.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 4.5000%  | 0.0000% | $200000.00         | $70.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.5000%  | 0.0000% | $9000.00           | $934.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 3.5000%  | 0.0000% | $39000.00          | $4192.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 5.0000%  | 0.0000% | $825600.00         | $1538.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-08-01      | 5.0000%  | 0.0000% | $687093.00         | $2103.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-08-01      | 3.5000%  | 0.0000% | $28000.00          | $2504.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 2.5000%  | 0.0000% | $10000.00          | $697.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $3436.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 3.5000%  | 0.0000% | $150000.00         | $891.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 3.0000%  | 0.0000% | $156000.00         | $1116.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 3.5000%  | 0.0000% | $110000.00         | $3993.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 3.5000%  | 0.0000% | $70328.00          | $1647.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 3.0000%  | 0.0000% | $29000.00          | $827.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 2.5000%  | 0.0000% | $58000.00          | $2865.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 3.5000%  | 0.0000% | $136000.00         | $4453.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-04-01      | 3.5000%  | 0.0000% | $43000.00          | $1373.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 3.0000%  | 0.0000% | $46000.00          | $1816.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 3.0000%  | 0.0000% | $82000.00          | $3597.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 2.5000%  | 0.0000% | $4000.00           | $214.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 3.0000%  | 0.0000% | $9038.00           | $484.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 2.5000%  | 0.0000% | $16417.00          | $1157.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 2.5000%  | 0.0000% | $29000.00          | $2396.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.5000%  | 0.0000% | $39000.00          | $3238.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 3.0000%  | 0.0000% | $15000.00          | $1021.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-10-01      | 3.0000%  | 0.0000% | $11000.00          | $773.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 2.5000%  | 0.0000% | $26000.00          | $2300.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $35004.00          | $2760.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $35000.00          | $2143.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-01-01      | 3.0000%  | 0.0000% | $62000.00          | $4638.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 3.0000%  | 0.0000% | $3000.00           | $235.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $2816.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 3.0000%  | 0.0000% | $25000.00          | $2476.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 3.0000%  | 0.0000% | $18000.00          | $1454.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $34000.00          | $3991.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $311.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $38000.00          | $2776.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 4.0000%  | 0.0000% | $36000.00          | $2180.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1602.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.5000%  | 0.0000% | $19000.00          | $1647.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-04-01      | 3.0000%  | 0.0000% | $9122.00           | $885.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.0000%  | 0.0000% | $30000.00          | $3012.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-03-01      | 5.0000%  | 0.0000% | $51359.00          | $20.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-08-01      | 5.0000%  | 0.0000% | $11111746.00       | $161.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 5.0000%  | 0.0000% | $180000.00         | $135.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-12-01      | 6.0000%  | 0.0000% | $1600000.00        | $2773.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $2640.00           | $452.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $132.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1539.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 4.0000%  | 0.0000% | $20008.00          | $3025.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.5000%  | 0.0000% | $65000.00          | $4054.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 4.0000%  | 0.0000% | $26000.00          | $1410.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-07-01      | 5.0000%  | 0.0000% | $514346.00         | $2478.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 5.0000%  | 0.0000% | $868425.00         | $2269.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 5.5000%  | 0.0000% | $143000.00         | $3459.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1254.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $24431.00          | $550.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-12-01      | 6.0000%  | 0.0000% | $192500.00         | $2212.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 4.0000%  | 0.0000% | $2145.00           | $320.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1218.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $775011.00         | $237.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.0000%  | 0.0000% | $9000.00           | $1312.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1361.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $937821.00         | $475.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $19000.00          | $4162.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.5000%  | 0.0000% | $19000.00          | $4540.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $13000.00          | $2593.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $19998.00          | $4419.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $300000.00         | $849.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.5000%  | 0.0000% | $181770.00         | $455.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 6.5000%  | 0.0000% | $1361568.00        | $2869.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 5.5000%  | 0.0000% | $306000.00         | $2625.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $10000.00          | $854.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.5000%  | 0.0000% | $38695.00          | $2660.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.0000%  | 0.0000% | $30000.00          | $1878.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $720.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 3.0000%  | 0.0000% | $213000.00         | $3571.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.5000%  | 0.0000% | $56180.00          | $2124.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.5000%  | 0.0000% | $195000.00         | $3367.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 6.0000%  | 0.0000% | $4000.00           | $27.91             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $3000.00           | $201.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 3.0000%  | 0.0000% | $54000.00          | $430.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1010.00           | $69.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $25000.00          | $252.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.0000%  | 0.0000% | $6000.00           | $964.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 2.5000%  | 0.0000% | $9000.00           | $113.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 2.5000%  | 0.0000% | $5000.00           | $949.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 4.5910%  | 0.0000% | $20189.00          | $669.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 4.5000%  | 0.0000% | $1000.00           | $8.79              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 4.5000%  | 0.0000% | $59000.00          | $641.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 5.0000%  | 0.0000% | $1820794.00        | $18990.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $35.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $121000.00         | $2411.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8000.00           | $438.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 4.0000%  | 0.0000% | $160000.00         | $7360.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 3.0000%  | 0.0000% | $24000.00          | $1704.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 3.0000%  | 0.0000% | $15000.00          | $290.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 3.0000%  | 0.0000% | $8000.00           | $759.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.0000%  | 0.0000% | $18000.00          | $1696.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $30000.00          | $934.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $3000.00           | $340.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 3.0000%  | 0.0000% | $1000.00           | $91.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $60.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 3.5000%  | 0.0000% | $36000.00          | $2353.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $26000.00          | $2352.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1510.00           | $60.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $99.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $40.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $3000.00           | $240.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $14000.00          | $1025.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $4000.00           | $261.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-02-01      | 4.0000%  | 0.0000% | $31000.00          | $2183.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $73000.00          | $3892.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 2.0000%  | 0.0000% | $14000.00          | $34.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 2.5000%  | 0.0000% | $386409.00         | $678.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 3.0000%  | 0.0000% | $4000.00           | $507.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $10000.00          | $1548.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $10000.00          | $1387.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $2000.00           | $236.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $2053.00           | $338.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 2.5000%  | 0.0000% | $2580.00           | $877.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 2.5000%  | 0.0000% | $75000.00          | $567.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $176.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $733.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $15000.00          | $3127.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 3.5000%  | 0.0000% | $32000.00          | $4502.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $497.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $5000.00           | $443.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $99.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $3000.00           | $40.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $215.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $1008.00           | $133.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $13719.00          | $180.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $15000.00          | $1825.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $20000.00          | $1977.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $96.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $26000.00          | $2623.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $6000.00           | $552.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $12238.00          | $1542.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $5000.00           | $444.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $3000.00           | $235.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $6000.00           | $632.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $10000.00          | $202.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $163.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $2000.00           | $297.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $232.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $5000.00           | $559.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $15000.00          | $1681.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1181.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $109.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $5000.00           | $515.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $24000.00          | $2850.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1815.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $71000.00          | $2331.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 3.5000%  | 0.0000% | $34000.00          | $892.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $3000.00           | $326.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3000.00           | $337.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 3.0000%  | 0.0000% | $13000.00          | $438.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $3000.00           | $362.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 4.0000%  | 0.0000% | $12000.00          | $1474.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $10598.00          | $1307.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $16000.00          | $2246.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $2000.00           | $151.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-05-01      | 3.5000%  | 0.0000% | $62000.00          | $2177.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $7000.00           | $250.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $7000.00           | $588.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $611.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.0000%  | 0.0000% | $19000.00          | $1846.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $8000.00           | $615.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 4.0000%  | 0.0000% | $47476.00          | $3301.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $62000.00          | $2249.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $72.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 4.0000%  | 0.0000% | $1000.00           | $61.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $14000.00          | $1242.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $3000.00           | $200.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $3000.00           | $269.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $69.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $74.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3503.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $8000.00           | $3980.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2871.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $7000.00           | $4091.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1219.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $964.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $10024.00          | $6161.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $3000.00           | $1823.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $138.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $198.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $3000.00           | $213.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $254.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $11000.00          | $887.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1805.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $10000.00          | $1032.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $94.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $4000.00           | $397.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $4000.00           | $487.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $320.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $32000.00          | $3628.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 3.0000%  | 0.0000% | $2000.00           | $252.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $10000.00          | $1105.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $38000.00          | $6094.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 3.0000%  | 0.0000% | $30000.00          | $4140.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $13000.00          | $2165.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $388.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $5000.00           | $634.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $18000.00          | $3115.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $8000.00           | $1115.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1554.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $15000.00          | $1846.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $12000.00          | $2200.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $152.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $35000.00          | $4051.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $594000.00         | $194.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $1683140.00        | $14.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $230000.00         | $337.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 4.0000%  | 0.0000% | $25000.00          | $2865.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $32000.00          | $1875.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $111000.00         | $3941.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $100000.00         | $277.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.0000%  | 0.0000% | $60000.00          | $4945.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $78000.00          | $30.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 4.0000%  | 0.0000% | $22580.00          | $3.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-12-01      | 5.0000%  | 0.0000% | $1000.00           | $71.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 5.0000%  | 0.0000% | $1000.00           | $8.60              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-04-01      | 3.5000%  | 0.0000% | $67000.00          | $3770.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $3000.00           | $204.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $6000.00           | $667.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $623581.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $55451.00          | $576.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $41764.00          | $2565.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $27805786.00       | $3964.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 8.5000%  | 0.0000% | $818000.00         | $916.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 7.0000%  | 0.0000% | $1003701.00        | $566.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 7.5000%  | 0.0000% | $466188.00         | $148.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $176000.00         | $104.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 7.5000%  | 0.0000% | $3318000.00        | $131.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $50000.00          | $42.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 7.5000%  | 0.0000% | $534000.00         | $187.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 8.0000%  | 0.0000% | $194000.00         | $7.25              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 8.5000%  | 0.0000% | $115000.00         | $2.93              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 7.0000%  | 0.0000% | $711969.00         | $2.47              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 7.5000%  | 0.0000% | $380000.00         | $10.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 8.0000%  | 0.0000% | $310168.00         | $2.37              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 7.0000%  | 0.0000% | $443417.00         | $46.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 7.5000%  | 0.0000% | $620000.00         | $4.32              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 7.0000%  | 0.0000% | $135303.00         | $4.40              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 8.0000%  | 0.0000% | $29100.00          | $0.15              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 7.5000%  | 0.0000% | $270355.00         | $12.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 8.0000%  | 0.0000% | $1022250.00        | $9.45              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 7.0000%  | 0.0000% | $349538.00         | $27.48             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 7.0000%  | 0.0000% | $4706846.00        | $1328.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 7.0000%  | 0.0000% | $850000.00         | $95.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 8.0000%  | 0.0000% | $1589086.00        | $154.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $38.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $156.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 8.0000%  | 0.0000% | $947570.00         | $182.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 6.5000%  | 0.0000% | $1490034.00        | $540.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $500150.00         | $140.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.5000%  | 0.0000% | $1203000.00        | $112.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $36000.00          | $1.34              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 4.5000%  | 0.0000% | $105000.00         | $1582.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $179150.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $32378.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 6.0000%  | 0.0000% | $970000.00         | $880.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 7.0000%  | 0.0000% | $73214.00          | $51.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 7.0000%  | 0.0000% | $227000.00         | $164.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 7.5000%  | 0.0000% | $217810.00         | $191.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 6.0000%  | 0.0000% | $50000.00          | $46.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 6.5000%  | 0.0000% | $4012165.00        | $2997.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 7.0000%  | 0.0000% | $320523.00         | $142.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 7.0000%  | 0.0000% | $355000.00         | $270.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 7.5000%  | 0.0000% | $80545.00          | $23.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.5000%  | 0.0000% | $640870.00         | $504.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 8.0000%  | 0.0000% | $303396.00         | $76.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 7.5000%  | 0.0000% | $1743843.00        | $811.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 8.0000%  | 0.0000% | $215625.00         | $98.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 7.0000%  | 0.0000% | $3678623.00        | $1711.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 7.5000%  | 0.0000% | $130318.00         | $61.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 8.0000%  | 0.0000% | $60000.00          | $25.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 7.0000%  | 0.0000% | $75585.00          | $33.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-02-20      | 8.5000%  | 0.0000% | $61587.00          | $30.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 6.0000%  | 0.0000% | $25000.00          | $31.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 8.0000%  | 0.0000% | $717426.00         | $246.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 7.5000%  | 0.0000% | $1298112.00        | $494.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 7.0000%  | 0.0000% | $81420.00          | $27.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 7.5000%  | 0.0000% | $1403000.00        | $169.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 8.0000%  | 0.0000% | $165206.00         | $74.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 8.5000%  | 0.0000% | $1538297.00        | $357.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 7.0000%  | 0.0000% | $2346091.00        | $1376.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 7.5000%  | 0.0000% | $375000.00         | $183.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $355368.00         | $140.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $4621.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.5000%  | 0.0000% | $75340.00          | $15.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 9.0000%  | 0.0000% | $237000.00         | $168.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.0000%  | 0.0000% | $75000.00          | $36.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.5000%  | 0.0000% | $6010183.00        | $2449.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8581784.00        | $6582.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.5000%  | 0.0000% | $10692589.00       | $4320.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 7.5000%  | 0.0000% | $420423.00         | $213.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 8.0000%  | 0.0000% | $825000.00         | $529.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.0000%  | 0.0000% | $2044062.00        | $1602.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.5000%  | 0.0000% | $105912.00         | $75.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 8.0000%  | 0.0000% | $45000.00          | $15.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 8.5000%  | 0.0000% | $4813176.00        | $3656.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 6.0000%  | 0.0000% | $50000.00          | $36.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 7.5000%  | 0.0000% | $366236.00         | $231.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 7.5000%  | 0.0000% | $422993.00         | $524.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 8.5000%  | 0.0000% | $496000.00         | $366.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 7.5000%  | 0.0000% | $190836.00         | $110.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 8.0000%  | 0.0000% | $50000.00          | $36.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 6.5000%  | 0.0000% | $940263.00         | $1060.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $1118900.00        | $1448.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.0000%  | 0.0000% | $814000.00         | $1319.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.5000%  | 0.0000% | $289490.00         | $282.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 8.0000%  | 0.0000% | $206615.00         | $97.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $72865188.00       | $92879.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $109701.00         | $3915.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $898839.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $61.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.0000%  | 0.0000% | $25000.00          | $2363.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $119289.00         | $11274.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $282717.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 6.0000%  | 0.0000% | $50000.00          | $3929.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 8.0000%  | 0.0000% | $104525.00         | $2202.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 9.0000%  | 0.0000% | $54429.00          | $1534.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 7.0000%  | 0.0000% | $48574.00          | $2139.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $477985.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 8.0000%  | 0.0000% | $45869.00          | $316.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118041.00        | $599971.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $104619.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $484830.00         | $3676.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 4.5000%  | 0.0000% | $119686.00         | $4874.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $25000.00          | $3806.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $5700.00           | $420.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $74437.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 5.0000%  | 0.0000% | $12000.00          | $917.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $202994.00         | $1231.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $63673.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 5.5000%  | 0.0000% | $29000.00          | $2261.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $745055.00         | $28907.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $92798.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $233510.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $136215.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $26000.00          | $2247.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $255668.00         | $27608.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964176.00        | $404064.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 8.0000%  | 0.0000% | $26155.00          | $391.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $62732.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $6000.00           | $537.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 4.0000%  | 0.0000% | $35954.00          | $2304.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $507854.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $989454.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $125282.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $96462.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $504005.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $257093.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $445689.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $350081.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $28889.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 8.0000%  | 0.0000% | $37491.00          | $1251.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $1000.00           | $0.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $493859.00         | $527.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $1350600.00        | $1208.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $4094361.00        | $760.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 6.5000%  | 0.0000% | $1073643.00        | $279.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 7.0000%  | 0.0000% | $2060510.00        | $3230.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $102681.00         | $238.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 6.5000%  | 0.0000% | $50000.00          | $42.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 7.5000%  | 0.0000% | $46040.00          | $214.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $223200.00         | $85.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.5000%  | 0.0000% | $448800.00         | $2245.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.5000%  | 0.0000% | $38360.00          | $195.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 7.0000%  | 0.0000% | $220719.00         | $440.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 7.5000%  | 0.0000% | $296000.00         | $693.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $1000.00           | $0.73              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-12-01      | 7.0000%  | 0.0000% | $2205290.00        | $3269.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 8.0000%  | 0.0000% | $170000.00         | $300.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $985672.00         | $2841.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $3104404.00        | $2443.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $1025319.00        | $2453.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $691621.00         | $3182.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $2007636.00        | $1570.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 7.0000%  | 0.0000% | $800000.00         | $3897.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $378168.00         | $453.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 6.5000%  | 0.0000% | $1020971.00        | $1371.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 8.5000%  | 0.0000% | $2253759.00        | $3061.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 6.5000%  | 0.0000% | $1000000.00        | $4106.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 7.0000%  | 0.0000% | $600000.00         | $999.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 7.5000%  | 0.0000% | $58800.00          | $339.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $695727.00         | $2926.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 7.0000%  | 0.0000% | $1368811.00        | $342.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $2001606.00        | $3688.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $1000740.00        | $1990.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $47000.00          | $2113.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $15000.00          | $447.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $48000.00          | $3213.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $500000.00         | $4880.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $5000.00           | $317.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 4.5000%  | 0.0000% | $7000.00           | $416.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-06-25      | 4.0000%  | 0.0000% | $22462.00          | $4.88              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-06-25      | 4.0000%  | 0.0000% | $2605000.00        | $213.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $2000.00           | $153.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $25714.00          | $482.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 3.5000%  | 0.0000% | $44493.00          | $20.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $488522.00         | $1528.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.5000%  | 0.0000% | $61406.00          | $766.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $28.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $81255.00          | $4710.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 3.5000%  | 0.0000% | $530000.00         | $296.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 3.5000%  | 0.0000% | $611000.00         | $358.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 3.5000%  | 0.0000% | $25000.00          | $15.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 3.5000%  | 0.0000% | $102000.00         | $100.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $37.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $13000.00          | $394.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.5000%  | 0.0000% | $23000.00          | $30.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $2245909.00        | $4925.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.5000%  | 0.0000% | $41000.00          | $60.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.5000%  | 0.0000% | $17000.00          | $36.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $22000.00          | $184.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.5000%  | 0.0000% | $50000.00          | $90.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $161026.00         | $488.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $938509.00         | $1600.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $18000.00          | $55.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.0000%  | 0.0000% | $223367.00         | $619.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $30000.00          | $90.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $75000.00          | $247.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $155000.00         | $1501.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $69000.00          | $336.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $41000.00          | $414.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $72000.00          | $523.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $234000.00         | $1519.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $50000.00          | $3784.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 2.5000%  | 0.0000% | $25000.00          | $151.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $460000.00         | $12.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.5000%  | 0.0000% | $268059.00         | $294.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 5.0000%  | 0.0000% | $6874931.00        | $577.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $29000.00          | $1267.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $71.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $42000.00          | $1975.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 5.0000%  | 0.0000% | $1000.00           | $26.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $350000.00         | $1765.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $17000.00          | $1.67              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $213000.00         | $63.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $229000.00         | $8.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $2110748.00        | $817.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 7.0000%  | 0.0000% | $15000.00          | $487.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $32.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $60000.00          | $76.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 2.5000%  | 0.0000% | $50000.00          | $817.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 4.0000%  | 0.0000% | $24000.00          | $46.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $236984.00         | $48.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $66000.00          | $37.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $39555.00          | $1.29              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $51000.00          | $1.98              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 4.0000%  | 0.0000% | $1206268.00        | $5.84              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $9000.00           | $406.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $153.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $115000.00         | $515.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $82000.00          | $30.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $8000.00           | $935.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $8000.00           | $950.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $175.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $6000.00           | $481.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 3.0000%  | 0.0000% | $47000.00          | $3601.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 3.5000%  | 0.0000% | $11000.00          | $871.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 3.5000%  | 0.0000% | $180000.00         | $3122.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 2.5000%  | 0.0000% | $24493.00          | $6353.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1347.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 4.0000%  | 0.0000% | $33000.00          | $3173.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-06-01      | 3.0000%  | 0.0000% | $31000.00          | $2134.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $26.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $6295.00           | $951.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $43000.00          | $2185.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $21336.00          | $4587.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $18356.00          | $2761.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $4000.00           | $364.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $8000.00           | $288.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $2833984.00        | $523.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 7.0000%  | 0.0000% | $500000.00         | $1446.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 7.0000%  | 0.0000% | $2514615.00        | $3469.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 7.0000%  | 0.0000% | $8330.00           | $41.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 6.0000%  | 0.0000% | $8000.00           | $12.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $64000.00          | $238.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 7.5000%  | 0.0000% | $240000.00         | $1569.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 7.0000%  | 0.0000% | $5000000.00        | $4853.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-10-01      | 7.0000%  | 0.0000% | $193699.00         | $1556.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 5.5000%  | 0.0000% | $1000.00           | $2.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 7.0000%  | 0.0000% | $1000.00           | $16.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 6.2680%  | 0.0000% | $63339.00          | $1640.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $1066.00           | $7.70              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $158150.00         | $649.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 4.5000%  | 0.0000% | $1000.00           | $8.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $9760.00           | $39.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 6.0250%  | 0.0000% | $299000.00         | $2257.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $325.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3050%  | 0.0000% | $92000.00          | $269.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.0970%  | 0.0000% | $1000000.00        | $3212.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1663.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1649.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.3760%  | 0.0000% | $92000.00          | $630.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.0000%  | 0.0000% | $2339844.00        | $4935.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2143.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.9930%  | 0.0000% | $92000.00          | $708.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1733.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.7310%  | 0.0000% | $966221.00         | $23097.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.4250%  | 0.0000% | $625000.00         | $2631.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.6850%  | 0.0000% | $75000.00          | $398.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 6.4520%  | 0.0000% | $2394.00           | $110.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.8980%  | 0.0000% | $652000.00         | $4775.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 5.8720%  | 0.0000% | $350000.00         | $888.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 5.9380%  | 0.0000% | $450000.00         | $1190.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 5.6820%  | 0.0000% | $290000.00         | $803.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 5.9650%  | 0.0000% | $204000.00         | $3803.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 6.2600%  | 0.0000% | $977976.00         | $2028.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 6.0700%  | 0.0000% | $380000.00         | $2531.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1569.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $7648.00           | $5533.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $174709.00         | $148458.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $427999.00         | $264027.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $234.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $929.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $956.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $29399.00          | $28869.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1917.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $932.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $121.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $3000.00           | $157.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $92.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 2.5000%  | 0.0000% | $5000.00           | $473.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1057.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $953983.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1163.00           | $397.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $1288.00           | $309.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $150000.00         | $537.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $8000.00           | $652.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $4000.00           | $630.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $12000.00          | $1052.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $114.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $154.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1438.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 4.5000%  | 0.0000% | $3000.00           | $445.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 2.9340%  | 0.0000% | $1000.00           | $198.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 3.5000%  | 0.0000% | $1651.00           | $235.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 3.5000%  | 0.0000% | $55000.00          | $151.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $30000.00          | $1766.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 3.0000%  | 0.0000% | $98141.00          | $768.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $9000.00           | $83.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $68000.00          | $329.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $878000.00         | $2548.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.0000%  | 0.0000% | $293355.00         | $3948.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $1000.00           | $182.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $190000.00         | $3414.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $1024.00           | $926.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 2.5000%  | 0.0000% | $39000.00          | $4696.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $131.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $60000.00          | $1336.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $110.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 2.5000%  | 0.0000% | $2000.00           | $435.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $56000.00          | $1485.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $14000.00          | $441.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $17000.00          | $598.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $11000.00          | $294.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $5000.00           | $283.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $1100.00           | $63.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $21000.00          | $2362.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $28000.00          | $1290.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1784.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $36570.00          | $2654.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $77842.00          | $5951.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 2.5000%  | 0.0000% | $9000.00           | $928.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 2.5000%  | 0.0000% | $52459.00          | $3971.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1663.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $38000.00          | $4583.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $3000.00           | $249.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $13000.00          | $996.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $9000.00           | $819.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $160.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $309.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 2.5000%  | 0.0000% | $10000.00          | $940.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $330.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $4000.00           | $311.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $175.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 3.5000%  | 0.0000% | $7000.00           | $661.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $32.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.5000%  | 0.0000% | $28000.00          | $3418.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $270000.00         | $44593.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1188.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $184.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1009.00           | $198.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $3000.00           | $294.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $9001.00           | $4764.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $9005.00           | $4833.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $4000.00           | $2010.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $225000.00         | $74691.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $2000.00           | $1068.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $6029.00           | $3304.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $5000.00           | $2802.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $3265.00           | $1867.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $700000.00         | $425176.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $169288.00         | $65075.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $2000.00           | $1150.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $415546.00         | $243936.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $11000.00          | $6457.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $3000.00           | $1777.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $250000.00         | $107461.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $49757.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $72978.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $641369.00         | $379817.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $59251.00          | $37987.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1001.00           | $784.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $429544.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1575.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $45838.00          | $25241.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $2334.00           | $1626.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $694.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $691.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $51000.00          | $25254.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $6003.00           | $4238.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $228649.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $35254049.00       | $25310412.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $912325.00         | $659602.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $464.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1501998.00        | $426257.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1000.00           | $614.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2001.00           | $1480.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $838348.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $452.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $141204.00         | $44016.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $478596.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $375701.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3000.00           | $1858.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $330.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $734.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1825.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $116992.00         | $91525.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $5549.00           | $2861.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $707805.00         | $258618.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $57805.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $690242.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $385000.00         | $199890.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $5000.00           | $927.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $533.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1002.00           | $274.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $4000.00           | $2149.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $273.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1004.00           | $255.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $4000.00           | $2838.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $70359124.00       | $24442293.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4000.00           | $1088.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $670.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $2000.00           | $1733.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $270457.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2089.00           | $1405.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $3002.00           | $1123.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $6000.00           | $5164.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 4.5000%  | 0.0000% | $2000.00           | $1747.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1361.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $3000.00           | $1529.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $387999.00         | $348605.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3414.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $25629.00          | $10614.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1130821.00        | $359304.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $860329.00         | $617706.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $14000.00          | $2876.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1071963.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1021.00           | $163.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $108354.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $301487.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8115.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $9000.00           | $2908.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $63942.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $970.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 5.0000%  | 0.0000% | $41485.00          | $3333.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $77633.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $13947.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $19506.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $32000.00          | $4586.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $40000.00          | $2234.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $25000.00          | $2159.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $25000.00          | $4082.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $25000.00          | $2597.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $310057.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $8286.00           | $4688.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $41161.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5151.00           | $2493.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $3225000.00        | $2046.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.5000%  | 0.0000% | $2353030.00        | $1027.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 7.0000%  | 0.0000% | $601699.00         | $510.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $269500.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $95778.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $797850.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $902820.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $822930.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1049042.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $50423.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $277921.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $806732.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $271108.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $857734.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $791031.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $784168.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2443.00           | $1446.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $616006.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $9072.00           | $6413.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1565084.00        | $845142.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $7000.00           | $6135.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $824021.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $715150.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2048.00           | $880.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1007.00           | $133.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $1000000.00        | $110343.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1090324.00        | $205811.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2769.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.5000%  | 0.0000% | $20000.00          | $1715.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-15      | 3.5000%  | 0.0000% | $27478.00          | $4633.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $245377.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-15      | 3.0000%  | 0.0000% | $25109.00          | $3164.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1039291.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1044930.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $527.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $832415.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1075838.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $3693.00           | $3002.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $2346.00           | $1668.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $792085.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $946570.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1016089.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $954401.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $661.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $3472.00           | $2479.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1656.00           | $1568.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $19954.00          | $13948.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1390.00           | $700.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $6231.00           | $4392.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $13559.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1072.00           | $988.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2817456.00        | $1943494.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1795.00           | $952.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $872911.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1137556.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1359.00           | $1146.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2121.00           | $1774.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1031.00           | $472.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $28600.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1201.00           | $1027.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4263.00           | $2810.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $3012.00           | $1979.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4150.00           | $3072.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1077109.00        | $951085.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1175.00           | $792.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1296.00           | $1038.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1189.00           | $897.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $3835.00           | $3221.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $3057.00           | $2088.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $740259.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27546.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1927442.00        | $422008.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2053766.00        | $714159.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $2752.00           | $607.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $640252.00         | $394976.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $1234621.00        | $1103502.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1090.00           | $816.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1982926.00        | $246048.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1074382.00        | $946389.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $10000.00          | $57.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 4.0000%  | 0.0000% | $185000.00         | $182.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $100000.00         | $998.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $789.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 4.5000%  | 0.0000% | $45000.00          | $5.91              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 4.0000%  | 0.0000% | $70000.00          | $4743.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $4536000.00        | $1091.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $36000.00          | $851.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $18000.00          | $1682.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $16334511.00       | $447.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 3.0000%  | 0.0000% | $15000.00          | $127.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 3.5000%  | 0.0000% | $97000.00          | $9.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 4.0000%  | 0.0000% | $130000.00         | $89.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $156000.00         | $1672.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $14929.00          | $117.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $55000.00          | $0.03              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 4.5000%  | 0.0000% | $1308952.00        | $47488.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $85000.00          | $2568.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $255897.00         | $1.12              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $33400.00          | $34.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 4.5000%  | 0.0000% | $49000.00          | $3862.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $37.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $134891.00         | $118765.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $603285.00         | $358882.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $7982.00           | $7144.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $5677.00           | $4320.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1488002.00        | $852631.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $3380.00           | $1436.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 3.0000%  | 0.0000% | $2214.00           | $1684.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $2769.00           | $2486.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1076.00           | $792.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $1010.00           | $943.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1881.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1574756.00        | $1484407.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $1089.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3630.00           | $3231.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $282447.00         | $169651.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $683093.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $2001.00           | $1838.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $2148419.00        | $2047217.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $3279.00           | $3339.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $3338640.00        | $3214762.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1062861.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $903716.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1009970.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $550596.00         | $573936.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $612664.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1057871.00        | $479429.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1062892.00        | $353647.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1846.00           | $646.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2484.00           | $2492.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $973800.00         | $1023946.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-09-15      | 6.0000%  | 0.0000% | $1000.00           | $1042.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $735302.00         | $761320.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $124888.00         | $132313.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $86990.00          | $4176.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $8000.00           | $2295.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $336345.00         | $486.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $216000.00         | $1985.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 5.5000%  | 0.0000% | $109000.00         | $217.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.5000%  | 0.0000% | $96220.00          | $743.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 6.5000%  | 0.0000% | $100000.00         | $2737.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.0000%  | 0.0000% | $1122937.00        | $4496.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $500000.00         | $377.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-15      | 7.5000%  | 0.0000% | $196000.00         | $91.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-15      | 6.5000%  | 0.0000% | $810000.00         | $1058.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $170719.00         | $234.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $537860.00         | $2320.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $146486.00         | $635.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $500758.00         | $3231.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 8.0000%  | 0.0000% | $128000.00         | $254.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $451992.00         | $1299.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $256485.00         | $844.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $515602.00         | $2309.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $37000.00          | $527.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $75259.00          | $1603.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $219827.00         | $1859.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $666280.00         | $913.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $177656.00         | $407.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $650093.00         | $1846.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $335940.00         | $1027.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-15      | 6.0000%  | 0.0000% | $844000.00         | $3943.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 6.2500%  | 0.0000% | $30000.00          | $75.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-15      | 6.5000%  | 0.0000% | $50000.00          | $232.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-15      | 6.0000%  | 0.0000% | $44388.00          | $213.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-15      | 7.5000%  | 0.0000% | $396988.00         | $2679.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $44000.00          | $136.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-15      | 7.5000%  | 0.0000% | $100010.00         | $200.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-15      | 6.0000%  | 0.0000% | $224431.00         | $1340.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-15      | 6.0000%  | 0.0000% | $250000.00         | $1904.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-15      | 6.0000%  | 0.0000% | $440410.00         | $2113.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $64000.00          | $1851.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $2609212.00        | $4603.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $25265805.00       | $11593.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 6.5000%  | 0.0000% | $10000.00          | $1114.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1075.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 6.5000%  | 0.0000% | $140000.00         | $2957.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $75000.00          | $1782.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $25000.00          | $2118.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 4.5000%  | 0.0000% | $32050.00          | $986.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $476922.00         | $13516.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.5000%  | 0.0000% | $82000.00          | $3061.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 7.0000%  | 0.0000% | $72305.00          | $311.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 5.5000%  | 0.0000% | $25000.00          | $298.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 4.5000%  | 0.0000% | $40000.00          | $790.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 7.0000%  | 0.0000% | $150364.00         | $646.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.0000%  | 0.0000% | $44000.00          | $599.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.5000%  | 0.0000% | $56195.00          | $739.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 4.5000%  | 0.0000% | $65000.00          | $868.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $50000.00          | $796.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $26113.00          | $332.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.5000%  | 0.0000% | $115000.00         | $1928.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 4.5000%  | 0.0000% | $150000.00         | $1295.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.0000%  | 0.0000% | $80000.00          | $1106.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $39000.00          | $531.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1642.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $475023.00         | $5284.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $5529.00           | $32.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1800000.00        | $21391.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $675000.00         | $4173.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $29000.00          | $291.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 7.0000%  | 0.0000% | $150000.00         | $1665.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 7.0000%  | 0.0000% | $174000.00         | $1638.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 7.5000%  | 0.0000% | $80000.00          | $1906.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $278328.00         | $346.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $106000.00         | $1510.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 4.5000%  | 0.0000% | $123000.00         | $1673.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $5483303.00        | $244676.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $50000.00          | $2429.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $71000.00          | $2372.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $8975282.00        | $206423.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.5000%  | 0.0000% | $25000.00          | $438.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $196000.00         | $5752.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.0000%  | 0.0000% | $50000.00          | $2315.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $308091.00         | $9944.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $116000.00         | $4095.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17635919.00       | $615864.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $116000.00         | $4107.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $332036.00         | $2764.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $5052018.00        | $163299.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1566.00           | $23.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $25016.00          | $1044.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $1440253.00        | $69364.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $2279816.00        | $104828.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1030.00           | $38.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $124159.00         | $1242.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $1109.00           | $43.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $56000.00          | $1801.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 6.0000%  | 0.0000% | $2007.00           | $52.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $21720.00          | $818.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $70734.00          | $1041.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $3860.00           | $154.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $60478.00          | $2729.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1101.00           | $49.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $802198.00         | $6.69              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $7964250.00        | $47.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $549628.00         | $0.75              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 5.3750%  | 0.0000% | $1815199.00        | $34.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $1980000.00        | $58.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $500000.00         | $18.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $300000.00         | $4.02              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-15      | 5.5000%  | 0.0000% | $30000.00          | $281.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.0000%  | 0.0000% | $1078320.00        | $301.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-15      | 6.0000%  | 0.0000% | $1011503.00        | $587.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $61608.00          | $8.47              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 7.0000%  | 0.0000% | $173488.00         | $122.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-15      | 7.5000%  | 0.0000% | $66308.00          | $458.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $800000.00         | $200.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $30748.00          | $5.70              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-15      | 8.0000%  | 0.0000% | $1133597.00        | $634.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-15      | 8.5000%  | 0.0000% | $876223.00         | $733.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.5000%  | 0.0000% | $141000.00         | $11.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-15      | 8.0000%  | 0.0000% | $8871415.00        | $1720.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 7.5000%  | 0.0000% | $34000.00          | $6.86              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.2500%  | 0.0000% | $275000.00         | $36.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 8.5000%  | 0.0000% | $100000.00         | $31.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-15      | 7.2500%  | 0.0000% | $578000.00         | $105.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-15      | 7.5000%  | 0.0000% | $3033958.00        | $410.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-15      | 7.5000%  | 0.0000% | $117602.00         | $10.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $380561.00         | $53.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $28865.00          | $10.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 8.5000%  | 0.0000% | $25000.00          | $24.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 8.0000%  | 0.0000% | $15145985.00       | $166.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-15      | 8.5000%  | 0.0000% | $53223.00          | $7.01              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 6.0000%  | 0.0000% | $2400000.00        | $3738.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $3177500.00        | $4345.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 7.0000%  | 0.0000% | $1061322.00        | $3434.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $270000.00         | $497.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 7.0000%  | 0.0000% | $375000.00         | $4631.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 5.5000%  | 0.0000% | $747000.00         | $1526.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $333708.00         | $602.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 5.5000%  | 0.0000% | $1008.00           | $2.20              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $82000.00          | $165.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 7.5000%  | 0.0000% | $100000.00         | $660.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 3.5000%  | 0.0000% | $10000.00          | $0.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $44000.00          | $3753.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $2600000.00        | $812.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 7.0000%  | 0.0000% | $21000.00          | $3.06              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 7.0000%  | 0.0000% | $155869.00         | $40.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 7.0000%  | 0.0000% | $583616.00         | $112.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 7.0000%  | 0.0000% | $748844.00         | $483.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 7.5000%  | 0.0000% | $25668.00          | $3.38              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 5.5000%  | 0.0000% | $170000.00         | $1258.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $85700.00          | $4.46              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 7.5000%  | 0.0000% | $58000.00          | $1.94              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 8.5000%  | 0.0000% | $438735.00         | $236.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 7.5000%  | 0.0000% | $351000.00         | $61.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 7.0000%  | 0.0000% | $355365.00         | $25.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 7.0000%  | 0.0000% | $137267.00         | $43.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 7.5000%  | 0.0000% | $1356285.00        | $257.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 7.5000%  | 0.0000% | $375000.00         | $169.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 6.0000%  | 0.0000% | $2100000.00        | $771.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 7.0000%  | 0.0000% | $865508.00         | $1746.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 5.5000%  | 0.0000% | $600000.00         | $1516.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 7.0000%  | 0.0000% | $100000.00         | $93.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 7.0000%  | 0.0000% | $3614157.00        | $625.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $336539.00         | $1756.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $1000.00           | $2.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $3549000.00        | $2025.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 7.0000%  | 0.0000% | $3350516.00        | $1883.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 7.5000%  | 0.0000% | $1303035.00        | $1489.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $2535121.00        | $463.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $147000.00         | $176.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $1069529.00        | $2384.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $1000.00           | $2.80              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 7.0000%  | 0.0000% | $1923767.00        | $431.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 7.0000%  | 0.0000% | $7000.00           | $14.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 7.5000%  | 0.0000% | $82994.00          | $2.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 7.5000%  | 0.0000% | $372157.00         | $905.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-04-01      | 8.5000%  | 0.0000% | $1140807.00        | $1248.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 7.5000%  | 0.0000% | $155432.00         | $186.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 7.0000%  | 0.0000% | $3324578.00        | $2398.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 8.5000%  | 0.0000% | $1857242.00        | $556.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 7.5000%  | 0.0000% | $400000.00         | $93.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $2135972.00        | $691.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $5264560.00        | $1944.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $2925905.00        | $1280.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $3079969.00        | $551.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $1174169.00        | $190.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $2823743.00        | $1285.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 7.0000%  | 0.0000% | $9085392.00        | $3840.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 5.5000%  | 0.0000% | $50000.00          | $43.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 7.0000%  | 0.0000% | $447515.00         | $155.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 7.0000%  | 0.0000% | $4894362.00        | $1555.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 6.0000%  | 0.0000% | $800000.00         | $1227.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 7.0000%  | 0.0000% | $135445.00         | $97.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 9.0000%  | 0.0000% | $2900000.00        | $1164.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-02-01      | 6.0000%  | 0.0000% | $21000.00          | $961.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 8.5000%  | 0.0000% | $460698.00         | $1978.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 7.5000%  | 0.0000% | $276045.00         | $115.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $407393.00         | $247.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 7.0000%  | 0.0000% | $1000.00           | $0.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $341419.00         | $490.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $1200000.00        | $642.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 7.0000%  | 0.0000% | $5000.00           | $4.55              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 6.5000%  | 0.0000% | $255260.00         | $466.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 7.0000%  | 0.0000% | $155737.00         | $166.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 7.0000%  | 0.0000% | $1459816.00        | $770.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 7.0000%  | 0.0000% | $9000.00           | $3.18              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 7.5000%  | 0.0000% | $532181.00         | $192.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $5000.00           | $3.04              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 7.0000%  | 0.0000% | $11904811.00       | $3236.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 7.5000%  | 0.0000% | $150000.00         | $89.52             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 7.5000%  | 0.0000% | $200000.00         | $16.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 8.5000%  | 0.0000% | $394158.00         | $89.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.5000%  | 0.0000% | $250000.00         | $327.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.0000%  | 0.0000% | $458755.00         | $341.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 7.0000%  | 0.0000% | $12000.00          | $1.75              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 7.5000%  | 0.0000% | $88000.00          | $51.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $50000.00          | $21.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-04-01      | 8.5000%  | 0.0000% | $6307107.00        | $4810.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $150215.00         | $65.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-06-01      | 8.5000%  | 0.0000% | $1653912.00        | $1271.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $790739.00         | $157.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 8.5000%  | 0.0000% | $4042756.00        | $691.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 8.5000%  | 0.0000% | $702839.00         | $511.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $275000.00         | $1857.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 8.5000%  | 0.0000% | $2121024.00        | $2702.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.0000%  | 0.0000% | $11000.00          | $61.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 5.0000%  | 0.0000% | $100000.00         | $524.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 8.5000%  | 0.0000% | $198161.00         | $365.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $2286920.00        | $1718.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 7.0000%  | 0.0000% | $4605576.00        | $4067.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.5000%  | 0.0000% | $195912.00         | $97.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 8.0000%  | 0.0000% | $2000000.00        | $290.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 8.0000%  | 0.0000% | $365400.00         | $151.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 7.0000%  | 0.0000% | $6000.00           | $10.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 7.0000%  | 0.0000% | $1550000.00        | $580.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $500000.00         | $293.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 5.5000%  | 0.0000% | $1000000.00        | $2608.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $150000.00         | $832.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 7.0000%  | 0.0000% | $357918.00         | $2078.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.88              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $350000.00         | $3034.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 6.0000%  | 0.0000% | $1900000.00        | $631.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 6.0000%  | 0.0000% | $650000.00         | $1752.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 6.5000%  | 0.0000% | $61378.00          | $80.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $440716.00         | $981.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 5.5000%  | 0.0000% | $550000.00         | $353.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 5.0000%  | 0.0000% | $79000.00          | $454.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 5.0000%  | 0.0000% | $13000.00          | $100.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 6.5000%  | 0.0000% | $1481183.00        | $118.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 5.0000%  | 0.0000% | $1806000.00        | $1084.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 6.5000%  | 0.0000% | $2216870.00        | $840.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 6.5000%  | 0.0000% | $877051.00         | $239.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.0000%  | 0.0000% | $5000.00           | $1.87              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 7.0000%  | 0.0000% | $5000.00           | $2.22              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $6501.00           | $4.44              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $3000.00           | $233.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $6000.00           | $462.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $176.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 3.5000%  | 0.0000% | $3000.00           | $481.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $60000.00          | $41.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $83000.00          | $3013.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $34000.00          | $2666.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $23000.00          | $1306.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $31423.00          | $798.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 3.5000%  | 0.0000% | $145000.00         | $4490.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $8000.00           | $7264.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $796.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $67.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.0000%  | 0.0000% | $3000.00           | $396.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 8.5000%  | 0.0000% | $4254940.00        | $635.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-20      | 8.0000%  | 0.0000% | $2251745.00        | $2148.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-11-15      | 8.0000%  | 0.0000% | $19819.00          | $46.90             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 6.2000%  | 0.0000% | $4991605.00        | $2223.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 6.8750%  | 0.0000% | $110000.00         | $1599.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 9.0000%  | 0.0000% | $250000.00         | $129.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $5525.00           | $1006.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $512.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1341.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1583.00           | $1040.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3916.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2223.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $3560.00           | $2323.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $6000.00           | $3875.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $6000.00           | $4486.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $4000.00           | $2511.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $6000.00           | $4443.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1412.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1533.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $6000.00           | $4222.57           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-11-27      | 3.6550%  | 0.0000% | $4000.00           | $4000.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 2.5000%  | 0.0000% | $3000.00           | $618.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $4000.00           | $691.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 4.0000%  | 0.0000% | $2000.00           | $458.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1127.00           | $513.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $668.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $552.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $580.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $11000.00          | $7435.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $8000.00           | $5425.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $636.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2244.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1503.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $10000.00          | $6776.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3342.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 2.0000%  | 0.0000% | $9915.00           | $922.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 2.5000%  | 0.0000% | $16000.00          | $11686.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 6.5000%  | 0.0000% | $2000.00           | $1711.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $4000.00           | $21.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $107000.00         | $1950.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $25.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $558.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 7.5000%  | 0.0000% | $3143400.00        | $17.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $1732598.00        | $63.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 7.0000%  | 0.0000% | $990937.00         | $57.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 7.0000%  | 0.0000% | $2509858.00        | $58.39             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 7.0000%  | 0.0000% | $49000.00          | $5.62              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 6.5000%  | 0.0000% | $300000.00         | $578.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 6.5000%  | 0.0000% | $11000.00          | $1.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 7.5000%  | 0.0000% | $3000000.00        | $1518.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 6.0000%  | 0.0000% | $84000.00          | $71.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $3750000.00        | $2872.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 6.5000%  | 0.0000% | $270000.00         | $364.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 8.5000%  | 0.0000% | $19070.00          | $3981.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $360350.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6053942.00        | $493395.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 4.0000%  | 0.0000% | $140551.00         | $4432.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $1024.00           | $103.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $63717.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 5.0000%  | 0.0000% | $9000.00           | $751.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 4.0000%  | 0.0000% | $76220.00          | $1916.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $606991.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583962.00        | $1066588.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $280969.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $488841.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $511278.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $22874.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $977735.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $617897.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 6.0000%  | 0.0000% | $39832.00          | $4959.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $244927.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $37186.00          | $4507.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1104149.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 4.0000%  | 0.0000% | $30147.00          | $725.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $708572.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1413714.00        | $127014.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2536.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.5000%  | 0.0000% | $69029.00          | $591.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9300843.00        | $987623.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $2799978.00        | $246415.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $12405.00          | $926.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $162872.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $145709.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $57479.00          | $3136.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 6.5000%  | 0.0000% | $2879451.00        | $3051.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 7.0000%  | 0.0000% | $5164854.00        | $4196.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 7.0000%  | 0.0000% | $3776716.00        | $1627.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $409495.00         | $481.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 8.5000%  | 0.0000% | $379035.00         | $251.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $49729.00          | $756.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 8.5000%  | 0.0000% | $199999.00         | $278.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 7.0000%  | 0.0000% | $795918.00         | $673.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $2593840.00        | $2875.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 5.5000%  | 0.0000% | $496000.00         | $1973.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 5.5000%  | 0.0000% | $80000.00          | $389.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $1923766.00        | $170.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $1840006.00        | $885.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 9.0000%  | 0.0000% | $10000000.00       | $2822.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 8.0000%  | 0.0000% | $31900.00          | $145.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 8.5000%  | 0.0000% | $1216215.00        | $1309.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 7.0000%  | 0.0000% | $4329198.00        | $1642.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 7.5000%  | 0.0000% | $1310000.00        | $3352.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 7.5000%  | 0.0000% | $1000000.00        | $2320.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 8.5000%  | 0.0000% | $574012.00         | $2653.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 8.5000%  | 0.0000% | $1000.00           | $3.49              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 7.0000%  | 0.0000% | $3156285.00        | $323.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 7.0000%  | 0.0000% | $1001.00           | $3.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $55000.00          | $62.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 6.5000%  | 0.0000% | $203000.00         | $1672.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $109111.00         | $225.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 8.5000%  | 0.0000% | $1214889.00        | $1703.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.0000%  | 0.0000% | $2366072.00        | $2856.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.0000%  | 0.0000% | $8983609.00        | $3032.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.0000%  | 0.0000% | $342066.00         | $623.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 8.0000%  | 0.0000% | $250000.00         | $1545.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $2680557.00        | $634.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $1073871.00        | $1351.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 7.0000%  | 0.0000% | $1246824.00        | $1001.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 7.0000%  | 0.0000% | $1448585.00        | $1222.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 7.0000%  | 0.0000% | $2606969.00        | $646.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $1942557.00        | $1017.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 7.0000%  | 0.0000% | $4000.00           | $7.21              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 6.0000%  | 0.0000% | $625000.00         | $758.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $1726.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $612321.00         | $404.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1004921.00        | $860679.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1116558.00        | $323133.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1042140.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $952211.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1459779.00        | $687000.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $4237.00           | $3573.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $577790.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $606722.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $815743.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1081141.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $273793.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1086042.00        | $1016382.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2021.00           | $1035.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $6674.00           | $6230.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $420295.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $524864.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $431514.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1074269.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $935600.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2810863.00        | $2845312.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2012.00           | $2019.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $904421.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $92706.00          | $95163.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1038209.00        | $805151.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1021991.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $797396.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1010.00           | $985.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $937464.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $937.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $220790.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $923473.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $832335.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $264363.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1750030.00        | $1803969.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1001.00           | $1035.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $634361.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $247382.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $636904.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1111090.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1090319.00        | $1135607.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $702610.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1009091.00        | $852411.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $377903.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $898978.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $884469.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1057181.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $940995.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $33181.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $912460.00         | $974677.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $58104.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4646.00           | $3751.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1133649.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1055302.00        | $920720.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1045142.00        | $1128391.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1030420.00        | $1075817.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $55037.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $867.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1035.00           | $1082.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2093.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1348.00           | $1361.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1176.00           | $1081.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1047.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 4.6300%  | 0.0000% | $20786.00          | $19955.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $584105.00         | $630394.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2462.00           | $1799.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1572.00           | $1324.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1305.00           | $1331.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $612530.00         | $642423.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 7.5000%  | 0.0000% | $3618.00           | $3926.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $64796.00          | $64366.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2178.00           | $2325.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $176243.00         | $178792.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $472512.00         | $437067.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 7.0000%  | 0.0000% | $1618.00           | $1676.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $760.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-15      | 6.0000%  | 0.0000% | $75248.00          | $1119.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $500000.00         | $908.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-15      | 6.0000%  | 0.0000% | $850422.00         | $166.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-15      | 8.0000%  | 0.0000% | $170030.00         | $25.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-15      | 6.5000%  | 0.0000% | $163532.00         | $280.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 8.0000%  | 0.0000% | $6600000.00        | $575.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 6.5000%  | 0.0000% | $700000.00         | $459.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 5.1250%  | 0.0000% | $2180165.00        | $106.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 5.1250%  | 0.0000% | $300000.00         | $14.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 5.1250%  | 0.0000% | $1000000.00        | $53.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 5.1250%  | 0.0000% | $3000000.00        | $157.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3149.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $813.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2101.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $1749.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $290000.00         | $172119.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 5.5000%  | 0.0000% | $4000.00           | $1969.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1373.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $10000.00          | $7860.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1408.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $666.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $3468.00           | $3005.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2536.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1789.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $816.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1011.00           | $785.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1036.00           | $885.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1054.00           | $979.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1123.00           | $990.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $841.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $4000.00           | $3427.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4953.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $2021.00           | $1647.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $3768.00           | $3735.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.0000%  | 0.0000% | $57400.00          | $45038.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 3.9000%  | 0.0000% | $43941.00          | $39469.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8470%  | 0.0000% | $4473503.00        | $4469332.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.6990%  | 0.0000% | $2450135.00        | $2429945.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.2970%  | 0.0000% | $453140.00         | $447067.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.8110%  | 0.0000% | $1825050.00        | $1828318.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.4600%  | 0.0000% | $6309891.00        | $4961322.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.8350%  | 0.0000% | $4795268.00        | $4730460.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $885.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2580.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $3523.00           | $2580.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $899.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1463.00           | $1333.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1819.00           | $1618.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.5000%  | 0.0000% | $1011.00           | $927.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $2565.00           | $2199.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2412.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3539.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6614.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.0000%  | 0.0000% | $4838.00           | $4407.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.5000%  | 0.0000% | $4453.00           | $2842.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4578.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2851.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1929.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2820.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.0000%  | 0.0000% | $1000.00           | $921.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3792.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1920.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.5000%  | 0.0000% | $6587.00           | $6283.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $5000.00           | $4703.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2857.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1914.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $752.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $2873.00           | $2744.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $8889.00           | $6736.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $3324.00           | $3304.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $3276.00           | $3357.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $990.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $1011.00           | $977.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $2740774.00        | $2704890.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.5000%  | 0.0000% | $137738.00         | $139570.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $4124.00           | $4074.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2143.00           | $2120.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $1807.00           | $1782.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2586.00           | $2559.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-15      | 3.5000%  | 0.0000% | $375000.00         | $865.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-15      | 3.5000%  | 0.0000% | $486883.00         | $2343.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 3.5000%  | 0.0000% | $810000.00         | $2378.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $50000.00          | $1207.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 3.0000%  | 0.0000% | $50000.00          | $4041.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 4.3900%  | 0.0000% | $4125158.00        | $520.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 4.7000%  | 0.0000% | $1364541.00        | $333.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $40000.00          | $1531.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 2.5000%  | 0.0000% | $68000.00          | $471.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $13936.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 5.5000%  | 0.0000% | $60648.00          | $1701.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 5.5000%  | 0.0000% | $111073.00         | $4330.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 2.5000%  | 0.0000% | $33000.00          | $4071.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $7829172.00        | $788844.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $500000.00         | $43504.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 4.0000%  | 0.0000% | $275504.00         | $2019.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $460317.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 2.0000%  | 0.0000% | $94220.00          | $2420.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $10758.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $185623.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 4.0000%  | 0.0000% | $281662.00         | $3598.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $29420.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $41294.00          | $1883.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $41445.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1437000.00        | $68119.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 6.0000%  | 0.0000% | $2214.00           | $120.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 4.0000%  | 0.0000% | $194049.00         | $2810.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 5.5000%  | 0.0000% | $50000.00          | $1685.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 4.0000%  | 0.0000% | $159936.00         | $4027.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $153547.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $126056.00         | $6902.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $8482.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $10431.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1001982.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 5.0000%  | 0.0000% | $32976.00          | $1528.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $53616.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2568.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 1.5000%  | 0.0000% | $1000.00           | $578.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.0000%  | 0.0000% | $14000.00          | $8004.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $5000.00           | $2824.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $6000.00           | $4022.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4167.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $14954.00          | $10439.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2106.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $5000.00           | $3214.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $847000.00         | $562322.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $679.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $710.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2144.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $12000.00          | $8559.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1538.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1402.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $722.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $4000.00           | $2913.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1501.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $706.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2179.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2920.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1009.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $712.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $4202.00           | $3099.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $10000.00          | $7328.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $691.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $5461.00           | $3819.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $3000.00           | $2298.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2268.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1065.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $5000.00           | $3887.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $4000.00           | $2814.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $298051.00         | $191906.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2305.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $4000.00           | $2981.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $2526187.00        | $1887352.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 4.5000%  | 0.0000% | $6000.00           | $3304.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $12000.00          | $8161.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1068.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1525.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $11000.00          | $8155.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $542.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $12000.00          | $5880.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5654.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2981.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $1720.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $26940.00          | $21078.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $117000.00         | $83640.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $4000.00           | $3133.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4715.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 5.5000%  | 0.0000% | $5000.00           | $2679.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $6000.00           | $4711.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $8000.00           | $3932.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 5.5000%  | 0.0000% | $2000.00           | $963.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 3.5000%  | 0.0000% | $1000.00           | $584.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.0000%  | 0.0000% | $3000.00           | $1795.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $7000.00           | $3428.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1591.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1657.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3339.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4048.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $5000.00           | $4189.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $4000.00           | $1810.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $5000.00           | $4097.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3378.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2553.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2318.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.5000%  | 0.0000% | $6000.00           | $2846.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1724.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $746.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $510.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 6.0000%  | 0.0000% | $9000.00           | $4704.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $6004.00           | $5268.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3418.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6600.00           | $4106.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $2021.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 3.5000%  | 0.0000% | $1000.00           | $817.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $856.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $4900.00           | $4144.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1303.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1371.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $1000.00           | $560.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3492.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1588.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $10000.00          | $8709.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1749.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $785.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $4000.00           | $2802.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2626.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 6.0000%  | 0.0000% | $9000.00           | $5088.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $6000.00           | $5300.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1769.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3448.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $5000.00           | $4403.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 5.5000%  | 0.0000% | $4001.00           | $2438.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $3000.00           | $2583.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1761.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2698.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $7001.00           | $6099.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3107.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1279.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $654.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $558.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $855.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $6000.00           | $5302.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $4000.00           | $3549.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1060.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $3000.00           | $1961.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $574.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 4.0000%  | 0.0000% | $5000.00           | $4436.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $9915.00           | $7747.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5016.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3191.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $885.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $5000.00           | $4535.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $7000.00           | $6303.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $4000.00           | $2475.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $771.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1730.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $5000.00           | $4402.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $7000.00           | $6093.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $900.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1378.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2208.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 3.5000%  | 0.0000% | $1024.00           | $903.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1818.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $13000.00          | $11374.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 3.5000%  | 0.0000% | $1000.00           | $877.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4612.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $14691499.00       | $14000303.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $858.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 3.5000%  | 0.0000% | $3000.00           | $2697.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $970000.00         | $918154.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.0000%  | 0.0000% | $4024.00           | $3724.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $261951.00         | $251710.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2840.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2781.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 4.0000%  | 0.0000% | $10000.00          | $9541.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1872.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $1005.00           | $965.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 3.0000%  | 0.0000% | $6002612.00        | $5687407.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $3544420.00        | $3411167.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 5.5000%  | 0.0000% | $178394.00         | $1778.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 6.5000%  | 0.0000% | $835000.00         | $833.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $12000.00          | $404.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1000.00           | $38.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $5000.00           | $153.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $36000.00          | $1998.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 6.0690%  | 0.0000% | $19220.00          | $800.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $58.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $45.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 6.0500%  | 0.0000% | $7710.00           | $376.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0530%  | 0.0000% | $990000.00         | $17544.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $17.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $39.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $84000.00          | $2113.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-08-01      | 3.5000%  | 0.0000% | $810590.00         | $241.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $3000.00           | $124.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2213020.00        | $1877818.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 5.5000%  | 0.0000% | $1798771.00        | $1659268.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $260091.00         | $254950.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $982.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $8989900.00        | $9273984.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $383839.00         | $378395.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $27151.00          | $18594.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $354701.00         | $1392.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 5.8740%  | 0.0000% | $500000.00         | $1069.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 5.8630%  | 0.0000% | $300000.00         | $2586.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 7.0000%  | 0.0000% | $950000.00         | $2657.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 5.9410%  | 0.0000% | $410000.00         | $1885.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 6.5000%  | 0.0000% | $4245000.00        | $1072.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 5.5000%  | 0.0000% | $325000.00         | $1910.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $326179.00         | $2570.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 5.9650%  | 0.0000% | $400000.00         | $1760.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 7.0000%  | 0.0000% | $350000.00         | $673.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 6.1140%  | 0.0000% | $9780.00           | $71.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 5.6850%  | 0.0000% | $878956.00         | $3745.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.5140%  | 0.0000% | $32599.00          | $342.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 5.8350%  | 0.0000% | $102687.00         | $958.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-02-01      | 5.7370%  | 0.0000% | $577006.00         | $2746.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 5.8800%  | 0.0000% | $189890.00         | $1531.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 5.6540%  | 0.0000% | $53000.00          | $615.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $88482.00          | $1054.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 6.3920%  | 0.0000% | $368000.00         | $1307.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.5940%  | 0.0000% | $419966.00         | $2267.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $1000.00           | $11.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 7.5000%  | 0.0000% | $900000.00         | $3465.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 6.5000%  | 0.0000% | $1001.00           | $6.36              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 6.5000%  | 0.0000% | $63875.00          | $270.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $14.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 5.5000%  | 0.0000% | $180000.00         | $2669.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.5000%  | 0.0000% | $35000.00          | $4.34              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.5000%  | 0.0000% | $100000.00         | $72.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $58000.00          | $234.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $40000.00          | $41.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 4.0000%  | 0.0000% | $475585.00         | $1997.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 2.5000%  | 0.0000% | $40000.00          | $3765.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $130000.00         | $0.34              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $330189.00         | $0.04              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $7000.00           | $896.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 4.0000%  | 0.0000% | $29000.00          | $1951.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 5.5000%  | 0.0000% | $185000.00         | $347.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $294390.00         | $1119.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 6.5000%  | 0.0000% | $58444.00          | $199.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $2376918.00        | $6211.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 5.6250%  | 0.0000% | $1000.00           | $6.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 5.0000%  | 0.0000% | $2000.00           | $10.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $120578.00         | $306.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 6.0000%  | 0.0000% | $14000.00          | $96.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 5.4900%  | 0.0000% | $1000.00           | $87.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 8.5000%  | 0.0000% | $1000.00           | $35.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $100000.00         | $845.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 5.0000%  | 0.0000% | $141624.00         | $831.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 5.0000%  | 0.0000% | $59898.00          | $71.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $30000.00          | $1602.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 5.0000%  | 0.0000% | $20000.00          | $641.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $1085.00           | $11.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $200000.00         | $4363.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 4.5000%  | 0.0000% | $45000.00          | $1939.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 5.0000%  | 0.0000% | $3000.00           | $16.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 5.5000%  | 0.0000% | $7000.00           | $25.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 7.0000%  | 0.0000% | $20000.00          | $486.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $1000.00           | $7.75              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $242.00            | $0.84              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $219567.00         | $707.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2866.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $30000.00          | $221.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 5.0000%  | 0.0000% | $6493.00           | $41.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 5.0000%  | 0.0000% | $1000.00           | $9.58              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $120.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 6.5000%  | 0.0000% | $284404.00         | $837.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $831613.00         | $1613.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $20000.00          | $342.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $2507.00           | $19.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $4000.00           | $19.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $191187.00         | $4062.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2010.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $4000.00           | $39.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $245000.00         | $3695.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 5.0000%  | 0.0000% | $11000.00          | $140.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 5.5000%  | 0.0000% | $83000.00          | $169.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $281708.00         | $2323.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $88350.00          | $961.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 5.0000%  | 0.0000% | $1001.00           | $21.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.0000%  | 0.0000% | $5000.00           | $28.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $58000.00          | $617.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $77.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.0000%  | 0.0000% | $1000.00           | $21.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $60000.00          | $1288.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $15.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $36002.00          | $2344.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $27000.00          | $1151.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 3.5000%  | 0.0000% | $125000.00         | $452.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-10-01      | 3.5000%  | 0.0000% | $570000.00         | $1207.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-01      | 3.5000%  | 0.0000% | $1000.00           | $42.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $9000.00           | $20.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-11-01      | 3.5000%  | 0.0000% | $381764.00         | $775.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 4.0000%  | 0.0000% | $521673.00         | $505.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $714515.00         | $2022.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 2.5000%  | 0.0000% | $25000.00          | $139.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $4000.00           | $27.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 2.0000%  | 0.0000% | $101000.00         | $1733.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 3.0000%  | 0.0000% | $76000.00          | $560.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $45000.00          | $3586.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1006.00           | $99.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $357795.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 2.0000%  | 0.0000% | $90703.00          | $18159.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1002.00           | $125.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $520410.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $13000.00          | $1310.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $213221.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $187244767.00      | $21658252.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $33971.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 8.0000%  | 0.0000% | $72997.00          | $3110.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $26000.00          | $3196.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1157.00           | $78.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1005.00           | $169.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1001.00           | $110.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $17669.00          | $1977.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $10116.00          | $1165.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000.00           | $311.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $5000.00           | $749.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 6.5000%  | 0.0000% | $58975.00          | $4131.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $40986.00          | $3753.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1499983.00        | $94948.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1420.00           | $82.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $18000.00          | $2221.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $4002.00           | $306.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $435603690.00      | $39626651.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1000.00           | $100.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $3942.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $505723.00         | $236283.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1929.00           | $669.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $426.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $4001.00           | $646.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $400004.00         | $53691.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1016738.00        | $157900.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1022.00           | $135.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $266993.00         | $51745.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.5000%  | 0.0000% | $27000.00          | $3554.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 7.5000%  | 0.0000% | $129209.00         | $3860.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $2152.00           | $432.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $2665.00           | $732.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $16874.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.5000%  | 0.0000% | $1341.00           | $428.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1638.00           | $283.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $65556.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $2000.00           | $821.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.0000%  | 0.0000% | $30000.00          | $3949.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1999.00           | $718.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1024.00           | $299.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1462.00           | $643.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $2000.00           | $738.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $7035.00           | $3172.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $41916.00          | $13081.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22202.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $50163.00          | $23078.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $3025.00           | $1901.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $2000.00           | $1229.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3583.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $271418.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $300000.00         | $155955.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $8280.00           | $4996.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $32294.00          | $20576.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $773934.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $12000.00          | $4435.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $10001.00          | $4830.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $6000.00           | $2735.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $171999998.00      | $85250278.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $479.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $62933664.00       | $31907960.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $496.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $6010.00           | $3119.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3272.00           | $1550.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $8000.00           | $6955.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $885.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1744.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.0000%  | 0.0000% | $5000.00           | $4397.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1580.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3335.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1758.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $4000.00           | $2885.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-01      | 3.0000%  | 0.0000% | $122000.00         | $1425.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 3.0000%  | 0.0000% | $60000.00          | $1007.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $10000.00          | $1062.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 4.3500%  | 0.0000% | $1000.00           | $963.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5600%  | 0.0000% | $9323917.00        | $8648733.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5500%  | 0.0000% | $7832140.00        | $7667374.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 4.6000%  | 0.0000% | $5600.00           | $5468.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.5000%  | 0.0000% | $3793.00           | $986.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $3993.00           | $3868.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1353.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1369.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1760.00           | $1598.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1415.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1994.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $965450.00         | $711740.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1688.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2047.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1356.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $17000.00          | $11460.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $692.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $677.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $588.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $932.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $959.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2865.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $14000.00          | $10222.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1494.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $6000.00           | $4190.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2170.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1617.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $826.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $1000.00           | $820.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 5.8100%  | 0.0000% | $1480290.00        | $1527361.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-12-01      | 4.7100%  | 0.0000% | $1000.00           | $1005.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 4.3800%  | 0.0000% | $1000.00           | $992.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 4.3200%  | 0.0000% | $1930103.00        | $1911647.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 3.9100%  | 0.0000% | $112310.00         | $108370.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 4.0800%  | 0.0000% | $3789720.00        | $3728600.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 5.1900%  | 0.0000% | $7216.00           | $7322.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 4.1600%  | 0.0000% | $2515840.00        | $2488237.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 4.5050%  | 0.0000% | $2324370.00        | $2323993.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 4.0700%  | 0.0000% | $2081267.00        | $2025833.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 4.7700%  | 0.0000% | $3000000.00        | $3029919.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 4.2000%  | 0.0000% | $5950000.00        | $5836055.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 4.7200%  | 0.0000% | $1150000.00        | $1153388.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.2600%  | 0.0000% | $8718353.00        | $8672732.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.0300%  | 0.0000% | $2605986.00        | $2562737.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.0100%  | 0.0000% | $372986.00         | $367018.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 4.7400%  | 0.0000% | $3000000.00        | $3011370.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 4.1500%  | 0.0000% | $3394.00           | $3357.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 4.0250%  | 0.0000% | $669800.00         | $658543.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 4.1300%  | 0.0000% | $74600.00          | $73666.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 4.3100%  | 0.0000% | $1807900.00        | $1782349.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $58051.00          | $4280.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-10-01      | 4.0000%  | 0.0000% | $1171.00           | $178.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $437.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $22381.00          | $2311.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $443.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $24000.00          | $3379.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $261.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $733.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $5934.00           | $450.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $777.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $19000.00          | $4661.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $18000.00          | $1202.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $4000.00           | $283.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $4000.00           | $361.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $540.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $68000.00          | $7512.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $5000.00           | $540.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $27000.00          | $2497.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $17000.00          | $4284.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $16186.00          | $8825.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $14000.00          | $3553.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $12868.00          | $4589.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $8000.00           | $2638.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $6000.00           | $2936.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $19400.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $88783.00          | $52205.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 3.5000%  | 0.0000% | $14911.00          | $4606.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $580.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 3.5000%  | 0.0000% | $10220.00          | $3656.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 3.5000%  | 0.0000% | $6775.00           | $2481.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1263.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $5000.00           | $3363.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3212.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1273.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $605.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3399.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2778.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1343.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1418.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3206.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1327.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $7000.00           | $4391.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1351.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2634.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $663.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $223979.00         | $138177.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1024.00           | $503.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $667341.00         | $500850.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 7.0000%  | 0.0000% | $372748.00         | $648.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $30000.00          | $119.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 6.0000%  | 0.0000% | $56000.00          | $130.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 6.5000%  | 0.0000% | $80000.00          | $155.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 7.0000%  | 0.0000% | $1435000.00        | $2154.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $384188379.00      | $919965.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 5.5000%  | 0.0000% | $50000.00          | $296.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $40000.00          | $554.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 7.0000%  | 0.0000% | $25000.00          | $660.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $25000.00          | $714.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2311.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $6000.00           | $4713.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $729.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2278.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2196.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2194.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $4000.00           | $2875.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4059.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 6.0000%  | 0.0000% | $1000.00           | $777.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $779.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $787.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $1135.00           | $841.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1413.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $704.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $511.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1465.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $7000.00           | $4912.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1660.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $818.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $868.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $28672.00          | $26476.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2044.00           | $1796.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2130.00           | $1858.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $33000.00          | $4468.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $17709.00          | $1826.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $290.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $14000.00          | $2214.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $8066.00           | $966.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $19700.00          | $1024.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $24000.00          | $1264.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $48.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $166.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $114.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $4000.00           | $253.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 2.4000%  | 0.0000% | $1000.00           | $659.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 5.7400%  | 0.0000% | $6682.00           | $868.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $609.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $357429.00         | $64381.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $161.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $1286.00           | $39.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $3000.00           | $394.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.5000%  | 0.0000% | $39114.00          | $4027.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $245.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $7583.00           | $2649.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $29841.00          | $4082.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3447.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $1487.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 2.5000%  | 0.0000% | $19192.00          | $2319.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1380.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $64848.00          | $677.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $54756.00          | $2536.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $4000.00           | $578.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 6.3500%  | 0.0000% | $20000.00          | $2850.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1836.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 3.0000%  | 0.0000% | $4000.00           | $383.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 3.5000%  | 0.0000% | $18642.00          | $1567.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $37000.00          | $2292.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $68000.00          | $4435.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.0000%  | 0.0000% | $14000.00          | $1334.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $121.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $19000.00          | $2339.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.0000%  | 0.0000% | $13000.00          | $899.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $49000.00          | $4332.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.5000%  | 0.0000% | $65000.00          | $4750.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $28000.00          | $2190.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 3.5000%  | 0.0000% | $14000.00          | $1961.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $10000.00          | $901.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $17000.00          | $1656.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2118.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $113.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-10-01      | 2.5000%  | 0.0000% | $11000.00          | $3012.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-10-01      | 2.5000%  | 0.0000% | $5000.00           | $1229.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 2.5000%  | 0.0000% | $5000.00           | $1267.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.0000%  | 0.0000% | $16000.00          | $2170.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 3.5000%  | 0.0000% | $23000.00          | $4273.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 3.0000%  | 0.0000% | $13000.00          | $3308.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 3.0000%  | 0.0000% | $3272.00           | $880.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $532.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $543.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5000%  | 0.0000% | $1280.00           | $638.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $928.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1219.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 6.0000%  | 0.0000% | $8000.00           | $4688.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $480.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 2.5000%  | 0.0000% | $3000.00           | $2286.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-09-01      | 3.0000%  | 0.0000% | $5000.00           | $561.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1582.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 1.5000%  | 0.0000% | $1076.00           | $540.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $537.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.0000%  | 0.0000% | $7000.00           | $3907.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $6000.00           | $3309.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 3.5000%  | 0.0000% | $11000.00          | $6142.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1101.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1583.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 5.5000%  | 0.0000% | $9000.00           | $4284.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1623.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1407.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1085.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 5.5000%  | 0.0000% | $1000.00           | $644.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $612.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.5000%  | 0.0000% | $5000.00           | $2518.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.0000%  | 0.0000% | $3000.00           | $1625.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1250.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.0000%  | 0.0000% | $3000.00           | $1564.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1362.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.5000%  | 0.0000% | $8880.00           | $3068.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.5000%  | 0.0000% | $15000.00          | $800.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1811.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2029.00           | $1194.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $676.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $638.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $581.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2133.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $686.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1323.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1373.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4349.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1401.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2233.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2329.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $735.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1532.00           | $1022.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $715.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $685.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $143998.00         | $106416.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $6000.00           | $4710.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $815.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.0000%  | 0.0000% | $6000.00           | $4449.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $715.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2545.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2475.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $2096.00           | $1707.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $5000.00           | $4032.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $808.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2574.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $31000.00          | $3126.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $26000.00          | $2521.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $6000.00           | $757.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $4000.00           | $563.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $27000.00          | $4103.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $329.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 4.0000%  | 0.0000% | $3000.00           | $411.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1619.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $2147.00           | $1808.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1597.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1530.00           | $1458.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1845.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1534.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $927.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $4000.00           | $3259.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 4.0000%  | 0.0000% | $1000.00           | $897.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $906.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $1008.00           | $945.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $2909.00           | $2874.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 3.0000%  | 0.0000% | $1084.00           | $938.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $927.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $943.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $7000.00           | $948.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $801.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 4.0000%  | 0.0000% | $5000.00           | $724.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $1943110.00        | $90.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $25000.00          | $2344.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $60000.00          | $1973.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 3.5000%  | 0.0000% | $39000.00          | $4751.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 2.5000%  | 0.0000% | $2000.00           | $340.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 4.0000%  | 0.0000% | $6000.00           | $1226.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $2260.00           | $234.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-07-01      | 3.5000%  | 0.0000% | $24000.00          | $3540.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $3000.00           | $787.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $21000.00          | $2599.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $9000.00           | $722.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $15365.00          | $2905.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $454.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $115.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $34000.00          | $4305.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $94992.00          | $25903.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $15000.00          | $3957.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 3.0000%  | 0.0000% | $31000.00          | $6718.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 4.0000%  | 0.0000% | $2000.00           | $443.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $24000.00          | $49.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3136.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $291.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $34905.00          | $0.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 3.0000%  | 0.0000% | $6000.00           | $987.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $162000.00         | $66.14             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $21000.00          | $3659.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $24000.00          | $4185.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $2000.00           | $201.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 3.5000%  | 0.0000% | $7530.00           | $2290.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $2909726.00        | $0.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $6000.00           | $3588.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4161.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $654.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $7000.00           | $4699.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $684.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $7000.00           | $4801.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3541.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1088.00           | $761.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $705.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4492.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $738.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4385.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4418.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $7621.00           | $5826.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $7000.00           | $4925.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1024.00           | $805.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $14000.00          | $11274.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $6000.00           | $4759.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1007.00           | $572.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $13000.00          | $9698.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $10000.00          | $8190.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $562.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $930.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $404296.00         | $338912.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $852.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $3980.00           | $3270.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5632.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $875.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.0000%  | 0.0000% | $1010.00           | $943.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $37424.00          | $35857.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.7580%  | 0.0000% | $2479452.00        | $2452381.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1001.00           | $959.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $969.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $419886.00         | $435484.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1061.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $1133537.00        | $1212607.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5590%  | 0.0000% | $8507184.00        | $8477737.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.4590%  | 0.0000% | $4803187.00        | $4769158.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $61100.00          | $61818.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 7.0000%  | 0.0000% | $1756.00           | $1869.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1460432.00        | $1444398.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1033.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.3940%  | 0.0000% | $3314720.00        | $3289484.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $995.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1344410.00        | $1377088.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1009963.00        | $1064327.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1006.00           | $999.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2858.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-12-01      | 5.0000%  | 0.0000% | $3165.00           | $2408.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3257.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $4037.00           | $3356.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1631.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1688.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $621.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1474.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1635.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $5000.00           | $948.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $470.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $395.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $11000.00          | $5041.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1721.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $7000.00           | $2883.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $391.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $6000.00           | $3305.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1749.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $4000.00           | $2449.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2355.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $5500.00           | $3442.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1739.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1052.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3026.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $9000.00           | $5215.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $13092.00          | $8080.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3495.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $2973.00           | $2080.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $709.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $728.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $4000.00           | $2510.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $43000.00          | $27120.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1893.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2552.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3223.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1325.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1919.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $7000.00           | $4653.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $6999.00           | $4746.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2042.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $15000.00          | $9805.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1340.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $688.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $4000.00           | $2869.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $15000.00          | $11129.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2208.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $4000.00           | $2759.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $4000.00           | $2941.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $3000.00           | $2088.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $2906.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8000.00           | $5918.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $659.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2185.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $747.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $753.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.0000%  | 0.0000% | $1000.00           | $706.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $696.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $670.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3076.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $744.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $6000.00           | $4678.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2203.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3242.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $6000.00           | $4390.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $3084.00           | $2482.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1476.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $9000.00           | $7108.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2556.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.0000%  | 0.0000% | $6000.00           | $4966.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1687.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4347.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2104.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1708.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1748.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2579.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2152.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $10000.00          | $8667.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2278.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1262.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $861.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $787.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $6000.00           | $5245.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.5000%  | 0.0000% | $12000.00          | $10816.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $69000.00          | $9775.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1879.00           | $541.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $13000.00          | $2629.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1137.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $13000.00          | $1836.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1164.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1503.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $304.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $5000.00           | $1293.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1298.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $7000.00           | $3229.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $23000.00          | $6601.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 2.5000%  | 0.0000% | $5000.00           | $1200.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $451.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $500000.00         | $271011.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $4000.00           | $1239.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $10000.00          | $3010.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $7245.00           | $2433.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $6000000.00        | $3261073.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 4.0000%  | 0.0000% | $12000.00          | $2220.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $4000.00           | $1038.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $3423611.00        | $65.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $10000.00          | $4005.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $894.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1645.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $7000.00           | $1940.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $1008.00           | $407.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4080.00           | $2342.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 4.0000%  | 0.0000% | $6000.00           | $2033.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1409.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $27002.00          | $4319.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $35000.00          | $10780.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 4.0000%  | 0.0000% | $2000.00           | $686.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-02      | 4.5000%  | 0.0000% | $7238.00           | $2049.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $20000.00          | $6980.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $16000.00          | $5010.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $16000.00          | $5040.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $248.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $1132.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $818.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $9880.00           | $5585.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $3000.00           | $498.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4230.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-12-01      | 3.0000%  | 0.0000% | $1000.00           | $289.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1900.00           | $1038.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 5.0000%  | 0.0000% | $2000.00           | $942.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $6000.00           | $3763.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1145.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 3.5000%  | 0.0000% | $2000.00           | $742.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $7000.00           | $3236.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1400000.00        | $825645.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $4000.00           | $2477.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $13000.00          | $5417.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3736.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $25000.00          | $14460.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1494.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 4.0000%  | 0.0000% | $9000.00           | $3957.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $280.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1202.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2672.00           | $1439.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $413851.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $64716.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1025.00           | $550.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $227163.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $2462.00           | $1304.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $48332.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $774234.00         | $568332.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $120394.00         | $86874.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $928202.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $609993.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $100000.00         | $58867.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $500000.00         | $377699.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $824255.78         | Agency Mortgage-Backed Securities |

### Security 285: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.630000%
- **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: ARP1I9AO0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9AO0_3.63_0601
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $246805.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $406000.00         | $29263.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $995406.00         | $92369.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $288839.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-10-01      | 3.0000%  | 0.0000% | $1545449.00        | $192646.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1656155.00        | $286660.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1417734.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $190165.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $274873.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $227074.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $1734052.00        | $1068995.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $326413.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $139876.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-15      | 4.5000%  | 0.0000% | $3399703.00        | $42890.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $36197.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $387454.00         | $24377.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $182455.00         | $12256.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $998852.00         | $53892.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3555.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $106881871.00      | $12205922.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $12215825.00       | $694875.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $83754283.00       | $5291858.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $83496.00          | $10306.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $108108076.00      | $6605420.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $11774281.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $15011146.00       | $5381962.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $754906.00         | $99527.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1021.00           | $158.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $26121288.00       | $3450682.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $392468.00         | $100217.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $36576197.00       | $22103214.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $192933120.00      | $125742897.84      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $442676.00         | $282826.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $3000.00           | $1911.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $3001160.00        | $1785779.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $33646546.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $400000000.00      | $272391169.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $2173208.00        | $58651.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $234219.00         | $19329.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $1366647.00        | $85844.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14277.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $4820400.00        | $342066.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $771528.00         | $111616.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $978682.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.5000%  | 0.0000% | $120064.00         | $7959.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $697882.00         | $54585.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1014233.00        | $104681.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $292294.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $1300266.00        | $409654.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $2292.00           | $209.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $166556.00         | $27028.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 4.5000%  | 0.0000% | $183688.00         | $6231.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $4712347.00        | $190064.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $74851.00          | $5816.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.5000%  | 0.0000% | $102310.00         | $28058.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $67474594.00       | $58049604.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33060000.00       | $18390701.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-15      | 4.5000%  | 0.0000% | $258255.00         | $20889.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1597985.00        | $1689161.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1156183.00        | $727993.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7601127.00        | $7734569.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2876941.00        | $2928287.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $1218364.00        | $1213458.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $6200598.00        | $6311624.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $4009595.00        | $4115171.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2918759.00        | $2980184.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1843990.00        | $1839298.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $4030989.00        | $4246270.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $4374614.00        | $4461580.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1007.00           | $1017.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $24770000.00       | $13454457.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $6428613.00        | $6349923.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $759270.00         | $755128.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 3.5000%  | 0.0000% | $954987.00         | $89636.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $589396.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $14058798.00       | $1267329.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1345.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4232.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $2900000.00        | $170575.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $130026.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $401324.00         | $24854.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $56383.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $206600000.00      | $17815096.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $9028554.00        | $17014.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.0000%  | 0.0000% | $4003599.00        | $12095.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $5873.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $260665.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $216070.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $736676.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $7416.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $125287.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $131931.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $222983.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $48712237.00       | $7654064.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $248399.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $84332.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $23432.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5150587.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $360274.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $90251.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-01      | 6.0000%  | 0.0000% | $3024998.00        | $4967.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.0000%  | 0.0000% | $38516236.00       | $2693244.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $9164949.00        | $55800.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $9315187.00        | $45558.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $218383.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $11367.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $26939.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $29479.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $52160.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $43508.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $149378.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $13763.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $1996888.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3401923.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $15495.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1263252.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $341690.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $85357.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $86256.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $42266.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $69508.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $22946.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $592382.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1220359.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $29236.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $570242.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $6443.00           | $176.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $595359.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $417738.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4232086.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $134555.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $126796.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $48478.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $967714.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $6822.00           | $1389.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $65883.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $288771.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1709915.00        | $987465.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $17855.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $67540.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $1698225.00        | $1066209.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $1299444.00        | $703225.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $1325328.00        | $668892.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $155582.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $368639.00         | $261495.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4133487.00        | $3875738.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $13096.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $47538.00          | $18020.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $178748.00         | $108003.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $1662669.00        | $1091836.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $419165.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $10849629.00       | $11071051.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $38752.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.5000%  | 0.0000% | $2360096.00        | $9317.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $18808790.00       | $122574.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $4974.00           | $48.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $180000.00         | $19441.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $265000.00         | $28317.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $39054.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $194101.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $6620.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $197409.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $47909.87          | Agency Mortgage-Backed Securities |

### Security 286: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.620000%
- **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: ARP1I9AP7, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I9AP7_3.62_0601
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $3718864.00        | $3860624.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1839806.00        | $1811577.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $554999.00         | $7249.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 5.7500%  | 0.0000% | $4000000.00        | $33074.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $57827.00          | $5658.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-15      | 6.0000%  | 0.0000% | $2469004.00        | $456725.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.4010%  | 0.0000% | $25054432.00       | $14142085.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-15      | 6.5000%  | 0.0000% | $55948224.00       | $438839.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6352.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $23296896.00       | $21403583.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $99382400.00       | $92558643.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $9948624.00        | $9882523.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $35302144.00       | $23311037.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $2808465.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $999895.00         | $783183.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $826363.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1263098.00        | $1322032.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1096750.00        | $1146967.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $21121824.00       | $22166568.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $2421000.00        | $1013361.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 1.5000%  | 0.0000% | $1591434.00        | $977623.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 4.5000%  | 0.0000% | $685441.00         | $527757.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 6.0000%  | 0.0000% | $6880808.00        | $3737580.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 2.0000%  | 0.0000% | $510655.00         | $188337.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $8697648.00        | $2667440.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $395000.00         | $275355.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $9014806.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1008540.00        | $741705.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $95519872.00       | $63127583.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 6.0000%  | 0.0000% | $3478000.00        | $90771.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 2.0000%  | 0.0000% | $127388.00         | $19031.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $337735.00         | $59260.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 2.5000%  | 0.0000% | $1351392.00        | $786467.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.5000%  | 0.0000% | $2800000.00        | $1683660.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 2.5000%  | 0.0000% | $1218000.00        | $319317.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 2.5000%  | 0.0000% | $103131.00         | $35677.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 2.5000%  | 0.0000% | $9485264.00        | $8242872.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 1.5000%  | 0.0000% | $100000.00         | $69954.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 2.5000%  | 0.0000% | $1631112.00        | $274731.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $160000.00         | $112598.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $52216192.00       | $35786882.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 5.5000%  | 0.0000% | $33002368.00       | $301798.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $276990.00         | $25144.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 4.5000%  | 0.0000% | $97000.00          | $29506.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 4.0000%  | 0.0000% | $665711.00         | $108394.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.0000%  | 0.0000% | $52000.00          | $16093.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $819335.00         | $61225.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.5000%  | 0.0000% | $1008754.00        | $162457.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 5.5000%  | 0.0000% | $15852660.00       | $131461.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $151000.00         | $104742.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 1.5000%  | 0.0000% | $615756.00         | $333461.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $360000.00         | $264250.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $105462656.00      | $59419049.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 6.0000%  | 0.0000% | $4849200.00        | $4922919.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $9968384.00        | $10155202.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 6.0000%  | 0.0000% | $1510606.00        | $1531289.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1085980.00        | $1128855.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $5652080.00        | $5704549.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $7857064.00        | $7876876.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1849132.00        | $1775007.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $13947200.00       | $13754397.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $12001952.00       | $12407709.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1107374.00        | $1093650.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $2897844.00        | $2920662.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $2846792.00        | $2816601.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 5.0000%  | 0.0000% | $12469344.00       | $12346133.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 3.0000%  | 0.0000% | $2500000.00        | $83660.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $200000.00         | $8175.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 1.5000%  | 0.0000% | $2482420.00        | $1248299.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $990045.00         | $332256.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $288564.00         | $111496.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $37580.00          | $29012.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $14673700.00       | $14139642.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1685604.00        | $1694315.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4567040.00        | $4616684.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $21588544.00       | $21307242.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $9664.00           | $5245.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.0000%  | 0.0000% | $273803.00         | $140440.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.0000%  | 0.0000% | $790939.00         | $517495.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $100000.00         | $76560.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $448374.00         | $349487.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $98314.00          | $75002.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $140000.00         | $131006.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $300000.00         | $288546.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 6.0000%  | 0.0000% | $6883400.00        | $6695240.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $45551680.00       | $43483518.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $7232216.00        | $7137820.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $1146224.00        | $1104193.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.0000%  | 0.0000% | $3438212.00        | $3480852.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-06-01      | 5.0000%  | 0.0000% | $3045300.00        | $3080643.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 6.0000%  | 0.0000% | $5212384.00        | $5422436.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 6.0000%  | 0.0000% | $4356080.00        | $4514779.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 5.5000%  | 0.0000% | $24414944.00       | $24776060.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 6.0000%  | 0.0000% | $2236204.00        | $2019049.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $44185984.00       | $43756114.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $112606976.00      | $110327881.59      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $2283724.00        | $1104757.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 5.5000%  | 0.0000% | $137786112.00      | $1589200.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 7.5000%  | 0.0000% | $1500000.00        | $10108.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 6.5000%  | 0.0000% | $1899950.00        | $13027.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $490500.00         | $34764.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $213131776.00      | $1877968.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $384983552.00      | $2307915.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $92491.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 5.5000%  | 0.0000% | $1088286.00        | $582987.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1505388.00        | $1365560.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $13629856.00       | $12479922.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $715911.00         | $550536.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1997634.00        | $1197446.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1175486.00        | $935151.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $4860240.00        | $4623323.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $4330440.00        | $4241809.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $26757.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $63752.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $30043.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $75822.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $1077766.00        | $20568.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $28587.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $2381836.00        | $387623.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $158050.00         | $7286.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $146019.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 3.0000%  | 0.0000% | $365150.00         | $25738.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 2.5000%  | 0.0000% | $70000.00          | $6661.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2249572.00        | $1752444.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 5.6400%  | 0.0000% | $1012000.00        | $783519.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $85769.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $126984.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $83827.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $9541140.00        | $885098.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 3.0000%  | 0.0000% | $1041054.00        | $8996.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 5.5000%  | 0.0000% | $4000000.00        | $501378.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 4.5000%  | 0.0000% | $289441.00         | $42545.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $43989.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $1200000.00        | $63139.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 6.0000%  | 0.0000% | $1105324.00        | $1123267.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.0000%  | 0.0000% | $1150704.00        | $1173309.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 6.0000%  | 0.0000% | $4237024.00        | $4312617.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 6.0000%  | 0.0000% | $1122050.00        | $1154198.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 3.5000%  | 0.0000% | $249174.00         | $236865.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 4.0000%  | 0.0000% | $1960084.00        | $1899427.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 6.0000%  | 0.0000% | $1409290.00        | $1461140.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1630000.00        | $500867.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $13590304.00       | $23539.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 6.5000%  | 0.0000% | $2035164.00        | $5918.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $140602.00         | $112111.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $918360.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1035000.00        | $763311.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $8000.00           | $5568.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.5000%  | 0.0000% | $58000.00          | $38352.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $432421.00         | $345482.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $26517952.00       | $20021005.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $5681320.00        | $1407683.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $50464.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $600000.00         | $348637.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $8245328.00        | $6623542.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $300000.00         | $210884.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $889000.00         | $662741.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $7116165.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.5000%  | 0.0000% | $9436320.00        | $8031391.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $227991.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $3000000.00        | $550491.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $20811000.00       | $16593152.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 2.0000%  | 0.0000% | $49000.00          | $17254.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.5000%  | 0.0000% | $2768270.00        | $266126.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 3.5000%  | 0.0000% | $7789800.00        | $5417379.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $40324.00          | $29319.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 6.0000%  | 0.0000% | $1161500.00        | $739993.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-07-01      | 6.0000%  | 0.0000% | $1264664.00        | $773062.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 6.0000%  | 0.0000% | $1672536.00        | $1508212.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 6.0000%  | 0.0000% | $1829072.00        | $1770756.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 6.0000%  | 0.0000% | $1107500.00        | $1141713.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 6.0000%  | 0.0000% | $1083116.00        | $1117922.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $577331.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $25000000.00       | $11744129.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $539315.00         | $392068.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1527102.00        | $1172529.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 6.5000%  | 0.0000% | $2989100.00        | $2594991.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 6.5000%  | 0.0000% | $1861310.00        | $1947669.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 4.5000%  | 0.0000% | $107299072.00      | $102857138.68      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 1.5000%  | 0.0000% | $30000.00          | $15294.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.0000%  | 0.0000% | $974107.00         | $515652.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 1.5000%  | 0.0000% | $1784878.00        | $1055107.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $620000.00         | $426065.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $386707.00         | $338859.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $2351000.00        | $1703569.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $440552.00         | $312294.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $19231744.00       | $14948298.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1188416.00        | $964337.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $2435748.00        | $2240019.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 1.5000%  | 0.0000% | $1560000.00        | $658173.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 2.0000%  | 0.0000% | $1005278.00        | $614803.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.0000%  | 0.0000% | $84939.00          | $74625.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $12000.00          | $8244.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1151522.00        | $792815.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $200357.00         | $135613.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1044838.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $46575.00          | $33787.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $12728.00          | $9782.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1351970.00        | $492466.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $3943076.00        | $2322743.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $12040112.00       | $10323605.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $17400000.00       | $14262212.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 5.5000%  | 0.0000% | $1253070.00        | $1288864.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $14979000.00       | $3015006.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $86553360.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $1146970.00        | $1107394.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $5476250.00        | $5275058.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $19584992.00       | $19914622.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $24968800.00       | $24730170.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $9771776.00        | $9989848.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.5000%  | 0.0000% | $7300550.00        | $7623479.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $6642920.00        | $6399817.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $14419216.00       | $14584404.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $2910852.00        | $3010979.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $3310360.00        | $3370104.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1806542.00        | $1834127.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $10699088.00       | $10226143.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-04-20      | 6.0000%  | 0.0000% | $516979.00         | $531604.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $1182158.00        | $1128041.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-20      | 2.0000%  | 0.0000% | $605256.00         | $476195.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1597308.00        | $1561500.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $269125632.00      | $256892584.16      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $305500000.00      | $274212719.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $53989824.00       | $29354338.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $48458100.00       | $46023638.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1151048.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1588820.00        | $1404718.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19179719.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3714490.00        | $3878920.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.3400%  | 0.0000% | $2100000.00        | $2140855.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5936790.00        | $5946526.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $20200299.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $290020.00         | $294140.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $476741.00         | $456178.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1296288.00        | $1355872.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5807272.00        | $4853386.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1278078.00        | $1346870.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $5999292.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $851038.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1181616.00        | $1123965.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4049120.00        | $3479213.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $4464939.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4535296.00        | $4333653.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $96207.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1213686.00        | $1273362.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $649232.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $19528226.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1798590.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $27993248.00       | $18985679.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1049254.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1075222.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-05-15      | 5.4300%  | 0.0000% | $1094636.00        | $1108323.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $9959112.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $11930656.00       | $10702039.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $8913648.00        | $8411271.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $5905664.00        | $793864.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $100000.00         | $20581.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $257320.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $94411.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $65255.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-08-15      | 5.6200%  | 0.0000% | $16273984.00       | $16194048.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-15      | 2.5000%  | 0.0000% | $25002500.00       | $624652.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $74697.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1329006.00        | $1112837.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1007992.00        | $1061909.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $58801758.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1091074.00        | $678661.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-20      | 5.0000%  | 0.0000% | $74995.00          | $31379.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $401582.00         | $313803.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $117845.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $11864139.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14301750.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $4465000.00        | $3997397.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $331804.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $289310.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1351188.00        | $1298849.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $3137496.00        | $3091975.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $7781816.00        | $8132001.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $1442062.00        | $1387874.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.8750%  | 0.0000% | $693492.00         | $30070.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $670666.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $112440000.00      | $17462013.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $21394944.00       | $5902963.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $4746368.00        | $1473740.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $15851.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $72219.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $73149696.00       | $41500723.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $404617.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $100018.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 6.0000%  | 0.0000% | $2005500.00        | $2071841.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $3714610.00        | $3780573.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1646110.00        | $1667041.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $100114944.00      | $102965694.80      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 6.0000%  | 0.0000% | $4821790.00        | $4944425.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 5.0000%  | 0.0000% | $539990.00         | $41915.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $125000.00         | $15900.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $4700000.00        | $83797.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $9000.00           | $7693.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $5341464.00        | $4545197.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1663870.00        | $1572770.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $5495264.00        | $5609523.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1393374.00        | $1419311.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $12742176.00       | $11785807.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2628284.00        | $2630065.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1153872.00        | $1179325.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1731162.00        | $1534344.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3607950.00        | $3323423.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $207942.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 4.0000%  | 0.0000% | $322098.00         | $36825.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 2.5000%  | 0.0000% | $1390000.00        | $241805.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $17225.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 1.5000%  | 0.0000% | $28773632.00       | $17515569.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 2.5000%  | 0.0000% | $245000.00         | $23837.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 2.0000%  | 0.0000% | $39190272.00       | $15989979.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 2.0000%  | 0.0000% | $90000.00          | $25811.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $105374976.00      | $105351643.50      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $20704.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $4043168.00        | $4239823.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $16000000.00       | $15591521.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $74999936.00       | $74315328.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 7.0000%  | 0.0000% | $7207520.00        | $7004041.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $25130752.00       | $24260984.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1966810.00        | $2028868.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $16580352.00       | $16373239.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $1225688.00        | $1269386.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.5000%  | 0.0000% | $19998000.00       | $20129347.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1807478.00        | $1722935.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $32062272.00       | $32966712.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $48815488.00       | $47520821.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $18045120.00       | $18883361.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $60616704.00       | $55093995.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $155145728.00      | $153281065.19      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $19900000.00       | $13656736.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $69429632.00       | $56340778.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $50106496.00       | $46754841.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $8944080.00        | $8585398.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $12755632.00       | $12843521.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1055956.00        | $1093846.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $10271040.00       | $8640221.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1067900.00        | $1098651.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $9227472.00        | $9115249.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $22266208.00       | $15848614.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $63607744.00       | $59613807.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1600000.00        | $1481173.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $22516032.00       | $18328425.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $19573568.00       | $17042446.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $16500512.00       | $15162634.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $20797280.00       | $17880082.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $50373312.00       | $48247970.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $9950576.00        | $8667499.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $48500352.00       | $44969620.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1703100.00        | $1230344.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2809069.00        | $2890318.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $8486400.00        | $7375971.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $16487776.00       | $12872713.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $34917568.00       | $29530023.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1996210.00        | $1654622.42        | Agency Mortgage-Backed Securities |

### Security 287: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 3.630000%
- **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: ARP1I9AQ5, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1I9AQ5_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $5075000.00        | $4787789.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $18929150.88       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $14669000.00       | $12912535.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $8590000.00        | $7107329.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $13667303.64       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $19569000.00       | $15906327.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $7458000.00        | $6708461.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $15723758.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $53513000.00       | $39995572.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $63850000.00       | $37550389.96       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7255390.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $25205123.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $45317900.00       | $4450001.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3361000.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $51364500.00       | $4875325.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $35736012.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4037963.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $21364060.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $29405269.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $11155000.00       | $9256552.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $67371900.00       | $41900353.80       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $39744000.00       | $23810598.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $26002773.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $69970000.00       | $41480960.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $50000000.00       | $24396753.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $7738952.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $52008300.00       | $11685226.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $968401.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6509906.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $714.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10398532.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $17946171.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $27330312.75       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $30069886.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4738212.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12089350.63       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $11874953.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $48032000.00       | $32199774.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $45503000.00       | $26039956.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $21373116.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $8908722.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $25588249.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4203338.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $791213.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $66222700.00       | $34771083.57       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $32049706.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $11859405.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $26857456.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $27637465.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $24035400.00       | $13854180.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $39637000.00       | $28288387.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $14232000.00       | $10052987.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $27253409.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $29794300.00       | $16301442.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $52414000.00       | $26843819.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $15269300.00       | $8162869.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9569530.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1663910.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $18552600.57       | Agency Collateralized Mortgage Obligation |

### Security 288: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 3.690000%
- **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: ARP1I9AR3, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1I9AR3_3.69_0601
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269547.00        | $175502.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $29484.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $29484.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $6304754.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $114548.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275764.00       | $27623.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $17459.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $31138.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583333.00       | $4794762.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $12167777.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $49321.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $17976.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $21337.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $21476.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.0249%  | 0.0000% | $50000000.00       | $3372577.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.4249%  | 0.0000% | $64600000.00       | $3900921.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $226363.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8749%  | 0.0000% | $93631547.00       | $4859548.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $6579.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $15461428.00       | $1995667.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782810.00       | $2663004.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560968.00       | $42897.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $130705.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295969.00        | $283239.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $18614.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457277.00        | $747673.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956614.00       | $54019.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.6749%  | 0.0000% | $2000000.00        | $247437.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282378.00      | $9517721.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 5.0000%  | 0.0000% | $3000.00           | $2805.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-16      | 0.9301%  | 0.0000% | $130052229.00      | $9933999.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $46340.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $191521.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | 2.5000%  | 0.0000% | $16198800.00       | $1548891.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | N/A      | 0.0000% | $1000.00           | $763.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-15      | N/A      | 0.0000% | $1000.00           | $884.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-06      | 6.2100%  | 0.0000% | $1000.00           | $1159.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $20415.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $3344000.00        | $20257.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 2.5000%  | 0.0000% | $7560322.00        | $8916982.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $3256168.00        | $24454.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2652060.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-09-25      | 3.5000%  | 0.0000% | $3079000.00        | $3842378.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $1378664.00        | $1649743.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.4234%  | 0.0000% | $39365292.00       | $960961.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $12589.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.4734%  | 0.0000% | $55745335.00       | $345384.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $35591.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 4.0000%  | 0.0000% | $57878885.00       | $1938796.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128899.00        | $267886.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $2385000.00        | $181687.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $303444.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $40548400.00       | $4024228.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 5.0000%  | 0.0000% | $35469282.00       | $2229134.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1104426.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $100064.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $834205.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473350.00       | $3798085.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $348078.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $126401.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $626717.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079215.00       | $19650.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960120.00        | $6412.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306146.00        | $457350.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.2379%  | 0.0000% | $163403743.00      | $10131868.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $205584.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $29993.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.2179%  | 0.0000% | $50000000.00       | $3785056.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $207560.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $68398.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 2.0379%  | 0.0000% | $105536162.00      | $8296614.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.5000%  | 0.0000% | $237272.00         | $41211.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095666.00       | $2494528.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $53123.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $68416.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065917.00        | $24209.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060739.00       | $128012.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060739.00       | $128697.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 3.5879%  | 0.0000% | $23859314.00       | $1294023.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309916.00      | $246333.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $6021981.00        | $1132930.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $27530.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $669174.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 4.0000%  | 0.0000% | $29431720.00       | $4455892.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.7379%  | 0.0000% | $10000000.00       | $454571.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692308.00        | $3337446.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931725.00        | $537165.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $15836.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.2879%  | 0.0000% | $14251053.00       | $528933.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $48584.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $18709.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $304340.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $120356199.00      | $101472.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 5.0000%  | 0.0000% | $23686875.00       | $23780293.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $2684083.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104777.00        | $266179.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $40761.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970864.00       | $8352.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3697%  | 0.0000% | $12850000.00       | $351064.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721241.00        | $370971.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600839.00        | $499265.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $144427.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1176128.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $83039.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $414841.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $173823.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166666.00        | $205115.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.5000%  | 0.0000% | $17179998.00       | $1793278.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $47780.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $16370.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461538.00       | $11551.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528571.00       | $812785.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $48584.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $48321000.00       | $4534248.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.0000%  | 0.0000% | $6000000.00        | $504843.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-04-25      | 0.0100%  | 0.0000% | $1577879.00        | $1212492.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-06-25      | 5.0000%  | 0.0000% | $21446981.00       | $21531372.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-06-25      | 4.0000%  | 0.0000% | $1271658.00        | $1196926.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.5000%  | 0.0000% | $32253882.00       | $2956501.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $228540.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.9508%  | 0.0000% | $8000000.00        | $493196.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-10      | 4.0700%  | 0.0000% | $1000.00           | $999.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $1649.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $35753285.00       | $485939.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 4.5000%  | 0.0000% | $46030252.00       | $424869.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3011416.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1300000.00        | $96475.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $92158.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $57351.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $13460.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $171016.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.0500%  | 0.0000% | $69502222.00       | $35619.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.3000%  | 0.0000% | $35000000.00       | $1586270.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.3000%  | 0.0000% | $45000000.00       | $2265975.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $7618000.00        | $6941072.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.7500%  | 0.0000% | $86391682.00       | $85485730.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $97303109.00       | $97269052.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.9500%  | 0.0000% | $97303109.00       | $6458542.52        | Agency Collateralized Mortgage Obligation |
| Tenn Valley Authority                    | 2036-04-01      | 5.8800%  | 0.0000% | $1000.00           | $1112.45           | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $213.06            | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418908.00        | $577590.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769339.00        | $341600.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290141.00        | $372829.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.4579%  | 0.0000% | $16611016.00       | $1270887.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.2819%  | 0.0000% | $33941696.00       | $767417.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $3648314.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28861024.00       | $18802.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $60816.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $41288.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071866.00       | $9495.33           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $122136.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456395.00        | $1151076.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $5166.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 3.0379%  | 0.0000% | $40000000.00       | $2877750.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.9379%  | 0.0000% | $15000000.00       | $496379.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $131336.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $131194.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-06-25      | 6.0000%  | 0.0000% | $10623920.00       | $140390.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728069.00        | $612768.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $206259.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.0000%  | 0.0000% | $2389583.00        | $418683.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $35000000.00       | $18303.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903886.00      | $404413.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846015.00        | $3326349.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $245107.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $41491.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $4206.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545455.00        | $3048777.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727273.00        | $1780308.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $22132.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $22055.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $66000000.00       | $193885.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.9749%  | 0.0000% | $83797315.00       | $6966098.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.0249%  | 0.0000% | $175000000.00      | $9017733.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.0249%  | 0.0000% | $57631296.00       | $3554967.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.0500%  | 0.0000% | $27800887.00       | $14247.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.5300%  | 0.0000% | $10000000.00       | $188735.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.2700%  | 0.0000% | $60000000.00       | $2793630.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.0600%  | 0.0000% | $15000000.00       | $9210.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $77062041.00       | $76964557.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.0000%  | 0.0000% | $1374694.00        | $943764.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 1.9500%  | 0.0000% | $77062041.00       | $6202299.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 0.0500%  | 0.0000% | $77062041.00       | $43732.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.4249%  | 0.0000% | $55263905.00       | $4322356.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $3232203.00        | $693313.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $11054818.00       | $2518245.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4618318.00        | $971999.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.0449%  | 0.0000% | $100000000.00      | $5537466.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 2.6449%  | 0.0000% | $75000000.00       | $8026329.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 1.9749%  | 0.0000% | $75989576.00       | $5312204.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 2.6249%  | 0.0000% | $30990297.00       | $4125143.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 3.1749%  | 0.0000% | $32307131.00       | $3263737.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 3.1749%  | 0.0000% | $49200000.00       | $6636910.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.3249%  | 0.0000% | $13333333.00       | $982072.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1895800.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.5749%  | 0.0000% | $45000000.00       | $4564591.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.9249%  | 0.0000% | $156232885.00      | $8705729.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232885.00      | $5848577.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8249%  | 0.0000% | $37500000.00       | $2361887.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232885.00       | $153836.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8449%  | 0.0000% | $50000000.00       | $2941869.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $71984.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $15998555.00       | $35234.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $16600000.00       | $185849.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203875.00       | $357291.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $363810.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $183048.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $172599.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $13663.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.3329%  | 0.0000% | $7000000.00        | $177700.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.3829%  | 0.0000% | $559956.00         | $14926.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $515623.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $41499.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-05-25      | 1.9879%  | 0.0000% | $135439869.00      | $10545196.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1055.86           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.5000%  | 0.0000% | $947413.00         | $968158.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-05-15      | 5.0300%  | 0.0000% | $8238301.00        | $8228795.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $13200128.00       | $12967143.48       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-10-20      | 1.4648%  | 0.0000% | $6215317.00        | $13057.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482798.00       | $399222.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $18459.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $39188.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.4605%  | 0.0000% | $13956638.00       | $477258.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $241679.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 5.0000%  | 0.0000% | $2713050.00        | $299360.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 6.0000%  | 0.0000% | $1456026.00        | $295508.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 5.5000%  | 0.0000% | $2220909.00        | $261990.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 5.5000%  | 0.0000% | $1636364.00        | $348506.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.4379%  | 0.0000% | $17472310.00       | $1322927.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.5000%  | 0.0000% | $909090.00         | $166430.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-02-25      | 2.6379%  | 0.0000% | $70488666.00       | $6253724.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 5.0000%  | 0.0000% | $1727500.00        | $211879.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $7135548.00        | $1062139.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793749.00        | $1022295.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435954.00        | $431474.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333333.00        | $250844.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $182184.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.4879%  | 0.0000% | $40000000.00       | $5334926.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $909091.00         | $141613.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.3879%  | 0.0000% | $200000000.00      | $17655793.16       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.5379%  | 0.0000% | $62887090.00       | $8063229.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.7879%  | 0.0000% | $9000000.00        | $416726.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $301027.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709796.00       | $3375152.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1142494.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $28571428.00       | $2330239.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480567.00       | $883742.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $3478000.00        | $246867.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319632.00       | $3012313.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1145000.00        | $92834.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $36583.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275231.00        | $13073.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318002.00        | $345208.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7525%  | 0.0000% | $55369397.00       | $3849610.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4498%  | 0.0000% | $13922776.00       | $707597.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8567%  | 0.0000% | $121737869.00      | $7942070.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5854%  | 0.0000% | $25000000.00       | $1390726.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9024%  | 0.0000% | $44000000.00       | $3113376.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8964%  | 0.0000% | $105932033.00      | $7064086.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796418.00      | $7740284.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0395%  | 0.0000% | $100526759.00      | $8354989.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $4502346.00        | $759106.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $70000000.00       | $53611.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $284041.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $6734002.00        | $7951708.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427596.00      | $5006928.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1847%  | 0.0000% | $331784495.00      | $6306962.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7470%  | 0.0000% | $70664168.00       | $4290922.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276778.00        | $190622.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $49008.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287445.00        | $241577.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9276%  | 0.0000% | $50000000.00       | $3362135.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1266%  | 0.0000% | $39996000.00       | $3393406.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874641.00       | $18731.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966842.00       | $14365.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413716.00       | $21556.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812492.00       | $23879.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971593.00       | $15196.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.4049%  | 0.0000% | $13046511.00       | $698333.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67096345.00       | $43143.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12084592.00       | $9496.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $25000000.00       | $9300.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5500000.00        | $1989.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1450000.00        | $123182.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $815836.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098536.00       | $7591429.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $24727096.00       | $2797357.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.0000%  | 0.0000% | $45000000.00       | $1604022.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.5749%  | 0.0000% | $3425000.00        | $145502.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.0000%  | 0.0000% | $50000000.00       | $1651419.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $939121.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $3736.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.5249%  | 0.0000% | $13196839.00       | $661553.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $60435.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9057.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $109498.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $5500000.00        | $537595.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1747000.00        | $163291.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0260%  | 0.0000% | $147202121.00      | $7292226.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $189249.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $139109.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788808.00       | $1635350.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1355000.00        | $144370.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703045.00       | $96900.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.9049%  | 0.0000% | $125000000.00      | $8077540.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4456068.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $32684.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.2249%  | 0.0000% | $3436425.00        | $195225.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166667.00        | $969608.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666667.00        | $202158.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291667.00        | $162683.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.4329%  | 0.0000% | $28926251.00       | $527089.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-16      | 0.4551%  | 0.0000% | $37100891.00       | $2007781.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.3829%  | 0.0000% | $48975995.00       | $170219.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $63659.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $168458.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53401214.00       | $4893560.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18354785.00       | $1963356.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $13319000.00       | $952688.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $449221.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.4829%  | 0.0000% | $3728000.00        | $183652.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $95039.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254855.00       | $757719.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17022010.00       | $9355.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955034.00        | $614221.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $20000000.00       | $12703.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $205794.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $144472.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.3449%  | 0.0000% | $100069065.00      | $7835030.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $576546.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $3126000.00        | $136870.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.3829%  | 0.0000% | $22737676.00       | $625659.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $79893.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1311276.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $11251.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142858.00        | $713287.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19141325.00       | $10420.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081139.00        | $2615245.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $37000000.00       | $13727.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $10665.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.4249%  | 0.0000% | $26698407.00       | $1826697.76        | Agency Collateralized Mortgage Obligation |

### Security 289: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.630000%
- **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: ARP1I9AT9, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1I9AT9_3.63_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $933082.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $12000000.00       | $8233607.37        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $288439600.00      | $283779152.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-04-30      | 4.0000%  | 0.0000% | $219108300.00      | $217143155.77      | U.S. Treasuries (including strips) |

### Security 290: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.630000%
- **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: ARP1I9AU6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1I9AU6_3.63_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $13320700.00       | $3278890.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-05-15      | N/A      | 0.0000% | $850900.00         | $198850.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 3.1250%  | 0.0000% | $8249900.00        | $6738638.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $27300.00          | $23508.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $7527800.00        | $4828391.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $1800.00           | $1731.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $197.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $94.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 1.5000%  | 0.0000% | $1297500.00        | $1296640.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $26140400.00       | $25783895.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $500.00            | $693.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $17712400.00       | $16464592.42       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $37272.00          | $39827.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $290686.00         | $301780.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 6.3320%  | 0.0000% | $27185.00          | $3607.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1260.00           | $259.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.3410%  | 0.0000% | $1000.00           | $786.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $3224988.00        | $451197.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 4.4900%  | 0.0000% | $7895985.00        | $7841576.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $993000.00         | $308649.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $44123533.00       | $15687163.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $401016.00         | $201890.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $7705648.00        | $3986471.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $553.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1177.00           | $778.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 4.4660%  | 0.0000% | $167295.00         | $207.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-08-01      | 5.9130%  | 0.0000% | $18242.00          | $63.44             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $15176576.00       | $13120032.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1142.00           | $927.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 6.1010%  | 0.0000% | $11825851.00       | $104326.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $2062332.00        | $517891.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1571010.00        | $863026.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $753.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $2024.00           | $462.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 4.5000%  | 0.0000% | $1000.00           | $994.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $602.94            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2039-08-05      | 5.6000%  | 0.0000% | $202000.00         | $203472.04         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2040-09-04      | 5.6000%  | 0.0000% | $6512000.00        | $6515869.57        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2046-01-29      | 5.1500%  | 0.0000% | $64000.00          | $63923.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-12-01      | 4.5600%  | 0.0000% | $10820.00          | $10685.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $683.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $3000.00           | $153.89            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $3149900.00        | $1386608.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-08-15      | N/A      | 0.0000% | $100.00            | $32.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-02-15      | N/A      | 0.0000% | $3419200.00        | $1015020.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $68900.00          | $17680.57          | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1042.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1318550.00        | $1407904.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2008.00           | $2077.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1087.00           | $827.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $1024.00           | $904.41            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $80482272.00       | $78394209.30       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1088.00           | $1041.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1008.00           | $1011.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2037.00           | $95.54             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-15      | 3.5000%  | 0.0000% | $2048.00           | $87.01             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $401.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $12855.00          | $12185.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $2000.00           | $1398.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $481.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $957.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1067.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $7062336.00        | $6842456.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1152.00           | $1215.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2610920.00        | $2799502.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $13731.00          | $14726.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2633764.00        | $2232342.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $2838516.00        | $2728697.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.5700%  | 0.0000% | $5464991.00        | $5490072.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-02-01      | 4.8800%  | 0.0000% | $2408230.00        | $2450970.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 4.2900%  | 0.0000% | $4103533.00        | $4056324.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $410.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1019.00           | $567.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1966270.00        | $1081165.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1290000.00        | $1055311.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1024.00           | $619.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $2656.00           | $1696.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $455.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $112578048.00      | $80973829.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1001.00           | $500.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $52881600.00       | $45494990.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $824.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $779.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $677321.00         | $257143.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $6144.00           | $5522.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1088.00           | $1042.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $192447.00         | $182499.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $6234808.00        | $6147867.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.5000%  | 0.0000% | $1012.00           | $1066.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.0000%  | 0.0000% | $178178.00         | $185689.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $103635120.00      | $11629368.71       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $1004.00           | $131.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $687149056.00      | $59240338.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $821.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $307029.00         | $248816.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $88.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $521.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $14385496.00       | $10237404.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1067.00           | $1016.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $98630014.00       | $78358082.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $18645.00          | $18736.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $178657.00         | $180870.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1824.00           | $1509.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1152.00           | $987.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $232645.00         | $235739.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1124680.00        | $666981.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $541.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $700000.00         | $297545.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $161000.00         | $92138.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1010.00           | $990.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1064.00           | $955.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1386.00           | $1160.83           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2051-11-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $500.00            | $562.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $198.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $15600.00          | $15769.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-10-15      | 3.5000%  | 0.0000% | $400.00            | $396.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $85.58             | $55.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-08-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-02-15      | N/A      | 0.0000% | $5.86              | $3.57              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-05-15      | N/A      | 0.0000% | $99.62             | $73.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-05-15      | N/A      | 0.0000% | $38.52             | $27.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-02-15      | N/A      | 0.0000% | $13.07             | $7.52              | U.S. Treasuries (including strips) |

### Security 291: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.630000%
- **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: ARP1I9AV4, C.3 - LEI: 549300HXQQQC, C.5 - Other ID: ARP1I9AV4_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $41269173.00       | $20182246.01       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-08-20      | N/A      | 0.0000% | $197500.00         | $195923.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2026-08-15      | 6.7500%  | 0.0000% | $241200.00         | $247450.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2029-08-15      | 6.1250%  | 0.0000% | $639500.00         | $689667.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2037-05-15      | 5.0000%  | 0.0000% | $61894500.00       | $65016655.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $66981900.00       | $58154778.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $34763500.00       | $35197490.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $381274900.00      | $386706765.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $657496600.00      | $651140722.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $46983700.00       | $46548952.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $30244300.00       | $30138298.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.5000%  | 0.0000% | $11398400.00       | $11271575.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $145656600.00      | $146850483.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $16399200.00       | $14960938.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $55144300.00       | $53030371.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $193500.00         | $186660.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $14688800.00       | $14345775.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $25891000.00       | $24802452.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-02-15      | 4.7500%  | 0.0000% | $1200.00           | $1173.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 4.6250%  | 0.0000% | $27532500.00       | $26674904.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2056-05-15      | 5.0000%  | 0.0000% | $400.00            | $402.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 0.5000%  | 0.0000% | $26718800.00       | $25900016.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $400.00            | $340.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $10389000.00       | $9362044.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $112523800.00      | $90469835.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $1219200.00        | $1089892.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $18020300.00       | $14316823.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $2509300.00        | $2206690.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $5089000.00        | $4902279.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-11-15      | 4.7500%  | 0.0000% | $72500.00          | $71200.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $11237800.00       | $10094247.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $69800.00          | $65961.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $33340800.00       | $19446975.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $49871000.00       | $23506024.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-08-15      | 1.3750%  | 0.0000% | $33558100.00       | $16419115.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $596700.00         | $372961.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $4934000.00        | $3171166.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $66094600.00       | $48005233.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-08-15      | 1.7500%  | 0.0000% | $58365400.00       | $39181526.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $76285400.00       | $55887721.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $15276400.00       | $10501482.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $24780700.00       | $20841607.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-02-15      | 3.5000%  | 0.0000% | $6228000.00        | $5638965.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-11-15      | 4.3750%  | 0.0000% | $1109000.00        | $1075177.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 4.6250%  | 0.0000% | $74635400.00       | $74951669.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 4.7500%  | 0.0000% | $87000.00          | $87944.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 3.1250%  | 0.0000% | $37555900.00       | $30727169.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $6000000.00        | $4544047.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 3.6250%  | 0.0000% | $118332200.00      | $101057973.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $8872300.00        | $7213330.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 2.5000%  | 0.0000% | $13512300.00       | $9508203.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $3106600.00        | $2335210.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $1298600.00        | $971639.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 3.0000%  | 0.0000% | $4999900.00        | $3699985.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $28639900.00       | $20227552.29       | U.S. Treasuries (including strips) |

### Security 292: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.650000%
- **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: ARP1I9AX0, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1I9AX0_3.65_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $94060000.00       | $72919599.47       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note            | 2031-06-30      | 4.2500%  | 0.0000% | $37824500.00       | $38609172.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note            | 2029-11-30      | 4.1250%  | 0.0000% | $91270600.00       | $93179191.61       | U.S. Treasuries (including strips) |

### Security 293: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9L67, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1I9L67_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $50769691.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $25000000.00       | $25384845.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50526924.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50526924.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301621.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301621.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50301621.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $49461800.00       | $49760174.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585373.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $49585373.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $33231400.00       | $32955827.64       | U.S. Treasuries (including strips) |

### Security 294: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.680000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1I9L75, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1I9L75_3.68_0602
- **C.18 - Value (incl. sponsor support):** $890561274.51
- **C.18.a - Value (excl. sponsor support):** $890561274.51
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9ND0, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1I9ND0_3.64_0601
- **C.18 - Value (incl. sponsor support):** $460347500.00
- **C.18.a - Value (excl. sponsor support):** $460347500.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $10000000.00       | $8580750.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $240000000.00      | $128520000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | N/A      | 0.0000% | $130000000.00      | $68620500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $48998250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-30      | 3.7500%  | 0.0000% | $75000000.00       | $74205000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $75000000.00       | $43700625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $70000000.00       | $43643250.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $65000000.00       | $22127625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $39000000.00       | $14022450.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | N/A      | 0.0000% | $23000000.00       | $10117125.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | N/A      | 0.0000% | $15000000.00       | $7018875.00        | U.S. Treasuries (including strips) |

### Security 296: BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3J6, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1IA3J6_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2026-08-15      | 6.7500%  | 0.0000% | $160900.00         | $165069.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-08-15      | 4.5000%  | 0.0000% | $700.00            | $696.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $7147100.00        | $7177386.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 4.7500%  | 0.0000% | $400.00            | $404.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 3.6250%  | 0.0000% | $2366400.00        | $2020951.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $556365000.00      | $363860447.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 3.0000%  | 0.0000% | $8448000.00        | $6320970.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 3.0000%  | 0.0000% | $2000.00           | $1480.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $146.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $43714000.00       | $22651642.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $1000.00           | $642.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $48378500.00       | $33632198.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-05-15      | 2.2500%  | 0.0000% | $75969600.00       | $55177554.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $54797700.00       | $37790514.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $30157996.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 3.6250%  | 0.0000% | $27945200.00       | $22468114.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $95030000.00       | $91543260.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $137361100.00      | $129806584.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $1291100.00        | $1235072.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-08-15      | 4.7500%  | 0.0000% | $110800.00         | $108212.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-11-15      | 4.6250%  | 0.0000% | $200.00            | $189.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-11-15      | 4.6250%  | 0.0000% | $122000.00         | $116870.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2056-05-15      | 5.0000%  | 0.0000% | $8464400.00        | $8509592.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $1439500.00        | $1432747.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 0.5000%  | 0.0000% | $6005200.00        | $5723688.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $10261400.00       | $9785582.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 0.8750%  | 0.0000% | $1999900.00        | $2002432.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $400.00            | $396.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $888.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $172900.00         | $171205.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 2.6250%  | 0.0000% | $379549000.00      | $366727694.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-15      | 4.1250%  | 0.0000% | $800.00            | $795.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $49999900.00       | $48279431.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-15      | 4.1250%  | 0.0000% | $752200.00         | $766277.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $207408500.00      | $204364272.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-15      | 4.6250%  | 0.0000% | $2689400.00        | $2721091.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 4.6250%  | 0.0000% | $108561000.00      | $111532814.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $244812800.00      | $252048882.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $75000100.00       | $74275090.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-04-30      | 4.6250%  | 0.0000% | $9000.00           | $9223.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $192400.00         | $195368.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $1600.00           | $1565.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 4.1250%  | 0.0000% | $614000.00         | $616768.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.8330%  | 0.0000% | $1235300.00        | $1239920.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $2000.00           | $1986.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $124378800.00      | $126858924.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $60504000.00       | $61659964.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $2000.00           | $1984.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-10-31      | 3.8180%  | 0.0000% | $7797800.00        | $7834180.77        | U.S. Treasuries (including strips) |

### Security 297: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3K3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1IA3K3_3.62_0601
- **C.18 - Value (incl. sponsor support):** $127000000.00
- **C.18.a - Value (excl. sponsor support):** $127000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $129072000.00      | $129540090.58      | U.S. Treasuries (including strips) |

### Security 298: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.630000%
- **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: ARP1IA3L1, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1IA3L1_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1152.00           | $868.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $19985709.00       | $18754931.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $98043684.00       | $75944282.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21484445.00       | $478854.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 6.4730%  | 0.0000% | $6349.00           | $285.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-27      | 1.0000%  | 0.0000% | $7440000.00        | $7434806.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1652245.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $7394463.00        | $1061500.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1949.00           | $149.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $19057172.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $11267724.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $721.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1077.00           | $303.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $171.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $504.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $426.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $619.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3010140.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $499.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1029.00           | $689.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2805256.00        | $2042147.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $731.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $636.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $598.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $713.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1428.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1698943.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $541.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1040521.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $959731.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1192194.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1424.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $763.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924390.00        | $2869588.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713865.00        | $2603267.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $20005978.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1398044.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $8799.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $159381.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $4446692.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1056.00           | $925.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $19441252.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $59287256.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $7494286.00        | $6678651.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $19116826.00       | $16317778.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $4825934.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $47401215.00       | $24440728.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4623771.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $14674039.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $995.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4634112.00        | $4569517.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 3.0000%  | 0.0000% | $123028107.00      | $106214304.92      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $343.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $178.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $916776.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6485643.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $15222071.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $584.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $564.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8678369.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5161.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $102616.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $5925623.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $321.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $13947631.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $389.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2063-03-01      | 4.0000%  | 0.0000% | $1000.00           | $699.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4120413.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5127161.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $14999000.00       | $3930271.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $180.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1594719.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $407915.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392714.00       | $748707.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.3510%  | 0.0000% | $3464.00           | $39.17             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83610343.00       | $352720.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $20673893.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10057.00          | $7680.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $64085888.00       | $56526961.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $932.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $203823.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $1088.00           | $272.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3324029.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3564414.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $15189565.29       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $17369037.10       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5135826.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2076229.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336446.00       | $915443.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $351772.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $141.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $308543.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171186.00        | $1533191.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7411013.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $220331.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $6809171.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2632018.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $720.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $469811.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1336239.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $819.74            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-07-29      | 1.2300%  | 0.0000% | $9344000.00        | $8327643.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1077500.00        | $998560.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $523.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $29107922.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $20235232.00       | $15481088.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $18869600.00       | $13926992.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1588782.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1750751.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1027.00           | $195.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $14691096.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $485.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $3962043.00        | $1769422.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $21527076.10       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $614.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $13750051.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $12236631.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2388973.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $168556.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $28848752.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $54397.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $15667016.64       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $499900.00         | $511610.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $369100.00         | $393600.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $778800.00         | $771593.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $48190200.00       | $48021300.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2036-02-15      | 4.1250%  | 0.0000% | $200.00            | $197.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-11-15      | N/A      | 0.0000% | $7536633.02        | $5457358.87        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $9997000.00        | $5342025.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $561.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $4209086.00        | $3784073.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22038176.00       | $15516069.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $342538.00         | $301912.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $981.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $130099.00         | $86261.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $5771667.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 5.0000%  | 0.0000% | $173564000.00      | $7740710.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $257.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $613858.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $275251.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $24251957.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8319244.67        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $2800.00           | $2354.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $1019300.00        | $918541.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $4842900.00        | $4144828.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $372600.00         | $334716.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $1359500.00        | $1258540.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $2000.00           | $1923.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $382.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $3674200.00        | $3588397.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $200.00            | $158.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $8791900.00        | $6722073.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-05-15      | 2.5000%  | 0.0000% | $554900.00         | $379187.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $208400.00         | $154218.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $139.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-11-15      | 2.0000%  | 0.0000% | $10251200.00       | $7069605.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $1794700.00        | $1277815.47        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $7000000.00        | $4952074.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $14768158.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699023.00        | $4072900.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $23089600.00       | $19729045.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $8048000.00        | $7486051.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $14801120.00       | $13623417.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $25671915.00       | $25393017.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.0000%  | 0.0000% | $61859036.00       | $49062212.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $10770940.00       | $7422265.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $13000000.00       | $5861928.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $75000000.00       | $29342873.14       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1159000.00        | $747842.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4371.60           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $999400.00         | $950046.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $432400.00         | $411039.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $500.00            | $497.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $2460700.00        | $2491419.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 4.6250%  | 0.0000% | $29575200.00       | $29732466.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $50496000.00       | $50724932.67       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $22250489.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $5213182.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $759.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $21000000.00       | $18653107.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $15283392.00       | $12497577.62       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $4092760.00        | $348466.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8286379.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1400.00           | $883.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $8187200.00        | $5560045.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $641.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-07-01      | 2.5000%  | 0.0000% | $1000.00           | $658.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4006521.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $51210752.00       | $35988488.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 5.0000%  | 0.0000% | $8273296.00        | $7216059.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $909.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $101320075.00      | $82142335.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1600.00           | $1059.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $40000000.00       | $29103666.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $29191920.00       | $21996550.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12073456.00       | $10087607.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $8826864.00        | $8439354.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 4.3160%  | 0.0000% | $7766.00           | $85.13             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1222.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7519835.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $631561.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1295715.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $6311260.00        | $5440062.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $3636492.00        | $3106147.44        | Agency Mortgage-Backed Securities  |

### Security 299: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3M9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1IA3M9_3.61_0601
- **C.18 - Value (incl. sponsor support):** $549950000.00
- **C.18.a - Value (excl. sponsor support):** $549950000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $3300.00           | $1987.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $148900.00         | $102241.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $7329500.00        | $5211222.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $312227800.00      | $265486592.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $301868100.00      | $242396530.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $59814900.00       | $47463426.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $288300.00         | $286913.55         | U.S. Treasuries (including strips) |

### Security 300: Nomura Securities International, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Nomura Securities International, Inc. - Fixed Income Clearing Corp. 3.620000%
- **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: ARP1IA3N7, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1IA3N7_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: 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:** Nomura Securities International, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $30161280.00       | $26447350.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $30361700.00       | $24052714.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $29250336.00       | $27084115.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $7287376.00        | $7658595.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 4.0000%  | 0.0000% | $83616512.00       | $70555952.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 5.0000%  | 0.0000% | $5387460.00        | $5371508.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $29444864.00       | $28955967.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $2327190.00        | $1503637.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1024078.00        | $1078496.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $178873.00         | $183869.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.0500%  | 0.0000% | $5067700.00        | $5052132.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-15      | 6.0000%  | 0.0000% | $10871344.00       | $11752282.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $44274240.00       | $37297702.02       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $767249.00         | $781397.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $12710.00          | $13236.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $381500.00         | $384455.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $749024.00         | $766442.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $3295600.00        | $3345523.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2779732.00        | $2821846.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1775202.00        | $1801996.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 5.0800%  | 0.0000% | $22560000.00       | $22566623.66       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2143000.00        | $2105106.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1009.00           | $1041.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $788.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1200858.00        | $840658.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $1131390.00        | $978679.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $109810.00         | $77202.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.2400%  | 0.0000% | $58533.00          | $59280.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-01-15      | 5.1400%  | 0.0000% | $6074368.00        | $6037774.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.5800%  | 0.0000% | $9500000.00        | $9825265.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 5.7200%  | 0.0000% | $3260000.00        | $3401341.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.1700%  | 0.0000% | $7381200.00        | $7428619.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.3000%  | 0.0000% | $1280000.00        | $1304480.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-15      | 6.2700%  | 0.0000% | $415000.00         | $446353.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3954836.00        | $3926295.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1707000.00        | $1696045.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4500%  | 0.0000% | $5100000.00        | $5231765.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.4400%  | 0.0000% | $25752500.00       | $26417818.11       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $253391.00         | $259195.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.1100%  | 0.0000% | $9335300.00        | $9374840.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-06-15      | 5.2700%  | 0.0000% | $4213568.00        | $4204756.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.1500%  | 0.0000% | $5477700.00        | $5532403.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.0300%  | 0.0000% | $27086900.00       | $27055647.73       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-09-15      | 6.0300%  | 0.0000% | $2210514.00        | $2296668.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4400%  | 0.0000% | $5000000.00        | $5143224.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-01-15      | 5.5000%  | 0.0000% | $2680000.00        | $2772492.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2059-01-15      | 5.5000%  | 0.0000% | $5524000.00        | $5714644.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.3100%  | 0.0000% | $6216600.00        | $6325648.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-05-15      | 5.5100%  | 0.0000% | $2156637.00        | $2209989.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.4100%  | 0.0000% | $17510100.00       | $17956734.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $25300600.00       | $25414322.70       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $25179000.00       | $25292176.13       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-15      | 5.3400%  | 0.0000% | $5600000.00        | $5762555.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-03-15      | 5.2400%  | 0.0000% | $7645200.00        | $7668930.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-08-15      | 5.4500%  | 0.0000% | $7500000.00        | $7720019.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4900%  | 0.0000% | $2532200.00        | $2611145.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4400%  | 0.0000% | $41636900.00       | $42769530.82       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $923450.00         | $947925.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 5.3300%  | 0.0000% | $23966900.00       | $24591438.36       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-03-15      | 5.8100%  | 0.0000% | $16498900.00       | $17205463.56       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $4439300.00        | $4619634.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2360590.00        | $2456720.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1440328.00        | $1499868.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $3235360.00        | $3365130.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4800%  | 0.0000% | $3740000.00        | $3853900.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $5845050.00        | $5999404.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $4271952.00        | $3511470.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $3264752.00        | $3459853.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $513200.00         | $296291.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-06-15      | 5.8800%  | 0.0000% | $15500000.00       | $16344212.66       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-02-15      | 5.6200%  | 0.0000% | $1222519.00        | $1239098.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-06-15      | 5.8000%  | 0.0000% | $2260090.00        | $2344454.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.3400%  | 0.0000% | $28958700.00       | $29486564.61       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-10-20      | 5.5000%  | 0.0000% | $211265.00         | $208050.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1151690.00        | $763038.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-07-20      | 2.5000%  | 0.0000% | $273200.00         | $214819.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-15      | 5.3300%  | 0.0000% | $21336640.00       | $21935515.21       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-07-20      | 7.0000%  | 0.0000% | $119500.00         | $124214.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $1511078.00        | $1401133.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-07-20      | 2.0000%  | 0.0000% | $25100.00          | $18570.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.3800%  | 0.0000% | $2500000.00        | $2564201.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $22212.00          | $10268.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $23794.00          | $19600.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $814257.00         | $705936.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $147309.00         | $60266.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-15      | 4.5000%  | 0.0000% | $622700.00         | $468916.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $252599.00         | $181552.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $540.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-09-15      | 4.0000%  | 0.0000% | $150029.00         | $52547.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $671988.00         | $252017.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $410000.00         | $77186.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-15      | 4.0000%  | 0.0000% | $59800.00          | $31933.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $533882.00         | $128282.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66200.00          | $44540.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $114493.00         | $86266.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $1298900.00        | $1063861.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 4.9700%  | 0.0000% | $13226700.00       | $13297271.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $19437.00          | $13730.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-15      | 3.0000%  | 0.0000% | $49198.00          | $36764.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $80518.00          | $53541.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $42013.00          | $28571.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 5.2400%  | 0.0000% | $37761700.00       | $38085753.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-05-20      | 3.0000%  | 0.0000% | $671897.00         | $561620.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2062-06-20      | 3.0000%  | 0.0000% | $1153176.00        | $967413.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-04-20      | 4.0000%  | 0.0000% | $81500.00          | $72828.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-15      | 5.0500%  | 0.0000% | $7432025.00        | $7521330.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1140140.00        | $735897.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-15      | 2.5000%  | 0.0000% | $440649.00         | $316252.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $5871568.00        | $87472.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $5171968.00        | $1041739.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $1644554.00        | $1135927.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $259600.00         | $199108.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $734.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 4.5000%  | 0.0000% | $15700.00          | $14287.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $219400.00         | $193455.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $50000.00          | $45630.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 2.5000%  | 0.0000% | $1292290.00        | $963540.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1128180.00        | $882600.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $48000.00          | $37905.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $1537390.00        | $1266373.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $819.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $206498.00         | $149382.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $3117612.00        | $2173450.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1024.00           | $711.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $696738.00         | $472872.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $5017912.00        | $4049887.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $419806.00         | $267696.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1008.00           | $719.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $22999.00          | $13965.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $63400.00          | $43224.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $544187014.00      | $337055432.51      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.5000%  | 0.0000% | $3528360.00        | $3588593.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $4717380.00        | $4697311.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $9569728.00        | $9504700.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-04-20      | 3.5000%  | 0.0000% | $200000.00         | $12356.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $1411990.00        | $150112.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $146000.00         | $15023.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $1406106.00        | $164737.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1010.00           | $658.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $948937.00         | $624938.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $72000.00          | $48424.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $63474048.00       | $57824644.06       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1701670.00        | $1684125.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $59679232.00       | $59667393.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $48433472.00       | $48222684.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $31661400.00       | $31434510.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $49990784.00       | $36246275.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $54723392.00       | $50203097.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 6.0000%  | 0.0000% | $22952192.00       | $22819109.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $16861184.00       | $17004230.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 6.0000%  | 0.0000% | $2655964.00        | $2756348.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $732270.00         | $738482.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $18981600.00       | $15676694.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $31095488.00       | $27059333.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $3408556.00        | $3446222.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $11428480.00       | $10604811.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $3778396.00        | $3799486.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $34715700.00       | $30505342.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $16012000.00       | $14043827.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $36483100.00       | $26972759.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $25672754.00       | $21115628.94       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 1.5000%  | 0.0000% | $342550.00         | $260179.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $80658816.00       | $73421790.30       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1013490.00        | $692966.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1008.00           | $851.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $104973.00         | $92983.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $299970.00         | $274926.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $927900.00         | $881415.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2480400.00        | $2443167.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $2589260.00        | $2488917.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $532699.00         | $526178.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4900%  | 0.0000% | $12899240.00       | $13301395.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.1800%  | 0.0000% | $18349760.00       | $18531829.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-02-15      | 4.9300%  | 0.0000% | $18333312.00       | $18281984.47       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-02-15      | 5.0900%  | 0.0000% | $26735700.00       | $27002603.04       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $6680000.00        | $6856904.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $27900.00          | $28308.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $4259776.00        | $4323161.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2214640.00        | $2258736.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.4400%  | 0.0000% | $8268140.00        | $8505251.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.3500%  | 0.0000% | $3436800.00        | $3503548.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-03-15      | 5.1100%  | 0.0000% | $15040000.00       | $14974666.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1487988.00        | $1476698.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1470338.00        | $1529303.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2228340.00        | $2316165.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1207900.00        | $1233740.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1826000.00        | $1862266.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $2703300.00        | $2823130.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1123966.00        | $1114947.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $203500.00         | $208889.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1070.00           | $1061.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1017.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.6400%  | 0.0000% | $1500000.00        | $1556971.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-01-15      | 5.4400%  | 0.0000% | $2800000.00        | $2880297.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $395312.00         | $381349.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $2305044.00        | $2286663.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $83400.00          | $84240.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2033016.00        | $2083690.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1434200.00        | $1424896.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1284328.00        | $1335262.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2060384.00        | $2048964.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2235000.00        | $2214438.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2342800.00        | $2392495.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $3186690.00        | $3258287.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1442524.00        | $1466203.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2116290.00        | $2158759.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1895500.00        | $1935723.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3168000.00        | $3142863.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $514605.00         | $510084.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $923.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1808914.00        | $1810830.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 5.1500%  | 0.0000% | $41900500.00       | $42051057.02       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-04-15      | 5.1100%  | 0.0000% | $1997800.00        | $1960569.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2275576.00        | $2260211.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1051480.00        | $1043663.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1527790.00        | $1523009.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4932900.00        | $4892902.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3273952.00        | $3256339.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2276796.00        | $2264029.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2507544.00        | $2493786.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $4324816.00        | $4296661.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1024.00           | $1038.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1762400.00        | $1748364.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1280934.00        | $1278584.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1130790.00        | $1125938.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $993.32            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2560680.00        | $2733756.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $3241404.00        | $3461530.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1179842.00        | $1259956.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1008.00           | $998.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2052664.00        | $2038540.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1603574.00        | $1592546.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1437052.00        | $1428003.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1453474.00        | $1475234.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1162260.00        | $1179876.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1411528.00        | $1405472.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $2708604.00        | $2696983.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1627824.00        | $1687185.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1537792.00        | $1595080.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1965090.00        | $2032224.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1008.00           | $1023.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4197016.00        | $4170003.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $2076990.00        | $2068077.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $3200000.00        | $3289512.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1671586.00        | $1664414.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $995.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4107512.00        | $4087634.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2159748.00        | $2160138.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2521120.00        | $2512048.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2729468.00        | $2784916.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1024.00           | $1018.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1897378.00        | $1902532.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2131700.00        | $2121337.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1258012.00        | $1247484.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2476980.00        | $2468266.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1465266.00        | $1460240.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-15      | 5.3500%  | 0.0000% | $5422100.00        | $5547687.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.3200%  | 0.0000% | $11266700.00       | $11497743.71       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2176268.00        | $2179150.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1022.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1787072.00        | $1776686.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $3200068.00        | $3191251.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1777200.00        | $1769575.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1469136.00        | $1527482.99        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.1300%  | 0.0000% | $8968400.00        | $9010385.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2028348.00        | $2098535.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2268600.00        | $2344830.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $2003800.00        | $2072880.63        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1010.00           | $1044.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 5.2500%  | 0.0000% | $11300.00          | $11420.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2068-06-15      | 5.3100%  | 0.0000% | $551321.00         | $553820.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-12-15      | 5.6500%  | 0.0000% | $14717240.00       | $15362194.85       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-02-15      | 5.4400%  | 0.0000% | $18967000.00       | $19258024.08       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-11-15      | 5.8600%  | 0.0000% | $1357768.00        | $57028.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 6.0000%  | 0.0000% | $1777118.00        | $125125.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-15      | 6.5000%  | 0.0000% | $990436.00         | $5714.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-15      | 6.5000%  | 0.0000% | $1438196.00        | $7928.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $21000000.00       | $171099.71         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2029-08-31      | 3.6250%  | 0.0000% | $129839600.00      | $129256553.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $4020800.00        | $3971895.32        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2034-04-15      | 7.0000%  | 0.0000% | $1310838.00        | $14332.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $2497000.00        | $30153.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-09-15      | 4.7500%  | 0.0000% | $962747.00         | $74268.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-09-15      | 4.7500%  | 0.0000% | $1677592.00        | $78533.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $5000000.00        | $49091.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-15      | 7.0000%  | 0.0000% | $438801.00         | $8940.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $90000.00          | $37845.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-09-15      | 5.8600%  | 0.0000% | $1308762.00        | $104216.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-09-15      | 2.5000%  | 0.0000% | $118960.00         | $28524.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 2.5000%  | 0.0000% | $33700.00          | $16488.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $489172.00         | $373546.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $100000.00         | $67032.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 3.5000%  | 0.0000% | $88979.00          | $66985.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $27208.00          | $21210.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1024.00           | $791.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $299305.00         | $249501.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1008.00           | $998.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1286470.00        | $1262694.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1008.00           | $1000.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-15      | 4.7000%  | 0.0000% | $627427.00         | $182701.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1789796.00        | $1473464.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $1008.00           | $705.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1003.00           | $720.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $247127.00         | $170091.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $771400.00         | $546710.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-15      | 3.0000%  | 0.0000% | $46793.00          | $28230.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $148200.00         | $104525.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $499999.00         | $366746.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $76751.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $96300.00          | $73822.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1000.00           | $723.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $11427280.00       | $8608684.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1699980.00        | $891645.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1760424.00        | $373048.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $189700.00         | $127052.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $19642.00          | $14346.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $115182.00         | $77690.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $32700.00          | $18755.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $72355.45          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $14893.00          | $7420.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-09-20      | 5.0000%  | 0.0000% | $10296800.00       | $117442.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 6.0000%  | 0.0000% | $10181728.00       | $120081.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-05-20      | 5.5000%  | 0.0000% | $19649997.00       | $217543.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $206348.00         | $10839.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 5.5000%  | 0.0000% | $9099990.00        | $328766.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $320000.00         | $11251.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-06-15      | 6.5000%  | 0.0000% | $976035.00         | $20847.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $9913008.00        | $97776.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-11-15      | 6.0000%  | 0.0000% | $157734.00         | $7990.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-11-15      | 3.2000%  | 0.0000% | $12593919.00       | $2546316.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $5800000.00        | $5962241.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $6880000.00        | $7072451.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1522348.00        | $1519555.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.5000%  | 0.0000% | $139500.00         | $13274.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $6731920.00        | $1586031.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-15      | 3.5000%  | 0.0000% | $118465.00         | $87840.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $290399.00         | $62066.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $1533362.00        | $226574.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 4.0000%  | 0.0000% | $115888.00         | $24305.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $13991055.00       | $78343.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $10363552.00       | $8062383.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $34956480.00       | $28235899.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 3.5000%  | 0.0000% | $41755400.00       | $36661203.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $9588080.00        | $8207569.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $59725000.00       | $59182570.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $48907900.00       | $39351910.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3809000.00        | $3778795.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $6646990.00        | $6601703.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $2916060.00        | $2258616.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $30536192.00       | $21018683.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $6218272.00        | $5588762.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1755616.00        | $1773874.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2303120.00        | $2337517.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $30448960.00       | $26297216.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2285900.00        | $2106130.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $48954300.00       | $48603488.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $1513648.00        | $1314248.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $19781344.00       | $18438558.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1403580.00        | $1433270.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1413200.00        | $1401393.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1314814.00        | $1309721.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2261168.00        | $1964054.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $3165000.00        | $2890102.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3845344.00        | $3339294.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1130230.00        | $1157432.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2378876.00        | $2451503.10        | Agency Mortgage-Backed Securities  |

### Security 301: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1IA3O5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1IA3O5_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $637319656.00      | $607298562.96      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $57413807.00       | $56071282.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $76128.00          | $79279.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $18910099.00       | $17825165.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $57971286.00       | $48978028.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $694.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $34476855.00       | $18353111.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $5430219.00        | $3042529.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $5336540.00        | $4727050.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $45959358.00       | $42113554.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $60120.00          | $57009.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $16986.00          | $15121.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $28493157.00       | $17114381.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1446262.00        | $1373603.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $250093.00         | $229664.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $220494413.00      | $167346318.20      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $82478414.00       | $73415825.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $101664597.00      | $93402428.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $19266584.00       | $18272974.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $8533886.00        | $8407391.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $776698.00         | $758576.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.0000%  | 0.0000% | $9224466.00        | $8101561.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $11199633.00       | $9968421.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $54979631.00       | $54684968.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $759320.00         | $519179.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.0000%  | 0.0000% | $496566.00         | $432190.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $150689931.00      | $137911125.31      | Agency Mortgage-Backed Securities |

### Security 302: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3P2, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1IA3P2_3.62_0601
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $14426193.92       | $6733527.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-04-30      | N/A      | 0.0000% | $24375.00          | $22581.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $3576200.00        | $1995916.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $930700.00         | $291519.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 0.1250%  | 0.0000% | $53576400.00       | $36248674.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $119113000.00      | $106479941.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 2.1250%  | 0.0000% | $74742400.00       | $71337475.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 3.7500%  | 0.0000% | $13210100.00       | $13323190.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $59389366.09       | $54354870.14       | U.S. Treasuries (including strips) |

### Security 303: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3Q0, C.3 - LEI: 549300MS3WYY, C.5 - Other ID: ARP1IA3Q0_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $52440300.00       | $54215546.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $93577800.00       | $94682549.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50370983.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $52186900.00       | $52987500.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $50354800.00       | $50708540.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $95179800.00       | $98469094.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $141804100.00      | $145052419.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $70509200.00       | $71902363.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $54924100.00       | $55539616.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $84725000.00       | $82874737.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $143162700.00      | $98730276.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $72925300.00       | $68992257.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-02-15      | 4.7500%  | 0.0000% | $145000000.00      | $141771893.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 4.6250%  | 0.0000% | $170232400.00      | $164929921.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $168225100.00      | $164856855.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $77561700.00       | $67816209.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-15      | 1.2500%  | 0.0000% | $100000000.00      | $86828262.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $93087475.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $119411800.00      | $122145340.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $91758800.00       | $94288277.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $100000000.00      | $101910559.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $183391800.00      | $183406203.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $112728000.00      | $110810119.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 3.7500%  | 0.0000% | $75608900.00       | $75325575.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.8750%  | 0.0000% | $67776400.00       | $68058796.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $85000000.00       | $53128397.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $39245200.00       | $36103133.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $119123300.00      | $93790250.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $91340100.00       | $59736053.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $95313800.00       | $69840416.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $150000000.00      | $93486590.06       | U.S. Treasuries (including strips) |

### Security 304: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3R8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1IA3R8_3.61_0601
- **C.18 - Value (incl. sponsor support):** $1252000000.00
- **C.18.a - Value (excl. sponsor support):** $1252000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $1340252600.00     | $1277424267.66     | U.S. Treasuries (including strips) |

### Security 305: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.630000%
- **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: ARP1IA3V9, C.3 - LEI: 2IGI19DL77OX, C.5 - Other ID: ARP1IA3V9_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $144087.00         | $75367.87          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-08-06      | N/A      | 0.0000% | $6417800.00        | $6375455.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-29      | N/A      | 0.0000% | $100.00            | $98.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-09-08      | N/A      | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-11-15      | 2.8750%  | 0.0000% | $2802000.00        | $2036201.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $11500.00          | $8425.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $111000.00         | $88187.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $3888900.00        | $3493167.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 4.5000%  | 0.0000% | $453100.00         | $435717.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $68308300.00       | $61363158.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $140900.00         | $128542.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $5487000.00        | $5079524.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-05-15      | 4.7500%  | 0.0000% | $350700.00         | $338304.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $5638800.00        | $5676750.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $232100.00         | $222341.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $8000.00           | $6954.36           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $1104600.00        | $1127486.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $990.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 4.1250%  | 0.0000% | $23107100.00       | $23611559.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-29      | 4.1250%  | 0.0000% | $1300.00           | $1308.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $7910000.00        | $7925164.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $1000.00           | $1007.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $10000.00          | $10114.72          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-15      | 3.5000%  | 0.0000% | $453000.00         | $447959.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1082308.00        | $1125410.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1031750.00        | $803207.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $300382.00         | $320513.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1020.00           | $916.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1050292.00        | $945915.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1015259.00        | $1058809.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $4996274.00        | $4761726.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $800.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $7202288.00        | $6785908.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2069072.00        | $2146965.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $47649.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $501213.00         | $67780.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2060-07-01      | 3.0000%  | 0.0000% | $45656520.00       | $20878468.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 2.5000%  | 0.0000% | $175999.00         | $27295.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-06-01      | 2.0000%  | 0.0000% | $270917.00         | $157581.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $729632.00         | $455209.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $58866.00          | $40565.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $780624.00         | $747623.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1154201.00        | $671714.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 7.0000%  | 0.0000% | $3972560.00        | $3504370.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $1010.00           | $221.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $25000.00          | $6300.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $2991470.00        | $1720389.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $786600.00         | $389583.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $3876622.00        | $1883425.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $35941887.00       | $23773789.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $195000.00         | $126509.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $43000.00          | $28136.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $489712.00         | $332551.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $25891700.00       | $14661258.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $46959020.00       | $31970004.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $679557.00         | $497703.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $15839069.00       | $10696262.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $36716096.00       | $23103275.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $14723184.00       | $8071281.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $25974816.00       | $21815520.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $26865184.00       | $23369298.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $160900.00         | $146788.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2823233.00        | $2933134.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $2378136.00        | $2468054.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1154204.00        | $1213806.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $22040576.00       | $19190312.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $6585000.00        | $5325604.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2770036.00        | $2529305.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $352577.00         | $294749.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $9405312.00        | $7681401.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $49999900.00       | $44260930.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $11972946.00       | $11350325.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2990752.00        | $2774916.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.0000%  | 0.0000% | $13686720.00       | $12832384.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $26242944.00       | $26190411.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $26114440.00       | $25920694.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $32131748.00       | $27228426.45       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $29822336.00       | $30337748.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $164401.00         | $158220.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $14826483.00       | $3784935.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $657894.00         | $194797.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 5.0000%  | 0.0000% | $1744832.00        | $571986.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $2044276.00        | $856480.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $636.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1097000.00        | $755361.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $56112100.00       | $35245954.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $699.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $897000.00         | $779847.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $13326016.00       | $10429571.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $77010816.00       | $59471845.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $5401670.00        | $4048036.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $3573370.00        | $3234082.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $188838.00         | $141089.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3211008.00        | $2989627.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $11195753.00       | $10905573.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 4.5000%  | 0.0000% | $1485000.00        | $84113.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $1494997.00        | $132746.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $772864.00         | $56601.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $2900000.00        | $449185.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $315992.00         | $32637.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-11-01      | 2.5000%  | 0.0000% | $495000.00         | $46148.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $23498000.00       | $14061479.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $11000000.00       | $4502785.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $6959744.00        | $5195950.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $1040.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $5366768.00        | $3254137.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1437702.00        | $1367530.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.0000%  | 0.0000% | $1434944.00        | $1308516.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $296604.00         | $314144.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $510726.00         | $522835.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $75348.00          | $71255.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7526676.00        | $6854763.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $417000.00         | $356617.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $991000.00         | $862236.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $4169720.00        | $4079217.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1341298.00        | $1294151.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $47944739.00       | $46584076.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $992.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $9000.00           | $8297.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1223670.00        | $1211384.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $3753464.00        | $3751459.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $755.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $11573724.00       | $8664940.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $11176054.00       | $10136170.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1393806.00        | $1188861.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $15758336.00       | $12272654.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $13103599.00       | $10006150.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $48525952.00       | $41032069.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $2056.00           | $2013.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $999732.00         | $997191.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $6750656.00        | $6611657.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $10961472.00       | $11066721.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $9405120.00        | $6380110.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $738.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $141956864.00      | $137942754.48      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 4.5000%  | 0.0000% | $9706300.00        | $9293367.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.0000%  | 0.0000% | $155000.00         | $143123.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $57464.00          | $55875.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $958.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $5835032.00        | $5713027.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2443192.00        | $2430970.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $60641152.00       | $26686255.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $1410430.00        | $800192.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $10848000.00       | $6368652.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $339312327.00      | $207554806.81      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $55268000.00       | $28694940.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $67054.00          | $49059.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $375894.00         | $189640.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $239321.00         | $130945.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $1313090.00        | $704399.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $150110.00         | $156692.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 3.0000%  | 0.0000% | $2514592.00        | $335530.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $370.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1302628.00        | $474642.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $282117.00         | $97838.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1699074.00        | $1477500.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $4640211.00        | $3857085.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $1557228.00        | $807527.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1326198.00        | $1281902.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.5000%  | 0.0000% | $2118910.00        | $316040.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $1325.00           | $154.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $26686593.00       | $2876201.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 2.0000%  | 0.0000% | $132706250.00      | $49316683.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $28226821.00       | $19810461.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $195000.00         | $159114.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.0000%  | 0.0000% | $14020225.00       | $12027650.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2557833.00        | $2287615.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $79869202.00       | $41761049.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $31002.00          | $18235.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $63021158.00       | $51255836.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.0000%  | 0.0000% | $2999000.00        | $544099.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 4.0000%  | 0.0000% | $1108000.00        | $220154.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1542000.00        | $1072554.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.5000%  | 0.0000% | $73000.00          | $21208.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5221251.00        | $4733816.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $489098.00         | $388747.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $68974000.00       | $23964607.84       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $340001.00         | $192096.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $491274.00         | $357649.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 2.0000%  | 0.0000% | $635288.00         | $245759.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 3.0000%  | 0.0000% | $1055300.00        | $423665.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 4.5000%  | 0.0000% | $1116646.00        | $440927.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-01      | 3.0000%  | 0.0000% | $1530886.00        | $220291.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $803366.00         | $146280.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1002.00           | $78.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $25637384.00       | $3776872.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1211166.00        | $238309.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2331104.00        | $928309.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $5178499.00        | $2739654.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $873929.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $737698.00         | $769312.97         | Agency Mortgage-Backed Securities  |

### Security 306: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.630000%
- **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: ARP1IA3W7, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1IA3W7_3.63_0601
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $36593348.00       | $36029260.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-02-01      | 5.0000%  | 0.0000% | $40358941.00       | $39705098.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $3235339.00        | $3218052.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $966504.00         | $809907.08         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $99700.00          | $101604.82         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $23716176.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $78985795.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $20466186.73       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $21075517.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $19382991.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $8218112.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $41287583.00       | $31633504.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $19623716.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $16549197.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $15876121.00       | $14709954.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $64604865.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $83160438.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $24775157.00       | $23386151.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $11763201.00       | $11125232.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $11621047.00       | $11258154.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $10641360.00       | $10956385.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $34213613.00       | $31652844.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1548208.00        | $1510793.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $16466.00          | $15272.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $16205636.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $15932160.00       | $15153673.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $87770892.00       | $83955275.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $7925000.00        | $6981771.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1410000.00        | $1100239.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $41405129.00       | $33547265.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2492986.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $23030868.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $50000000.00       | $37633933.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $19159533.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $34528987.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $34343013.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $84858373.00       | $84503576.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $3139103.00        | $2626167.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1090538.00        | $964886.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $2784610.00        | $2550801.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $19746671.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $25499392.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $56222167.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $93290409.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $200347628.00      | $162326152.71      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $19040655.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $12571424.00       | $10512546.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $81408473.00       | $75252945.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15206766.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $17803188.58       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $44643.45          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $418360.00         | $247086.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $2030019.00        | $1780178.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $90915130.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $2159630.00        | $1848579.07        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14678.29          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51860.32          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14345.80          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15081.91          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $100892.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $33011636.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $108087712.09      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $45161416.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2410945.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $200477582.00      | $161103974.87      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $143519622.72      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $122168000.00      | $89426210.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $27683119.00       | $20034500.93       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-12-17      | 4.4400%  | 0.0000% | $125000.00         | $127858.62         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $203494.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $3176930.00        | $485692.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2298144.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $11106211.00       | $1971281.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $44466604.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $24114926.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2059889.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2773491.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $24108924.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $100868196.00      | $71713733.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $206792718.00      | $143135227.84      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $59439526.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $21767980.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $17174487.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $25232001.00       | $7769669.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $25205633.00       | $5517361.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $51330512.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $49005304.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $21207411.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $26581293.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $47154282.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $46070901.31       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $971.16            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $298062.75         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51941.31          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14626.12          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-01-02      | 3.2200%  | 0.0000% | $255000.00         | $252847.62         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $6987.05           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $38244.71          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $81909.04          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144949.53         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $98328.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2525691.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1717609.00        | $1675690.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2558466.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2505785.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2584186.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $2965603.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $18578106.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2346432.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $38853418.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $17740852.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2515833.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1239691.00        | $525238.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2289022.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2240402.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2398905.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $69866954.00       | $51926146.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $29421217.38       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-25      | 3.7500%  | 0.0000% | $250000.00         | $253545.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $19784824.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $26578567.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2819134.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $2909642.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2362467.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $2114838.00        | $1666615.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1958700.00        | $1975556.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $387448.00         | $393431.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2204139.00        | $2155069.75        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $102192.20         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $1022000.00        | $1037088.81        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-07-08      | 4.7500%  | 0.0000% | $820000.00         | $836141.84         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $35790.31          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-10-13      | 4.7500%  | 0.0000% | $675000.00         | $686415.22         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121961.76         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5117.39           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $456667.60         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $185801.11         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $182058.60         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $133113.55         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $405000.00         | $390882.33         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $450000.00         | $445811.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2032-03-16      | 2.3800%  | 0.0000% | $100000.00         | $90959.11          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1065000.00        | $929144.10         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $66000.00          | $67099.18          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-11-15      | 4.6250%  | 0.0000% | $250000.00         | $252976.65         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-15      | 4.1250%  | 0.0000% | $2000000.00        | $2041305.33        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-12-15      | 4.2500%  | 0.0000% | $554000.00         | $567323.77         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $170000.00         | $172324.06         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $65262.86          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9591.54           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $550000.00         | $452408.00         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $123928.68         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2039-02-07      | 2.3900%  | 0.0000% | $302000.00         | $235515.78         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-06-24      | 0.7600%  | 0.0000% | $1400000.00        | $1358253.71        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4638.09           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $129762.21         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $216999.24         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $87534.10          | Agency Mortgage-Backed Securities  |

### Security 307: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.630000%
- **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: ARP1IA3X5, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1IA3X5_3.63_0601
- **C.18 - Value (incl. sponsor support):** $915000000.00
- **C.18.a - Value (excl. sponsor support):** $915000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $693220.00         | $69754.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $50000.00          | $42677.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $9075000.00        | $216326.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $2343630.00        | $35220.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 6.0000%  | 0.0000% | $139770.00         | $103589.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $3009140.00        | $108939.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1158048.00        | $33236.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-15      | 4.5000%  | 0.0000% | $2565996.00        | $39797.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $507248128.00      | $38643080.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $3061756.00        | $1216721.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $66725760.00       | $45611355.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $8686000.00        | $4852290.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1492262.00        | $1574892.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $14329792.00       | $409826.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-10-20      | 6.0000%  | 0.0000% | $4158656.00        | $55916.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-08-20      | 5.0000%  | 0.0000% | $3995996.00        | $53515.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $2726404.00        | $168914.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $2693436.00        | $29965.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-07-20      | 5.5000%  | 0.0000% | $20164032.00       | $56434.29          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $10346980.00       | $26408.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $4000000.00        | $112157.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-02-20      | 3.0000%  | 0.0000% | $3757479.00        | $12511.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1061218.00        | $1098584.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $4199080.00        | $4319797.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $840819.00         | $878900.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1531778.00        | $1665081.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $200590.00         | $211693.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $590754.00         | $600419.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $656079.00         | $683930.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $16642528.00       | $17120512.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1459592.00        | $1524140.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $316106.00         | $333607.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2771524.00        | $2730081.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1490896.00        | $837775.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1202340.00        | $1277015.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $5003.00           | $5226.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.0500%  | 0.0000% | $13793.00          | $13827.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $72429.00          | $73461.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1314282.00        | $1390090.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $7311976.00        | $7761457.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $62253.00          | $62368.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1666398.00        | $1665707.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $214630.00         | $127758.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $58485248.00       | $35541877.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $300000.00         | $242553.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-12-20      | 7.0000%  | 0.0000% | $1686164.00        | $942785.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $1906732.00        | $62042.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-15      | 4.5000%  | 0.0000% | $990000.00         | $33599.57          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $29323400.00       | $29447658.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $149144000.00      | $142873465.89      | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $3024.00           | $739.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $2003.00           | $357.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1001.00           | $99.28             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $208.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $115.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $16000.00          | $4070.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $219.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $3000.00           | $450.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1693.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $475.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 4.0000%  | 0.0000% | $1030.00           | $740.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1759.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $3000.00           | $258.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $3000.00           | $244.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $4001.00           | $439.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $243.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $1291.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1003.00           | $245.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $2854.00           | $58.45             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $5000.00           | $778.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $141.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $100.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $3089.00           | $6.75              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $20710.00          | $2862.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $5042.00           | $3320.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $177.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1417.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 2.5000%  | 0.0000% | $10004.00          | $1955.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $677.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $1081.00           | $608.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $8000.00           | $974.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $234.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $21000.00          | $3352.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $409.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $1003.00           | $175.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $1000.00           | $161.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $2000.00           | $156.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1216.00           | $303.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $48000.00          | $10604.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $15000.00          | $4678.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $1134214.00        | $1131600.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $7000.00           | $6437.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $6000.00           | $6339.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-10-01      | 3.5000%  | 0.0000% | $499000.00         | $48151.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $4001.00           | $1100.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $9000.00           | $2213.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 3.0000%  | 0.0000% | $2000.00           | $217.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1001.00           | $263.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $4004.00           | $1121.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $200.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $587476.00         | $116306.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $12666400.00       | $6261989.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.0000%  | 0.0000% | $2691704.00        | $2004316.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $3008104.00        | $2266923.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $53737000.00       | $25010558.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-07-15      | N/A      | 0.0000% | $3386000.00        | $2728086.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $77696.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $55267.00          | $5868.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $15354048.00       | $8509280.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $39000.00          | $23435.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $146808.00         | $117669.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2363884.00        | $1567581.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $3808494.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $4444088.00        | $3357619.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-04-15      | 4.9900%  | 0.0000% | $72248.00          | $71523.46          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $38467302.62       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $17347104.00       | $15608588.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1942208.00        | $2022799.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $3606056.00        | $1765929.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $212735.00         | $221543.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $2301896.00        | $1793664.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $5570184.00        | $5822058.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $4890008.00        | $5105897.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4540856.00        | $3867351.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2061-05-15      | 5.2000%  | 0.0000% | $1393658.00        | $1417940.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $1390560.00        | $848751.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3624472.00        | $2044956.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3042316.00        | $3119530.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $8597200.00        | $1727960.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $477546.00         | $345850.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $241430.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $104000.00         | $62806.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-01-15      | 4.4500%  | 0.0000% | $2812736.00        | $2649286.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2067-03-15      | 5.5800%  | 0.0000% | $11000.00          | $11449.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-15      | 4.0000%  | 0.0000% | $1727828.00        | $600052.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.7400%  | 0.0000% | $20353152.00       | $19537169.25       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-20      | 3.7500%  | 0.0000% | $286000.00         | $56038.82          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2057-04-15      | 3.9300%  | 0.0000% | $6000.00           | $5460.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-15      | 7.0000%  | 0.0000% | $3000744.00        | $3070342.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2058-04-15      | 4.6700%  | 0.0000% | $795472.00         | $761872.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $55000.00          | $33358.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $471158.00         | $34035.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $995898.00         | $51026.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $655341.00         | $72285.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $579507.00         | $73848.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $381.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $5020.00           | $2858.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2058.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-20      | 3.5000%  | 0.0000% | $2500000.00        | $65871.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $10020.00          | $8323.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $715.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $753.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1616.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $7675.00           | $5914.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $8205.00           | $7308.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $5273.00           | $5159.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 3.5000%  | 0.0000% | $1635478.00        | $1541125.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $3567200.00        | $3519807.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $438933.00         | $449744.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $4984944.00        | $5073470.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-06-01      | 5.5000%  | 0.0000% | $2351600.00        | $2377457.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1387028.00        | $43293.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-06-20      | 3.0000%  | 0.0000% | $2787124.00        | $18208.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 2.5000%  | 0.0000% | $603872.00         | $499511.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $7004.00           | $5837.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $11063.00          | $10157.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $10203.00          | $7876.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $59251456.00       | $39160166.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $15368.00          | $10116.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $180000.00         | $156260.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $505000.00         | $421967.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $7178.00           | $6355.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $5485000.00        | $4943033.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 5.5000%  | 0.0000% | $3010.00           | $2915.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $5620592.00        | $26258.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $6808000.00        | $530189.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $3497996.00        | $437213.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 1.5000%  | 0.0000% | $1501000.00        | $541112.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $245000.00         | $143167.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $2123000.00        | $1505071.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $4901784.00        | $3852531.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | 0.0000% | $310992.00         | $255298.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $22002.00          | $10776.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6367.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $63343.00          | $54182.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 4.5000%  | 0.0000% | $7000.00           | $5177.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $37363.00          | $28869.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $58000.00          | $54507.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 8.0000%  | 0.0000% | $2323000.00        | $62196.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $1327258.00        | $38964.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $25011168.00       | $23579889.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $16946.00          | $15230.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $127053056.00      | $105591031.38      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $8239.00           | $8142.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2534084.00        | $2009920.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1689184.00        | $1572118.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $33643008.00       | $29518095.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $8305104.00        | $7297767.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2745228.00        | $1753732.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $9006.00           | $8303.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $9008.00           | $6989.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $10049.00          | $10101.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $6073.00           | $5918.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $3139950.00        | $3003395.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1651470.00        | $1572776.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1124908.00        | $1126817.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $26042592.00       | $26180087.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $788700.00         | $693855.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $12418.00          | $10344.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2819480.00        | $2304091.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1128700.00        | $1149475.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $8073.00           | $7148.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $6190.00           | $5233.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $9001.00           | $8147.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1376886.00        | $1310659.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $3540616.00        | $3062700.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $4342880.00        | $3798479.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $10442512.00       | $6566164.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1353468.00        | $1400411.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $10355920.00       | $9845565.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1329.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $766.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $792.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1127.00           | $956.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $2172.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $888.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2100.00           | $1916.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $791.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $931.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2417.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $717.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1430.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $746.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $499.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4496.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $3072.00           | $1793.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2077.00           | $1556.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2681.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $832.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $634.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $1747.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $2001.00           | $1144.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $955.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3024.00           | $2574.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $798.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $722.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1270.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1429.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $559.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2016.00           | $1368.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 2.0000%  | 0.0000% | $1000.00           | $689.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $709.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4003.00           | $2430.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1368.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4070.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $663.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4103.00           | $2818.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $3001.00           | $2814.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $1869.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $846.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $2016.00           | $1535.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2004.00           | $1467.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $3016.00           | $1957.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $706.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $797.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1034.00           | $814.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $988.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1457.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $784.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $809.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $680.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $663.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $810.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $664.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $633.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $3044.00           | $2297.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2078.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $619.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $493.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $702.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $701.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $2054.00           | $1395.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $795.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1497.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $486.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $812.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $783.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $3813.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $750.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $4802.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $757.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2400.00           | $1771.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $798.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1032.00           | $856.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2080.00           | $1413.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $698.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $601.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $654.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1312.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $715.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $630.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $3032.00           | $1642.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $694.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $708.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1041.00           | $674.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $689.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $717.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $705.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $620.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $648.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $570.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1807.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1150.00           | $745.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $645.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2088.00           | $1483.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $640.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $672.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $2240.00           | $1506.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $6223.00           | $3064.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1206.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1172.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $634.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1247.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $5001.00           | $3468.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2536.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $653.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $618.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $615.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3030.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $340.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $888.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $19408.00          | $7487.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $465.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $924734.00         | $557389.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $669.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1816.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $6010.00           | $3937.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $472.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1696.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $813.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1316.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $819.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1020.00           | $826.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $786.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $765.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $3490.00           | $2644.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $773.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1422430.00        | $1164807.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $152.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $202.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $12000.00          | $3981.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $2010.00           | $800.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $236.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1404.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $2000.00           | $459.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $8000.00           | $3114.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $2000.00           | $773.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $268.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $715.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $4000.00           | $1884.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $8000.00           | $1087.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $391.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $870.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $5000.00           | $3455.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1709.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1025.00           | $759.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $845.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1651.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2024.00           | $1672.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1481.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $2088.00           | $1513.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1605.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $760.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $734.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2167.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $2027.00           | $1691.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $790.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $2013.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1938.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $969.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $970.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $4072.00           | $4011.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $936.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $2048.00           | $2107.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $964.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $4081.00           | $4021.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2118.00           | $2066.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2388.00           | $2351.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2174.00           | $2112.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $998.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3660.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $5009.00           | $4250.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $3081.00           | $1925.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $4115.00           | $4001.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $974.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1176.00           | $1160.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $11720160.00       | $11805364.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $4017.00           | $4021.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $3072.00           | $3006.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1054.00           | $1007.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $939.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $4164.00           | $3977.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3834.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $954.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $3072.00           | $2915.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $3034.00           | $2975.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $965.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $5182.00           | $4808.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $860.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $961.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3072.00           | $2536.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1774.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2112.00           | $2064.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2421.00           | $2341.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3867.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $5328.00           | $4964.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $2091.00           | $2098.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $5137.00           | $3955.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $2010.00           | $1871.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $970.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2880.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $909.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $3052.00           | $2552.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $9503040.00        | $9049160.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2495.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $2059.00           | $1759.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $55000.00          | $40480.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $18302272.00       | $14008715.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $71000.00          | $52216.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3678244.00        | $3215570.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-25      | 3.5000%  | 0.0000% | $28933344.00       | $21390210.26       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $56860736.00       | $38580730.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $6067.00           | $4979.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1054.00           | $985.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $84306.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $7456.00           | $5501.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $6123.00           | $3279.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $7142.00           | $4433.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2967.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3048.00           | $2294.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1305.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $4000.00           | $2496.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 1.5000%  | 0.0000% | $305000.00         | $209931.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $620.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2501.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 3.0000%  | 0.0000% | $97743.00          | $54443.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1267.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $5120.00           | $4053.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $816.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1438.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $706.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $49000.00          | $29350.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 1.5000%  | 0.0000% | $50000.00          | $28886.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $526.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $594.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $611.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2314.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $7188.00           | $4211.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $581.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $7000.00           | $3871.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 3.5000%  | 0.0000% | $1000.00           | $361.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $4000.00           | $1991.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $549.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $436.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $14000.00          | $4886.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $3024.00           | $1330.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1045.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1427.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $557.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1219.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $340.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $3000.00           | $1153.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1001.00           | $440.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 4.7500%  | 0.0000% | $4000.00           | $1013.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $561.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $403.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $300.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $347.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 2.5000%  | 0.0000% | $1018.00           | $356.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1896.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $485.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $502.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $3000.00           | $950.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $276.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $472.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $475.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 2.5000%  | 0.0000% | $2000.00           | $972.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 1.5000%  | 0.0000% | $817518.00         | $391681.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $2008.00           | $679.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $2001.00           | $2091.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2105.00           | $2081.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $2000.00           | $463.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-02-01      | 4.0000%  | 0.0000% | $2795.00           | $813.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $590.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1716.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 2.5000%  | 0.0000% | $1000.00           | $226.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $2559.00           | $837.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 3.0000%  | 0.0000% | $1001.00           | $298.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1506368.00        | $698892.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $198.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $2006.00           | $285.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $212.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $319.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.0000%  | 0.0000% | $4001.00           | $913.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $5000.00           | $1455.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $2002.00           | $608.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $91.51             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $577.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $4059008.00        | $1194085.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $1024.00           | $252.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 6.0000%  | 0.0000% | $2000.00           | $190.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1373.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $7000.00           | $1307.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $2025.00           | $523.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $326.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $6000.00           | $1608.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $858.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-08-01      | 4.5000%  | 0.0000% | $1001.00           | $209.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $6483.00           | $569.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $2010.00           | $351.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $2001.00           | $419.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $346.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $2001.00           | $432.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $9001.00           | $1114.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $10008.00          | $2574.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1013.00           | $979.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $977.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1040.00           | $1007.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $306.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $508995.00         | $103933.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1002.00           | $75.50             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $4008.00           | $701.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 5.0000%  | 0.0000% | $3000.00           | $773.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $3010.00           | $919.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $2497.00           | $491.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $2002.00           | $2066.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1004.00           | $1001.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1060832.00        | $1120452.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $5537136.00        | $5583878.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $3150000.00        | $2486430.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $953.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $13855060.00       | $13543411.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $2053.00           | $1975.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $5052.00           | $4560.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2114.00           | $2077.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $2001.00           | $2029.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3024.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $3029.00           | $3178.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2001.00           | $1975.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2785.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1004.00           | $1024.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2004.00           | $2037.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $959.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $948.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1003.00           | $989.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1002.00           | $1020.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $4047.00           | $4097.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $4035.00           | $4147.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $4039.00           | $4154.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1982.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1001.00           | $1057.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $901.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2198.00           | $2122.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1821.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1884.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2301.00           | $2176.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2055.00           | $1775.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2589.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2079.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $5000.00           | $3365.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $808.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $770.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $2029.00           | $1118.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $884.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1554.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $5000.00           | $3356.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2016.00           | $1864.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $770.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1457.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $532.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $772.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4346.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $2998.00           | $1276.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $398.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $585.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1771.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $901.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $602.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2020.00           | $1076.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $4009.00           | $1776.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $704.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $611.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2002.00           | $1589.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3076.00           | $1570.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $407.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1063.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $2000.00           | $867.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $2112.00           | $879.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $307.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $492.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1017.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $895.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $5000.00           | $2419.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $363.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $615.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $354.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $2010.00           | $927.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $414.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $4352.00           | $1949.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $4096.00           | $1739.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $2000.00           | $822.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $974.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $4000.00           | $1981.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $419.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1030.00           | $592.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 4.5000%  | 0.0000% | $1000.00           | $315.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1108.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1003.00           | $460.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $468.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1122.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $2001.00           | $1450.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1242.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1589.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $5000.00           | $2916.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $726.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2007.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1739.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $9197.00           | $4149.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $100000.00         | $54385.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $5120.00           | $3032.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1277.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $543.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1064.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $2028.00           | $827.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $492.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $548.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2273.00           | $1146.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1118.00           | $558.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1008.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $5052.00           | $2372.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $1819.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1106.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $621.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3998.00           | $2478.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $595.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $5005.00           | $3782.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $600.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1016.00           | $714.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $697.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2582.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $866.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $717.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $556.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $976.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1929.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $2023.00           | $1286.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $1093.00           | $441.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $3000.00           | $685.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1731.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $373.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $744.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $832.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $2048.00           | $757.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $164.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $2000.00           | $820.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1018.00           | $328.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $4640.00           | $1464.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $3615.00           | $1212.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $281.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $126.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $27000.00          | $4848.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $205.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 5.0000%  | 0.0000% | $2000.00           | $236.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1280.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $2000.00           | $267.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1921.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $302.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $376.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.5000%  | 0.0000% | $2000.00           | $443.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4041.00           | $923.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $5001.00           | $861.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $149.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 2.5000%  | 0.0000% | $1000.00           | $226.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $553.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $551.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1345.48           | Agency Mortgage-Backed Securities  |

### Security 308: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA3Y3, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1IA3Y3_3.62_0601
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $41390900.00       | $41196732.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $39747700.00       | $34753471.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $41090500.00       | $39831303.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $10081700.00       | $10259844.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $44541300.00       | $44702309.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $41505300.00       | $41000474.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $37690400.00       | $37691801.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $39499900.00       | $40245029.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $47440000.00       | $46261503.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 3.8750%  | 0.0000% | $21341900.00       | $21165288.70       | U.S. Treasuries (including strips) |

### Security 309: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.620000%
- **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: ARP1IA3Z0, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1IA3Z0_3.62_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $102552684.00      | $98747562.08       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-09      | N/A      | 0.0000% | $300.00            | $299.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-30      | N/A      | 0.0000% | $118500.00         | $118154.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $33000.00          | $20489.89          | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $24928967.00       | $17692295.69       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329871.00        | $1073964.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2832586.00        | $1928928.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $11325184.00       | $11419469.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 4.0000%  | 0.0000% | $1000.00           | $924.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1305760.00        | $1247572.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1363262.00        | $1249445.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $2113017.00        | $1945797.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $186531.00         | $178581.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $24584118.00       | $23631402.16       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $5157922.00        | $3468980.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $631935.00         | $438978.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $80064.00          | $76877.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $8860448.00        | $8700032.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $3459.00           | $3405.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.5000%  | 0.0000% | $660394.00         | $635764.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $3830212.00        | $3785620.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.5000%  | 0.0000% | $1443036.00        | $1463559.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600003.00        | $1960618.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $79504.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $430705.00         | $410197.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-04-01      | 5.0000%  | 0.0000% | $251954403.00      | $246466217.69      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $10828667.00       | $10639843.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 5.0000%  | 0.0000% | $1155132.00        | $1089349.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 5.5000%  | 0.0000% | $170122.00         | $136183.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.5000%  | 0.0000% | $296754.00         | $271586.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 5.0000%  | 0.0000% | $115044.00         | $112126.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $51583.00          | $49423.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1530607.00        | $1502552.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $93139.00          | $89373.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $3811092.00        | $3302056.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2406971.00        | $1917983.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $912737.00         | $885401.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $225832.00         | $216469.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $8384600.00        | $6332144.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 4.5000%  | 0.0000% | $7901750.00        | $7510287.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.5000%  | 0.0000% | $156652.00         | $147451.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 4.5000%  | 0.0000% | $1311748.00        | $1243668.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $3143162.00        | $2951055.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $1973895.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $36763603.00       | $35381475.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 4.5000%  | 0.0000% | $7050000.00        | $344176.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1239137.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 4.5000%  | 0.0000% | $55162.00          | $52656.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $10974260.00       | $9276173.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $27213159.00       | $22693482.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $17546657.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $241126.00         | $198729.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $97956558.00       | $84905563.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $17727609.00       | $17408903.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $1000000.00        | $689768.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $725000.00         | $563310.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3601.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $220000.00         | $208241.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $280000.00         | $245206.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $100000.00         | $96084.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $35268301.00       | $33609795.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $24525946.00       | $23988345.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $39261835.00       | $37711172.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $39208076.00       | $38557072.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $346314.00         | $284769.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $382744.00         | $238616.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 3.0000%  | 0.0000% | $16019779.00       | $346964.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1446798.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1072.00           | $629.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $60668.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-05-01      | 5.0000%  | 0.0000% | $1100000.00        | $592984.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3149.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $408766.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-07-01      | 5.0000%  | 0.0000% | $1100000.00        | $637511.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 5.5000%  | 0.0000% | $27402221.00       | $27791956.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $10040000.00       | $5527310.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $31124.00          | $19635.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $12943905.00       | $8045402.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1245000.00        | $784262.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $15050000.00       | $9620145.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $772496.00         | $459547.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $17866.00          | $13846.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $24000.00          | $17574.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $300575.00         | $222246.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $68921.00          | $66106.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $98801.00          | $94765.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $125144.00         | $120300.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $819341.00         | $785504.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $752833.00         | $741819.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $2000000.00        | $1924810.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $120018.00         | $67182.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $11379439.00       | $10846197.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $9976167.00        | $9583236.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $5914528.00        | $5673009.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 3.5000%  | 0.0000% | $1050000.00        | $75259.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 3.5000%  | 0.0000% | $500000.00         | $49926.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $513436.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $568147.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 6.5000%  | 0.0000% | $152138.00         | $87468.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 5.5000%  | 0.0000% | $1000000.00        | $593434.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $647129.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $971802.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $229315.00         | $214319.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $100000.00         | $95442.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $38548240.00       | $38210952.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 4.0000%  | 0.0000% | $1061474.00        | $273203.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $991201.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1056492.00        | $242464.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $1031102.00        | $176794.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 3.0000%  | 0.0000% | $555000.00         | $55582.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 8.0000%  | 0.0000% | $27451.00          | $6899.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $25020436.00       | $18310760.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $229765.00         | $202709.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $20000.00          | $4335.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $250015.00         | $76171.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $28530.00          | $18452.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $302716.00         | $205811.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $285385.00         | $223743.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $22294.00          | $15920.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $89385.00          | $81458.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $4549334.00        | $4474364.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.0000%  | 0.0000% | $100000.00         | $62207.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $35675000.00       | $18587742.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $9225142.00        | $5144202.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 4.5000%  | 0.0000% | $12660183.00       | $9586683.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $16081109.00       | $248480.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $11114438.00       | $130448.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15637573.00       | $2890754.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-06-01      | 3.0000%  | 0.0000% | $10240000.00       | $289433.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $6000000.00        | $84134.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786951.00       | $17150184.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $12883.00          | $8566.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $4382.00           | $2954.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $165000.00         | $117124.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-08-01      | 3.5000%  | 0.0000% | $26533000.00       | $3402518.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 1.2500%  | 0.0000% | $1000.00           | $903.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-26      | N/A      | 0.0000% | $206000.00         | $205495.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $78761.00          | $58329.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $41769.00          | $31741.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $10820306.00       | $8958948.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $22995515.00       | $17698518.22       | Agency Mortgage-Backed Securities  |

### Security 310: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.630000%
- **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: ARP1IA422, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1IA422_3.63_0601
- **C.18 - Value (incl. sponsor support):** $889000000.00
- **C.18.a - Value (excl. sponsor support):** $889000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2026-10-22      | 1.1000%  | 0.0000% | $12000000.00       | $11882766.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2032-09-10      | 3.3750%  | 0.0000% | $10000000.00       | $9568922.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2030-12-16      | 4.0000%  | 0.0000% | $20000000.00       | $20090222.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-11-30      | 3.6650%  | 0.0000% | $1000000.00        | $1003008.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-07-15      | 1.6000%  | 0.0000% | $15000000.00       | $13585178.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $12855000.00       | $10642461.68       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-06-02      | 4.3300%  | 0.0000% | $20000000.00       | $20215203.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-10-27      | 3.5600%  | 0.0000% | $24000000.00       | $23789578.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-02-25      | 3.7250%  | 0.0000% | $44000000.00       | $44026375.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-05-19      | 3.7300%  | 0.0000% | $137150000.00      | $136983378.04      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-23      | 0.7500%  | 0.0000% | $25000000.00       | $25029750.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20220066.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-22      | 3.7700%  | 0.0000% | $2000000.00        | $2015053.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-06      | 1.6000%  | 0.0000% | $1264000.00        | $972268.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-09      | 4.1500%  | 0.0000% | $20000000.00       | $20151564.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $1360.00           | $219.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $16516760.00       | $9052057.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $581663.00         | $398556.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $214336.00         | $74458.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-03-15      | 5.1700%  | 0.0000% | $2130572.00        | $2147428.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.0000%  | 0.0000% | $126246.00         | $126165.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-04-15      | 5.1500%  | 0.0000% | $2659416.00        | $2693628.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $451486.00         | $468397.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2332544.00        | $2380945.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1080910.00        | $1099331.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 5.1220%  | 0.0000% | $21803200.00       | $23758049.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 5.0300%  | 0.0000% | $20312360.00       | $20288924.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $699599.00         | $677483.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $297206784.00      | $295235062.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $44188864.00       | $43895262.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $135774208.00      | $135092621.53      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $5250000.00        | $5367676.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1290758.00        | $1362215.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1992.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $5499208.00        | $5803625.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-05-15      | 5.3700%  | 0.0000% | $1143276.00        | $1175256.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-15      | 7.0000%  | 0.0000% | $22722336.00       | $96465.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 7.0000%  | 0.0000% | $2272516.00        | $7279.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $129997.00         | $1129.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-15      | 7.0000%  | 0.0000% | $313939.00         | $7437.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-15      | 6.0000%  | 0.0000% | $30000000.00       | $578599.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $369676.00         | $139542.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-15      | 4.5000%  | 0.0000% | $1113780.00        | $32238.59          | Agency Mortgage-Backed Securities |

### Security 311: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA448, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1IA448_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2043-02-15      | 0.6250%  | 0.0000% | $30131000.00       | $32054099.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $74126100.00       | $56675018.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $1700.00           | $1494.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $189.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $49683800.00       | $47860854.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 2.1250%  | 0.0000% | $99999900.00       | $95444358.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $38401200.00       | $33340548.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $5815800.00        | $5528668.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-15      | 0.1250%  | 0.0000% | $890000.00         | $1019813.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1008.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.6250%  | 0.0000% | $1000.00           | $995.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.8330%  | 0.0000% | $10382500.00       | $10421336.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $135703000.00      | $139443869.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $53964400.00       | $57546562.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $15641100.00       | $15642328.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 3.8750%  | 0.0000% | $15171600.00       | $15172547.77       | U.S. Treasuries (including strips) |

### Security 312: BMO Harris Bank NA

- **C.1 - Title:** BMO Harris Bank NA 3.630000%
- **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: ARP1IA455, C.3 - LEI: 3Y4U8VZURTYW, C.5 - Other ID: ARP1IA455_3.63_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 2.0000%  | 0.0000% | $139960536.00      | $27473187.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-01      | 0.9300%  | 0.0000% | $198476561.00      | $190024899.75      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 1.0800%  | 0.0000% | $16326481.00       | $14785173.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $33747200.00       | $21037048.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $11410547.00       | $670927.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $9787304.00        | $5228733.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 1.5000%  | 0.0000% | $2565594.00        | $1314145.86        | Agency Mortgage-Backed Securities |

### Security 313: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.630000%
- **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: ARP1IA463, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1IA463_3.63_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2044171.00        | $1447213.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $25508260.00       | $18929761.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 6.0000%  | 0.0000% | $14142690.00       | $14585920.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $19718645.00       | $19485625.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $18842578.00       | $14204338.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $15763384.00       | $14134678.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 5.0000%  | 0.0000% | $14945113.00       | $14787263.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $12545408.00       | $12739086.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $15924672.00       | $14026655.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $21407181.00       | $19102934.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $16691689.00       | $15371418.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $19937431.00       | $19062155.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $25254390.00       | $13956747.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $26728440.00       | $14228516.77       | Agency Mortgage-Backed Securities |

### Security 314: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA471, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1IA471_3.62_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $81132500.00       | $82141541.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $84130900.00       | $85001375.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 3.5000%  | 0.0000% | $37584600.00       | $36857141.90       | U.S. Treasuries (including strips) |

### Security 315: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.630000%
- **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: ARP1IA4A4, C.3 - LEI: 549300MS3WYY, C.5 - Other ID: ARP1IA4A4_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $47073827.00       | $23352074.74       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $295189.00         | $205636.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $382190926.00      | $198432111.70      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $547999157.00      | $536821318.54      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $285199634.00      | $252551042.44      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2028-11-15      | 5.2500%  | 0.0000% | $18212300.00       | $18765503.76       | U.S. Treasuries (including strips) |

### Security 316: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA596, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1IA596_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $47780200.00       | $30646607.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $78237000.00       | $47119558.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $97385800.00       | $71233291.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $116300.00         | $124171.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $2100000.00        | $1609938.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $284600.00         | $245072.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $2180100.00        | $1714035.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $313949000.00      | $275825506.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $281524800.00      | $270864037.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $100420800.00      | $98437495.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $42753700.00       | $42179312.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-05-15      | 5.0000%  | 0.0000% | $483908000.00      | $486000986.27      | U.S. Treasuries (including strips) |

### Security 317: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5A3, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: ARP1IA5A3_3.60_0601
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2026-08-15      | 6.7500%  | 0.0000% | $242400.00         | $248526.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-11-15      | 6.5000%  | 0.0000% | $9948000.00        | $10094064.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-02-15      | 6.6250%  | 0.0000% | $245900.00         | $255347.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-11-15      | 6.1250%  | 0.0000% | $2837400.00        | $2930580.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-08-15      | 5.5000%  | 0.0000% | $24569500.00       | $25704320.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-02-15      | 5.2500%  | 0.0000% | $164800.00         | $172682.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-08-15      | 6.1250%  | 0.0000% | $652300.00         | $703064.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2030-05-15      | 6.2500%  | 0.0000% | $237200.00         | $255919.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $16090600.00       | $17179668.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2036-02-15      | 4.5000%  | 0.0000% | $27918300.00       | $28532806.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-02-15      | 4.7500%  | 0.0000% | $273000.00         | $283586.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $14303300.00       | $15007153.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | 4.3750%  | 0.0000% | $9749400.00        | $9758000.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | 3.5000%  | 0.0000% | $22374100.00       | $20234141.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $26436100.00       | $25017244.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 4.3750%  | 0.0000% | $19292900.00       | $18432849.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $13268500.00       | $9166015.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $2070400.00        | $1412416.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $19058400.00       | $12445400.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $12478900.00       | $9056995.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $3028700.00        | $2263295.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $10349700.00       | $7637936.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $16313700.00       | $11568543.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $19052200.00       | $13341630.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $21063300.00       | $15412056.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $7574600.00        | $5343976.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 3.7500%  | 0.0000% | $22136700.00       | $19800191.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $11957900.00       | $9767387.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $9391700.00        | $7545034.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $380300.00         | $326059.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $16729400.00       | $14268793.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $18458700.00       | $14982520.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $26450300.00       | $20795717.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $10239400.00       | $7192423.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $23232100.00       | $17559548.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $10480900.00       | $7866138.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $10180400.00       | $4975205.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $55589100.00       | $34893166.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $20198400.00       | $10450595.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $252500.00         | $161955.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $61032300.00       | $33877378.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $42573800.00       | $26404463.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 2.0000%  | 0.0000% | $47368400.00       | $32600584.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $9781600.00        | $6716503.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $9535800.00        | $8108269.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $3668000.00        | $3300278.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $13565000.00       | $10763896.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $7571500.00        | $7284782.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $647300.00         | $634515.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $482800.00         | $463602.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $438700.00         | $419115.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $15317600.00       | $14761372.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $12346300.00       | $12408786.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2056-02-15      | 4.7500%  | 0.0000% | $10585200.00       | $10336343.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 4.6250%  | 0.0000% | $1986900.00        | $1921843.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $8834900.00        | $8955338.09        | U.S. Treasuries (including strips) |

### Security 318: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5B1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1IA5B1_3.62_0601
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $9997300.00        | $10048542.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $400.00            | $425.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $156181000.00      | $159019256.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $135089200.00      | $136930747.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-15      | 3.5000%  | 0.0000% | $1000.00           | $992.13            | U.S. Treasuries (including strips) |

### Security 319: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5C9, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1IA5C9_3.62_0601
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $22481400.00       | $21143164.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $44599400.00       | $44738944.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $38200.00          | $39222.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $200.00            | $208.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-02-15      | 4.7500%  | 0.0000% | $2720800.00        | $2826307.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $72.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $7800.00           | $6065.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $22545700.00       | $15480931.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $1964500.00        | $1767556.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 0.3750%  | 0.0000% | $42419200.00       | $56962136.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $33812400.00       | $33113831.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $8661000.00        | $7519279.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $900.00            | $854.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $107038000.00      | $102001039.89      | U.S. Treasuries (including strips) |

### Security 320: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.620000%
- **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: ARP1IA5E5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1IA5E5_3.62_0601
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $821.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $823.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $824.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $832.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $840.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $846.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $859.51            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $1000.00           | $861.11            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $816.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1025.00           | $818.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $460.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $473.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $479.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $484.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.0000%  | 0.0000% | $2016.00           | $485.73            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $500.00            | $488.12            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $504.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1001.00           | $510.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $510.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $515.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $525.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $536.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $542.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1000.00           | $617.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $632.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $2124.00           | $645.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $646.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $657.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $657.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $659.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $660.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $667.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $677.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $551.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $584.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1003.00           | $588.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $594.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $601.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $604.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1001.00           | $612.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $614.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $2016.00           | $614.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $729.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $732.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1001.00           | $736.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $739.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $742.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $743.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $746.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $754.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $755.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $761.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $763.47            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $773.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $776.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $778.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1054.00           | $783.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $784.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $784.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $680.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $683.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $688.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $699.58            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $706.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1000.00           | $712.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $714.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $720.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $725.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1020.00           | $726.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $9997088.00        | $9757523.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 3.5000%  | 0.0000% | $11442936.00       | $9960311.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $21623699.00       | $13941581.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $933583607.00      | $67290922.41       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $92533604.00       | $72923386.13       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2034-05-15      | N/A      | 0.0000% | $9.06              | $6.39              | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1214.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1926.00           | $2027.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2064.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $861.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $870.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 3.0000%  | 0.0000% | $1024.00           | $883.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $886.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $2226.00           | $889.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $890.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-12-01      | 4.1500%  | 0.0000% | $1077.00           | $894.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $894.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.9800%  | 0.0000% | $1000.00           | $895.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1024.00           | $906.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1001.00           | $989.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1007.00           | $995.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $995.76            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $997.43            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1008.00           | $998.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $998.28            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1064.00           | $1119.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $2000.00           | $1189.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1238.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2008.00           | $1282.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1312.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3008.00           | $1340.45           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-02-15      | 2.7500%  | 0.0000% | $1400.00           | $1381.62           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-15      | 3.3750%  | 0.0000% | $1400.00           | $1399.45           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1414.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $2024.00           | $1428.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $1004.00           | $1061.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1002.00           | $1068.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1077.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1016.00           | $1029.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $1010.00           | $1036.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1009.00           | $1043.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $2024.00           | $1050.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.96           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-08-15      | 3.7500%  | 0.0000% | $1000.00           | $1008.29           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 4.7600%  | 0.0000% | $1000.00           | $1008.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1012.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.3500%  | 0.0000% | $1044.00           | $1018.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $909.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $913.81            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1024.00           | $916.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $917.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $918.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $927.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $929.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2000.00           | $929.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $931.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $932.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $978.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $11523.00          | $981.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $982.93            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $984.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $985.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $985.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $987.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $951.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $955.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $959.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.5000%  | 0.0000% | $1060.00           | $966.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $967.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $969.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 4.0000%  | 0.0000% | $1039.00           | $972.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $976.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $976.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1329408.00        | $1321908.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $2253000.00        | $1352368.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1666310.00        | $1379907.29        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $1814800.00        | $1385245.46        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2200000.00        | $1386928.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1496800.00        | $1424143.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1779160.00        | $1541769.09        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $1696000.00        | $1721224.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $1979200.00        | $1886466.62        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $10111884.00       | $9090836.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1310772.00        | $948606.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1033746.00        | $964317.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1048010.00        | $971168.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $984009.00         | $999436.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1287486.00        | $1052026.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1156980.00        | $1126748.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1198958.00        | $1137611.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1165500.00        | $1168701.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1211440.00        | $1176199.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-06-01      | 5.1900%  | 0.0000% | $1266560.00        | $1291390.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $567977.00         | $338014.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $518005.00         | $437318.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $871861.00         | $535644.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $962829.00         | $536431.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000358.00        | $569723.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $778178.00         | $690615.53         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $1455500.00        | $711309.10         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1025000.00        | $717162.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $894316.00         | $787682.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1057898.00        | $903817.70         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $153500.00         | $98456.15          | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $125160.00         | $134405.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $173800.00         | $149832.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $158031.00         | $166318.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $213150.00         | $175008.16         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $791800.00         | $194901.57         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $369176.00         | $197598.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $313982.00         | $220922.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $437351.00         | $236016.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $358168.00         | $336450.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-02-01      | 5.0000%  | 0.0000% | $20332.00          | $19589.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 4.5000%  | 0.0000% | $27344.00          | $26042.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $45000.00          | $27774.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $38895.00          | $29312.85          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-09-10      | N/A      | 0.0000% | $35300.00          | $34934.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-10-29      | N/A      | 0.0000% | $46500.00          | $45780.64          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $90401.00          | $49804.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $71510.00          | $62282.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $100000.00         | $74657.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $144080.00         | $92221.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $3076.00           | $2382.03           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $6030.74           | $2809.25           | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $5513.00           | $3810.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $4078.00           | $4385.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4912.00           | $4961.49           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $5900.00           | $5032.21           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $6136.00           | $5915.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $7972.00           | $6174.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 7.5000%  | 0.0000% | $6128.00           | $6639.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $19156.00          | $16039.38          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $1400.00           | $1432.71           | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2024.00           | $1436.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2028.00           | $1631.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $2540.00           | $1698.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $1704.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-03-01      | 5.0000%  | 0.0000% | $2008.00           | $1951.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2000.00           | $2097.95           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-07-15      | 0.3750%  | 0.0000% | $1600.00           | $2148.54           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $3023.00           | $2276.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.6300%  | 0.0000% | $1000.00           | $1000.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2034-08-15      | N/A      | 0.0000% | $0.27              | $0.19              | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $1005.00           | $36.34             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1133.00           | $74.77             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $76.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $1024.00           | $81.35             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1001.00           | $86.58             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1022.00           | $98.56             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $100.07            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $3376.00           | $2286.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $9000.00           | $7994.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $338.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1023.00           | $363.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $1045.00           | $366.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $418.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1024.00           | $424.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $437.56            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-04      | N/A      | 0.0000% | $200.00            | $199.88            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $2106.00           | $203.05            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $224.53            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $283.10            | $278.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-09-30      | 0.3750%  | 0.0000% | $300.00            | $286.27            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $1000.00           | $297.14            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $300.00            | $308.45            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $328.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1008.00           | $332.54            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-11-15      | N/A      | 0.0000% | $165.51            | $108.00            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1008.00           | $113.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $115.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1025.00           | $169.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $176.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2051.00           | $177.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-04-01      | 2.5000%  | 0.0000% | $1000.00           | $190.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $2096.00           | $190.97            | Agency Mortgage-Backed Securities  |

### Security 321: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.630000%
- **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: ARP1IA5G0, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1IA5G0_3.63_0601
- **C.18 - Value (incl. sponsor support):** $2976000000.00
- **C.18.a - Value (excl. sponsor support):** $2976000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-10-20      | 1.5000%  | 0.0000% | $997582.00         | $499674.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2700000.00        | $504756.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 5.5000%  | 0.0000% | $6842961.00        | $510982.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 3.5000%  | 0.0000% | $633330.00         | $550457.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $3175000.00        | $551638.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1397922.00        | $563842.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1642311.00        | $571045.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $955000.00         | $577406.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1590000.00        | $631346.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $657113.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2023862.00        | $2080872.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2090159.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2590693.00        | $2154528.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $2069561.00        | $2184122.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2146225.00        | $2187384.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1113735.00        | $670617.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1739531.00        | $674404.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $960044.00         | $686358.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $670172.00         | $688136.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $1078387.00        | $688856.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $1724210.00        | $747686.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $7153075.00        | $764527.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $5965215.00        | $784782.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1572239.00        | $800217.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $890207.00         | $900416.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000968.00        | $463171.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $468800.00         | $477633.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1278000.00        | $478118.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $480381.00         | $494974.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1306900.00        | $1351088.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $28907631.00       | $1404722.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1345142.00        | $1405395.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1411736.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1429105.00        | $1421386.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1463668.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2409545.00        | $1501260.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1428446.00        | $1502712.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1506767.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $2125000.00        | $1528445.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $1231125.00        | $1226180.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1262077.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1203148.00        | $1274383.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1255260.00        | $1277347.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $17844178.00       | $1291978.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1298476.00        | $1292905.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1306955.00        | $1304051.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1285121.00        | $1312205.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1294836.00        | $1315795.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1312197.00        | $1331553.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1646934.00        | $1108151.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1106432.00        | $1124341.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1105099.00        | $1159941.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1112245.00        | $1168956.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1152951.00        | $1178386.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1160918.00        | $1179709.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1146882.00        | $1181974.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1166685.00        | $1200967.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1196050.00        | $1217336.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1196714.00        | $1221277.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $1263891.00        | $1008818.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1016204.00        | $1032652.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1008495.00        | $1032895.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1065483.00        | $1060911.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1073576.00        | $1074980.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1058248.00        | $1078503.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1025102.00        | $1081846.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1294363.00        | $1088326.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1063175.00        | $1090917.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2391516.00        | $1094944.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1095630.00        | $900972.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $887578.00         | $901312.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1360829.00        | $918492.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 3.5000%  | 0.0000% | $1426062.00        | $931085.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $955762.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1110805.00        | $966872.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $962665.00         | $975784.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $2710928.00        | $986547.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1002929.00        | $995884.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1005290.00        | $999881.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2252016.00        | $1969420.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $20692346.00       | $1969994.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1873697.00        | $1977425.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $1977443.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1954283.00        | $1984122.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $2047061.00        | $2004772.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $4330609.00        | $2036373.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $16131438.00       | $2055693.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2022673.00        | $2067778.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $6763227.00        | $2074368.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1755253.00        | $1775280.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $5800000.00        | $1804322.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2119020.00        | $1812103.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1765477.00        | $1819378.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1785827.00        | $1821555.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1888841.00        | $1838339.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1883532.00        | $1880001.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1920765.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 3.5000%  | 0.0000% | $2786294.00        | $1938050.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1824913.00        | $1960350.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1605796.00        | $1638945.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1878586.00        | $1648311.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1656716.00        | $1649608.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1663252.00        | $1656116.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1665531.00        | $1658385.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1612877.00        | $1703808.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $17495000.00       | $1711853.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1816275.00        | $1713034.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $1741967.00        | $1714905.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1722512.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1624051.00        | $1529413.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2023202.00        | $1537679.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1793116.00        | $1542920.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1557999.00        | $1569492.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1568874.00        | $1588410.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1567995.00        | $1591075.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2118434.00        | $1599686.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1667145.00        | $1616209.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1608204.00        | $1617286.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1632833.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 7.0000%  | 0.0000% | $28305134.00       | $20363.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $117788.00         | $21934.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.0000%  | 0.0000% | $72737.00          | $25152.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 7.0000%  | 0.0000% | $37842104.00       | $25168.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $305000.00         | $27494.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $200000.00         | $30338.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $368721.00         | $32778.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 6.0000%  | 0.0000% | $12599531.00       | $34650.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.0000%  | 0.0000% | $400000.00         | $34862.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $400000.00         | $35553.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $37057.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $130000.00         | $37563.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 2.0000%  | 0.0000% | $152354.00         | $39928.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 4.0000%  | 0.0000% | $2903489.00        | $216207.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $2000000.00        | $219030.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 4.0000%  | 0.0000% | $2704169.00        | $231903.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $2986556.00        | $243682.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $2737489.00        | $245377.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4500000.00        | $247804.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $300000.00         | $252595.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $3931016.00        | $267909.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $273805.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 5.0000%  | 0.0000% | $282475.00         | $273904.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $164583.00         | $82622.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $96281.00          | $86473.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $930000.00         | $87899.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $197662.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $193502.00         | $200231.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $542430.00         | $209463.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $3012650.00        | $210154.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1004971.00        | $211510.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $3192959.00        | $211895.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $244574.00         | $213216.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $512061.00         | $58188.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $59431.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 4.5000%  | 0.0000% | $339017.00         | $62723.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $165000.00         | $63534.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $66432.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $70075.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 3.0000%  | 0.0000% | $115859.00         | $74046.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 3.0000%  | 0.0000% | $2973556.00        | $74080.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1263705.00        | $79093.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $230000.00         | $80121.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $343514.00         | $40121.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $70000.00          | $42775.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $993621.00         | $46665.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $50000.00          | $48401.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.5000%  | 0.0000% | $550000.00         | $52338.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $587965.00         | $53011.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $140311.00         | $54510.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $2369141.00        | $55153.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $165246.00         | $55890.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-03-20      | 4.0000%  | 0.0000% | $616019.00         | $56434.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $358314.00         | $336356.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $541442.00         | $345928.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $813561.00         | $353764.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.0000%  | 0.0000% | $2863176.00        | $362632.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $500000.00         | $368094.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $563603.00         | $372738.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $7654835.00        | $380555.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $444491.00         | $396873.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $2854540.00        | $400719.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 6.0000%  | 0.0000% | $556175.00         | $411003.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $4083148.00        | $279929.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $2520155.00        | $280465.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1075926.00        | $282227.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $274783.00         | $284694.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $287860.00         | $292360.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 3.0000%  | 0.0000% | $2468788.00        | $298436.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $6789597.00        | $304811.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $318309.00         | $313590.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $808798.00         | $323959.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $327860.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $408414.00         | $426215.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 6.0000%  | 0.0000% | $6501689.00        | $431094.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $442413.00         | $433096.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $449749.00         | $440482.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $560000.00         | $447944.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.0000%  | 0.0000% | $462500.00         | $448703.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $3330284.00        | $2202320.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $2177467.00        | $2205801.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2200971.00        | $2228524.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $3048809.00        | $2232782.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $2435973.00        | $2269036.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $4824993.00        | $3031117.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $2884701.00        | $3056907.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $42598589.00       | $3084826.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $3129308.00        | $3120686.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $13200000.00       | $3162539.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3213649.00        | $3206015.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.0000%  | 0.0000% | $21607483.00       | $3206209.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $3240053.00        | $3221114.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $2506743.00        | $2628488.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $3137000.00        | $2677603.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3331959.00        | $2680815.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2648102.00        | $2686436.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2840049.00        | $2761535.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2804503.00        | $2842336.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $2859983.00        | $2844410.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2789412.00        | $2938845.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $4180980.00        | $2952530.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3395697.00        | $3027437.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $2159265.00        | $2278807.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $27910408.00       | $2300179.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2341181.00        | $2318721.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2326228.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $2374129.00        | $2403850.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2431221.00        | $2470574.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $2480007.00        | $2520150.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2668417.00        | $2551580.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $2605155.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $2621882.00        | $2610633.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3227467.00        | $3232389.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $3747304.00        | $3281634.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $3577604.00        | $3562255.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3593398.00        | $3574055.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $3419120.00        | $3632840.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $5598239.00        | $3661617.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $3599988.00        | $3678067.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $3829581.00        | $3820233.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3773887.00        | $3841269.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $4076940.00        | $3859639.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $5865000.00        | $3886176.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $35799772.00       | $3261882.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $3822512.00        | $4019881.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4859167.00        | $4030768.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $3926071.00        | $4061363.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $3997386.00        | $4122325.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $4045912.00        | $4131190.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4619419.00        | $4157647.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $4066147.00        | $4172975.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $4901287.00        | $4188634.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $17903437.00       | $4243065.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $3742927.00        | $3976815.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $4743965.00        | $4281960.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $4129340.00        | $4402850.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4186520.00        | $4428109.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $6023414.00        | $4494687.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4518167.00        | $4538792.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $4250792.00        | $4617077.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $4585088.00        | $4727579.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7874160.00        | $4835487.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $8639141.00        | $4842608.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $4906937.00        | $4998953.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $4985764.00        | $5061775.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 7.0000%  | 0.0000% | $6938551.00        | $7290706.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $7324176.00        | $7442730.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $7433193.00        | $7544840.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $7582332.00        | $7549802.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $7482364.00        | $7596718.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $9277561.00        | $7668269.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $8706933.00        | $7700911.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $34688131.00       | $17953326.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $32866233.00       | $18987223.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $25881568.00       | $19955613.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5795171.00        | $5883054.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6304362.00        | $6270573.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $7285234.00        | $6460478.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 1.5000%  | 0.0000% | $12150149.00       | $6493260.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $10331548.00       | $6519749.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $7647151.00        | $6565507.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $14529862.00       | $6578257.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $6836871.00        | $6722499.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $6573713.00        | $6791938.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $16038345.00       | $6796743.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $9676278.00        | $5164070.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $5037797.00        | $5173105.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $11198788.00       | $5232283.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $8200552.00        | $5237146.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $4934621.00        | $5307857.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $5337122.00        | $5392936.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $5732071.00        | $5452326.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5577318.00        | $5689981.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $6904150.00        | $5791477.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $188470713.00      | $166895287.96      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $174361370.00      | $176209137.37      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $319814423.00      | $191720042.68      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $238000000.00      | $201078353.57      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $203764205.00      | $206962396.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $393298450.00      | $237672600.72      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $458025076.00      | $334149221.91      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.0000%  | 0.0000% | $44492213.00       | $40719184.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.0000%  | 0.0000% | $55822115.00       | $44355452.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $289869051.00      | $45016872.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 3.0000%  | 0.0000% | $71758308.00       | $45390556.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $72700370.00       | $61194069.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $250999030.00      | $64092835.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $106796100.00      | $64266366.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $75938519.00       | $69519767.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $73000000.00       | $71106060.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $259200649.00      | $143508690.71      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $20815365.00       | $20545462.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $31250000.00       | $21029091.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $23500000.00       | $22452780.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $30173678.00       | $27453250.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $26490993.00       | $27655515.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $29835689.00       | $29674722.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 1.5000%  | 0.0000% | $59315877.00       | $30776350.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 1.5000%  | 0.0000% | $60568785.00       | $32563336.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $80765880.00       | $34424128.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $62354909.00       | $35735247.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.0000%  | 0.0000% | $692384.00         | $1122.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.0000%  | 0.0000% | $50605.00          | $2112.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 7.5000%  | 0.0000% | $2800000.00        | $1224.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $508461.00         | $1316.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.0000%  | 0.0000% | $150000.00         | $1687.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $1100000.00        | $2152.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 7.0000%  | 0.0000% | $30000.00          | $2152.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2568.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $25000.00          | $2686.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $25000.00          | $2752.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 7.0000%  | 0.0000% | $107500.00         | $2840.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $6000.00           | $3098.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $250000.00         | $3265.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.0000%  | 0.0000% | $95000.00          | $3329.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.5000%  | 0.0000% | $70000.00          | $3580.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $400000.00         | $4302.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $55151.00          | $4505.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $4867.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $130000.00         | $12801.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.0000%  | 0.0000% | $125000.00         | $13656.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 3.0000%  | 0.0000% | $165000.00         | $14816.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $75000.00          | $15306.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $16558.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $70000.00          | $17576.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $18651.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 6.0000%  | 0.0000% | $460000.00         | $5703.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.5000%  | 0.0000% | $78570.00          | $5882.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $6102.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6718.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 3.0000%  | 0.0000% | $160000.00         | $7227.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $7885.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $8065.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8115.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 2.5000%  | 0.0000% | $1500000.00        | $10391.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 6.0000%  | 0.0000% | $527360.00         | $12404.49          | Agency Mortgage-Backed Securities |

### Security 322: Natixis SA

- **C.1 - Title:** Natixis SA 3.630000%
- **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: ARP1IA5H8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1IA5H8_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $83571700.00       | $80407012.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $135954000.00      | $139923928.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $49999900.00       | $47405315.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50387478.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-06-30      | 4.0000%  | 0.0000% | $50498800.00       | $50666662.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $52222400.00       | $52211494.60       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $58426055.00       | $59409722.54       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-11-15      | 4.7500%  | 0.0000% | $61522000.00       | $60306944.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 1.8750%  | 0.0000% | $64529200.00       | $61159523.75       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $67160960.00       | $61775191.71       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $75970200.00       | $64597289.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $86960500.00       | $75074225.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $37603900.00       | $37229500.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 2.8750%  | 0.0000% | $38856600.00       | $38054007.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $49677800.00       | $38084868.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.0000%  | 0.0000% | $49999400.00       | $39588190.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.6250%  | 0.0000% | $40477600.00       | $40259243.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $42999900.00       | $40848389.31       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $49996450.00       | $40897774.94       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $42499700.00       | $42798258.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 2.7500%  | 0.0000% | $58882400.00       | $44510336.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-29      | 1.1250%  | 0.0000% | $48644900.00       | $46411046.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $24999800.00       | $25035905.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.6250%  | 0.0000% | $24997000.00       | $25118122.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-05-15      | 3.1250%  | 0.0000% | $34999100.00       | $26136587.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $27520000.00       | $26538101.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-02-28      | 3.7500%  | 0.0000% | $29637500.00       | $28983376.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.2500%  | 0.0000% | $29563000.00       | $29749130.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $29736400.00       | $29881471.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 3.8750%  | 0.0000% | $30319100.00       | $30132261.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $33324500.00       | $33830239.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 1.2500%  | 0.0000% | $35477000.00       | $35247297.73       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $35593437.00       | $22799226.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0100%  | 0.0000% | $22540911.00       | $23073477.59       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $20719500.00       | $16645478.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $31390000.00       | $17423739.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $19973000.00       | $17712694.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-02-15      | 2.2500%  | 0.0000% | $31012600.00       | $18677863.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-05-15      | 1.1250%  | 0.0000% | $31764000.00       | $19938198.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 4.2500%  | 0.0000% | $20407300.00       | $20858282.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $22367200.00       | $21368695.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 3.5000%  | 0.0000% | $22680300.00       | $22471044.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-08-15      | 3.8750%  | 0.0000% | $1100.00           | $1074.32           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2029-02-01      | 3.6800%  | 0.0000% | $1174.00           | $1157.88           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2049-08-15      | 2.2500%  | 0.0000% | $2300.00           | $1432.10           | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank                 | 2041-12-16      | 2.9200%  | 0.0000% | $2000.00           | $1525.88           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-11-19      | N/A      | 0.0000% | $2200.00           | $2161.32           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2037-08-01      | 4.3200%  | 0.0000% | $3166.00           | $3042.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14454.04          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2027-01-21      | N/A      | 0.0000% | $31800.00          | $31046.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $50000.00          | $40999.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 3.7500%  | 0.0000% | $47900.00          | $47878.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $335.86            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $1553.00           | $428.37            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-11-27      | N/A      | 0.0000% | $500.00            | $490.81            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1384.00           | $788.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $795.71            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-18      | N/A      | 0.0000% | $800.00            | $798.39            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $821.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $831.09            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $2000.00           | $941.57            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $946.01            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $73.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $77.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $400.00            | $295.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $300.00            | $303.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $300.00            | $303.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 4.3750%  | 0.0000% | $300.00            | $304.06            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2035-05-01      | 4.6700%  | 0.0000% | $4862706.00        | $4874032.32        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-11-15      | 3.1250%  | 0.0000% | $4981300.00        | $4878385.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $5000000.00        | $4971004.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 1.6250%  | 0.0000% | $4995600.00        | $4982225.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 3.1250%  | 0.0000% | $4999500.00        | $4987259.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $7890100.00        | $5473906.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $5538600.00        | $5478377.96        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $6878180.00        | $5535431.47        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $6519200.00        | $6559414.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $11300600.00       | $8034646.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $3497300.00        | $3580265.40        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $4241892.00        | $3628722.42        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2038-02-15      | 4.3750%  | 0.0000% | $3673600.00        | $3676840.86        | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $7123000.00        | $3698235.19        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-02-15      | 3.6250%  | 0.0000% | $5002000.00        | $4266291.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-06-18      | N/A      | 0.0000% | $4403700.00        | $4394839.76        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $4971340.00        | $4413089.38        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $4750000.00        | $4571212.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $4998600.00        | $4622515.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-08-15      | 4.7500%  | 0.0000% | $4818700.00        | $4702016.11        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1726009.60        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-01-15      | 4.0000%  | 0.0000% | $1788500.00        | $1817235.17        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2034-01-02      | N/A      | 0.0000% | $2998000.00        | $2118027.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $2338613.00        | $2204159.28        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-06-09      | N/A      | 0.0000% | $2282700.00        | $2280166.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 4.3750%  | 0.0000% | $2476800.00        | $2548485.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $2830300.00        | $2715128.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $2723600.00        | $2764108.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-31      | 3.7500%  | 0.0000% | $2839200.00        | $2825170.82        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $3004770.00        | $2912827.52        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $61500.00          | $52958.31          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2056-05-01      | 5.0000%  | 0.0000% | $96607.00          | $95365.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.7500%  | 0.0000% | $564352.00         | $537140.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1162871.52        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-11-05      | N/A      | 0.0000% | $1184100.00        | $1164964.94        | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $1526000.00        | $1193634.74        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-07-15      | 0.7500%  | 0.0000% | $981200.00         | $1280683.85        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1381458.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1592274.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1640497.22        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2044-05-15      | 3.3750%  | 0.0000% | $9999800.00        | $8116617.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-11-15      | 1.8750%  | 0.0000% | $14995100.00       | $8164566.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $9997000.00        | $8802440.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $8914600.00        | $9093815.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 4.1250%  | 0.0000% | $8999600.00        | $9135315.16        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9229811.48        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2032-11-30      | 3.7500%  | 0.0000% | $12000000.00       | $11867291.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $14352900.00       | $12391060.91       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $97837311.00       | $12511772.31       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-12-15      | 3.5000%  | 0.0000% | $16097500.00       | $16135319.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2027-03-18      | N/A      | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-07-09      | N/A      | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $102.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-08-15      | 5.5000%  | 0.0000% | $100.00            | $104.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $145.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $200.00            | $193.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-11-15      | 4.0000%  | 0.0000% | $200.00            | $193.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $273.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $300.00            | $283.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $81.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $89.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $89.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $96.27             | U.S. Treasuries (including strips) |

### Security 323: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1IA5J4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1IA5J4_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $7109800.00        | $1645136.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-30      | 3.7500%  | 0.0000% | $2327500.00        | $2301760.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 4.6250%  | 0.0000% | $2432200.00        | $2481095.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $2692400.00        | $2663125.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $3149600.00        | $2916578.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $64491600.00       | $61123887.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.1250%  | 0.0000% | $78614200.00       | $63156492.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-12-31      | 4.5000%  | 0.0000% | $68982500.00       | $71245960.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $128995900.00      | $119908364.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-31      | 3.7500%  | 0.0000% | $169810300.00      | $168971226.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $534600.00         | $538078.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $842400.00         | $815290.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $901000.00         | $906557.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 3.6250%  | 0.0000% | $1156700.00        | $986569.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $1021100.00        | $1020631.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-02-15      | 6.6250%  | 0.0000% | $1132800.00        | $1176322.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $1283600.00        | $1317307.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $1468200.00        | $1386185.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2027-04-15      | N/A      | 0.0000% | $1634200.00        | $1581197.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-08-15      | 3.0000%  | 0.0000% | $2238600.00        | $1591628.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-11-15      | 4.5000%  | 0.0000% | $1600.00           | $1619.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 3.8750%  | 0.0000% | $1800.00           | $1806.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 0.6250%  | 0.0000% | $3000.00           | $2852.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $129800.00         | $128020.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $183100.00         | $179781.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-11-30      | 4.1250%  | 0.0000% | $305200.00         | $310247.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-09-01      | N/A      | 0.0000% | $329000.00         | $325871.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $1124300.00        | $386229.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 0.6250%  | 0.0000% | $458000.00         | $437032.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $477400.00         | $485669.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $306.72            | $229.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $1400.00           | $359.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $600.00            | $393.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $500.00            | $503.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-15      | 4.2500%  | 0.0000% | $600.00            | $607.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $600.00            | $614.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-02      | N/A      | 0.0000% | $700.00            | $697.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-31      | 4.1250%  | 0.0000% | $800.00            | $811.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1010.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $800.00            | $1044.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $16.12             | $7.29              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $35.42             | $18.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $21.94             | $20.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $27.50             | $20.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $68.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $74.02             | $72.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $100.00            | $83.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $132.99            | $119.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $163.16            | $142.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $163.84            | $162.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $244.12            | $95.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $404.38            | $106.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $2.55              | $1.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $10.23             | $2.63              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $4.84              | $3.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $19.99             | $6.54              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $10.24             | $7.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $2.88              | $2.50              | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-06-05

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President